CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 20-Apr-2023

Day Change Summary
	Previous	Current
	19-Apr-2023	20-Apr-2023	Change	Change %	Previous Week
Open	0.7487	0.7443	-0.0045	-0.6%	0.7421
High	0.7487	0.7455	-0.0032	-0.4%	0.7534
Low	0.7447	0.7436	-0.0011	-0.1%	0.7399
Close	0.7449	0.7442	-0.0007	-0.1%	0.7505
Range	0.0040	0.0019	-0.0021	-52.5%	0.0135
ATR	0.0036	0.0035	-0.0001	-3.4%	0.0000
Volume	41	58	17	41.5%	239

Daily Pivots for day following 20-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7501	0.7490	0.7452
R3	0.7482	0.7471	0.7447
R2	0.7463	0.7463	0.7445
R1	0.7452	0.7452	0.7443	0.7448
PP	0.7444	0.7444	0.7444	0.7442
S1	0.7433	0.7433	0.7440	0.7429
S2	0.7425	0.7425	0.7438
S3	0.7406	0.7414	0.7436
S4	0.7387	0.7395	0.7431

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7829	0.7579
R3	0.7749	0.7694	0.7542
R2	0.7614	0.7614	0.7529
R1	0.7559	0.7559	0.7517	0.7587
PP	0.7479	0.7479	0.7479	0.7493
S1	0.7424	0.7424	0.7492	0.7452
S2	0.7344	0.7344	0.7480
S3	0.7209	0.7289	0.7467
S4	0.7074	0.7154	0.7430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7534	0.7436	0.0098	1.3%	0.0031	0.4%	6%	False	True	46
10	0.7534	0.7399	0.0135	1.8%	0.0032	0.4%	31%	False	False	40
20	0.7534	0.7264	0.0270	3.6%	0.0032	0.4%	66%	False	False	66
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	68%	False	False	135
60	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	67%	False	False	95
80	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	67%	False	False	73
100	0.7537	0.7244	0.0293	3.9%	0.0026	0.4%	67%	False	False	59
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.3%	57%	False	False	52

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7536
2.618	0.7505
1.618	0.7486
1.000	0.7474
0.618	0.7467
HIGH	0.7455
0.618	0.7448
0.500	0.7446
0.382	0.7443
LOW	0.7436
0.618	0.7424
1.000	0.7417
1.618	0.7405
2.618	0.7386
4.250	0.7355

Fisher Pivots for day following 20-Apr-2023
Pivot	1 day	3 day
R1	0.7446	0.7468
PP	0.7444	0.7459
S1	0.7443	0.7450

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These figures are updated between 7pm and 10pm EST after a trading day.

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