CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 21-Apr-2023

Day Change Summary
	Previous	Current
	20-Apr-2023	21-Apr-2023	Change	Change %	Previous Week
Open	0.7443	0.7441	-0.0002	0.0%	0.7509
High	0.7455	0.7441	-0.0014	-0.2%	0.7515
Low	0.7436	0.7394	-0.0042	-0.6%	0.7394
Close	0.7442	0.7403	-0.0039	-0.5%	0.7403
Range	0.0019	0.0047	0.0028	147.4%	0.0121
ATR	0.0035	0.0036	0.0001	2.5%	0.0000
Volume	58	71	13	22.4%	223

Daily Pivots for day following 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7554	0.7525	0.7428
R3	0.7507	0.7478	0.7415
R2	0.7460	0.7460	0.7411
R1	0.7431	0.7431	0.7407	0.7422
PP	0.7413	0.7413	0.7413	0.7408
S1	0.7384	0.7384	0.7398	0.7375
S2	0.7366	0.7366	0.7394
S3	0.7319	0.7337	0.7390
S4	0.7272	0.7290	0.7377

Weekly Pivots for week ending 21-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7799	0.7721	0.7469
R3	0.7678	0.7601	0.7436
R2	0.7558	0.7558	0.7425
R1	0.7480	0.7480	0.7414	0.7459
PP	0.7437	0.7437	0.7437	0.7426
S1	0.7360	0.7360	0.7391	0.7338
S2	0.7317	0.7317	0.7380
S3	0.7196	0.7239	0.7369
S4	0.7076	0.7119	0.7336

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7515	0.7394	0.0121	1.6%	0.0031	0.4%	7%	False	True	44
10	0.7534	0.7394	0.0140	1.9%	0.0034	0.5%	6%	False	True	46
20	0.7534	0.7306	0.0228	3.1%	0.0032	0.4%	42%	False	False	63
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	55%	False	False	137
60	0.7537	0.7244	0.0293	4.0%	0.0032	0.4%	54%	False	False	96
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	54%	False	False	74
100	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	54%	False	False	60
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.3%	45%	False	False	52

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7641
2.618	0.7564
1.618	0.7517
1.000	0.7488
0.618	0.7470
HIGH	0.7441
0.618	0.7423
0.500	0.7418
0.382	0.7412
LOW	0.7394
0.618	0.7365
1.000	0.7347
1.618	0.7318
2.618	0.7271
4.250	0.7194

Fisher Pivots for day following 21-Apr-2023
Pivot	1 day	3 day
R1	0.7418	0.7441
PP	0.7413	0.7428
S1	0.7408	0.7415

Download as Excel Spreadsheet

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

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