CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 24-Apr-2023

Day Change Summary
	Previous	Current
	21-Apr-2023	24-Apr-2023	Change	Change %	Previous Week
Open	0.7441	0.7399	-0.0042	-0.6%	0.7509
High	0.7441	0.7413	-0.0028	-0.4%	0.7515
Low	0.7394	0.7399	0.0005	0.1%	0.7394
Close	0.7403	0.7407	0.0004	0.1%	0.7403
Range	0.0047	0.0014	-0.0033	-70.2%	0.0121
ATR	0.0036	0.0034	-0.0002	-4.4%	0.0000
Volume	71	33	-38	-53.5%	223

Daily Pivots for day following 24-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7441	0.7414
R3	0.7434	0.7427	0.7410
R2	0.7420	0.7420	0.7409
R1	0.7413	0.7413	0.7408	0.7417
PP	0.7406	0.7406	0.7406	0.7408
S1	0.7399	0.7399	0.7405	0.7403
S2	0.7392	0.7392	0.7404
S3	0.7378	0.7385	0.7403
S4	0.7364	0.7371	0.7399

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	0.7501	0.7394	0.0107	1.4%	0.0027	0.4%	12%	False	False	45
10	0.7534	0.7394	0.0140	1.9%	0.0033	0.4%	9%	False	False	46
20	0.7534	0.7335	0.0199	2.7%	0.0031	0.4%	36%	False	False	61
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	56%	False	False	137
60	0.7537	0.7244	0.0293	4.0%	0.0032	0.4%	55%	False	False	96
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	55%	False	False	74
100	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	55%	False	False	60
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.3%	47%	False	False	53

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	0.7473
2.618	0.7450
1.618	0.7436
1.000	0.7427
0.618	0.7422
HIGH	0.7413
0.618	0.7408
0.500	0.7406
0.382	0.7404
LOW	0.7399
0.618	0.7390
1.000	0.7385
1.618	0.7376
2.618	0.7362
4.250	0.7340

Fisher Pivots for day following 24-Apr-2023
Pivot	1 day	3 day
R1	0.7406	0.7425
PP	0.7406	0.7419
S1	0.7406	0.7413

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

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