CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 26-Apr-2023

Day Change Summary
	Previous	Current
	25-Apr-2023	26-Apr-2023	Change	Change %	Previous Week
Open	0.7410	0.7364	-0.0046	-0.6%	0.7509
High	0.7410	0.7371	-0.0039	-0.5%	0.7515
Low	0.7349	0.7347	-0.0002	0.0%	0.7394
Close	0.7349	0.7347	-0.0002	0.0%	0.7403
Range	0.0061	0.0024	-0.0037	-60.7%	0.0121
ATR	0.0036	0.0035	-0.0001	-2.4%	0.0000
Volume	339	95	-244	-72.0%	223

Daily Pivots for day following 26-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7427	0.7411	0.7360
R3	0.7403	0.7387	0.7354
R2	0.7379	0.7379	0.7351
R1	0.7363	0.7363	0.7349	0.7359
PP	0.7355	0.7355	0.7355	0.7353
S1	0.7339	0.7339	0.7345	0.7335
S2	0.7331	0.7331	0.7343
S3	0.7307	0.7315	0.7340
S4	0.7283	0.7291	0.7334

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	0.7455	0.7347	0.0108	1.5%	0.0033	0.4%	0%	False	True	119
10	0.7534	0.7347	0.0187	2.5%	0.0036	0.5%	0%	False	True	83
20	0.7534	0.7347	0.0187	2.5%	0.0032	0.4%	0%	False	True	77
40	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	36%	False	False	142
60	0.7537	0.7244	0.0293	4.0%	0.0033	0.4%	35%	False	False	103
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	35%	False	False	79
100	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	35%	False	False	65
120	0.7593	0.7244	0.0349	4.8%	0.0026	0.4%	30%	False	False	56

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	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7473
2.618	0.7434
1.618	0.7410
1.000	0.7395
0.618	0.7386
HIGH	0.7371
0.618	0.7362
0.500	0.7359
0.382	0.7356
LOW	0.7347
0.618	0.7332
1.000	0.7323
1.618	0.7308
2.618	0.7284
4.250	0.7245

Fisher Pivots for day following 26-Apr-2023
Pivot	1 day	3 day
R1	0.7359	0.7380
PP	0.7355	0.7369
S1	0.7351	0.7358

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

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