CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 25-Apr-2023

Day Change Summary
	Previous	Current
	24-Apr-2023	25-Apr-2023	Change	Change %	Previous Week
Open	0.7399	0.7410	0.0011	0.1%	0.7509
High	0.7413	0.7410	-0.0003	0.0%	0.7515
Low	0.7399	0.7349	-0.0050	-0.7%	0.7394
Close	0.7407	0.7349	-0.0058	-0.8%	0.7403
Range	0.0014	0.0061	0.0047	335.7%	0.0121
ATR	0.0034	0.0036	0.0002	5.5%	0.0000
Volume	33	339	306	927.3%	223

Daily Pivots for day following 25-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7552	0.7512	0.7383
R3	0.7491	0.7451	0.7366
R2	0.7430	0.7430	0.7360
R1	0.7390	0.7390	0.7355	0.7380
PP	0.7369	0.7369	0.7369	0.7364
S1	0.7329	0.7329	0.7343	0.7319
S2	0.7308	0.7308	0.7338
S3	0.7247	0.7268	0.7332
S4	0.7186	0.7207	0.7315

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	0.7487	0.7349	0.0138	1.9%	0.0036	0.5%	0%	False	True	108
10	0.7534	0.7349	0.0185	2.5%	0.0036	0.5%	0%	False	True	79
20	0.7534	0.7349	0.0185	2.5%	0.0032	0.4%	0%	False	True	75
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	36%	False	False	144
60	0.7537	0.7244	0.0293	4.0%	0.0032	0.4%	36%	False	False	102
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	36%	False	False	78
100	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	36%	False	False	64
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.4%	30%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	0.7669
2.618	0.7570
1.618	0.7509
1.000	0.7471
0.618	0.7448
HIGH	0.7410
0.618	0.7387
0.500	0.7380
0.382	0.7372
LOW	0.7349
0.618	0.7311
1.000	0.7288
1.618	0.7250
2.618	0.7189
4.250	0.7090

Fisher Pivots for day following 25-Apr-2023
Pivot	1 day	3 day
R1	0.7380	0.7395
PP	0.7369	0.7380
S1	0.7359	0.7364

Download as Excel Spreadsheet

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

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