CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 27-Apr-2023

Day Change Summary
	Previous	Current
	26-Apr-2023	27-Apr-2023	Change	Change %	Previous Week
Open	0.7364	0.7353	-0.0012	-0.2%	0.7509
High	0.7371	0.7379	0.0008	0.1%	0.7515
Low	0.7347	0.7352	0.0005	0.1%	0.7394
Close	0.7347	0.7372	0.0025	0.3%	0.7403
Range	0.0024	0.0027	0.0003	12.5%	0.0121
ATR	0.0035	0.0035	0.0000	-0.8%	0.0000
Volume	95	88	-7	-7.4%	223

Daily Pivots for day following 27-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7437	0.7386
R3	0.7421	0.7410	0.7379
R2	0.7394	0.7394	0.7376
R1	0.7383	0.7383	0.7374	0.7389
PP	0.7367	0.7367	0.7367	0.7370
S1	0.7356	0.7356	0.7369	0.7362
S2	0.7340	0.7340	0.7367
S3	0.7313	0.7329	0.7364
S4	0.7286	0.7302	0.7357

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	0.7441	0.7347	0.0094	1.3%	0.0035	0.5%	26%	False	False	125
10	0.7534	0.7347	0.0187	2.5%	0.0033	0.4%	13%	False	False	85
20	0.7534	0.7347	0.0187	2.5%	0.0032	0.4%	13%	False	False	76
40	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	44%	False	False	141
60	0.7534	0.7244	0.0290	3.9%	0.0033	0.4%	44%	False	False	105
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	44%	False	False	80
100	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	44%	False	False	66
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.4%	37%	False	False	57

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7493
2.618	0.7449
1.618	0.7422
1.000	0.7406
0.618	0.7395
HIGH	0.7379
0.618	0.7368
0.500	0.7365
0.382	0.7362
LOW	0.7352
0.618	0.7335
1.000	0.7325
1.618	0.7308
2.618	0.7281
4.250	0.7237

Fisher Pivots for day following 27-Apr-2023
Pivot	1 day	3 day
R1	0.7369	0.7379
PP	0.7367	0.7376
S1	0.7365	0.7374

Download as Excel Spreadsheet

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

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