CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 28-Apr-2023

Day Change Summary
	Previous	Current
	27-Apr-2023	28-Apr-2023	Change	Change %	Previous Week
Open	0.7353	0.7348	-0.0005	-0.1%	0.7399
High	0.7379	0.7408	0.0030	0.4%	0.7413
Low	0.7352	0.7337	-0.0015	-0.2%	0.7337
Close	0.7372	0.7408	0.0037	0.5%	0.7408
Range	0.0027	0.0071	0.0044	163.0%	0.0076
ATR	0.0035	0.0038	0.0003	7.3%	0.0000
Volume	88	99	11	12.5%	654

Daily Pivots for day following 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7597	0.7574	0.7447
R3	0.7526	0.7503	0.7428
R2	0.7455	0.7455	0.7421
R1	0.7432	0.7432	0.7415	0.7444
PP	0.7384	0.7384	0.7384	0.7390
S1	0.7361	0.7361	0.7401	0.7373
S2	0.7313	0.7313	0.7395
S3	0.7242	0.7290	0.7388
S4	0.7171	0.7219	0.7369

Weekly Pivots for week ending 28-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7587	0.7450
R3	0.7538	0.7511	0.7429
R2	0.7462	0.7462	0.7422
R1	0.7435	0.7435	0.7415	0.7449
PP	0.7386	0.7386	0.7386	0.7393
S1	0.7359	0.7359	0.7401	0.7373
S2	0.7310	0.7310	0.7394
S3	0.7234	0.7283	0.7387
S4	0.7158	0.7207	0.7366

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7337	0.0076	1.0%	0.0039	0.5%	93%	False	True	130
10	0.7515	0.7337	0.0178	2.4%	0.0035	0.5%	40%	False	True	87
20	0.7534	0.7337	0.0197	2.7%	0.0034	0.5%	36%	False	True	77
40	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	57%	False	False	141
60	0.7534	0.7244	0.0290	3.9%	0.0034	0.5%	57%	False	False	106
80	0.7537	0.7244	0.0293	4.0%	0.0031	0.4%	56%	False	False	81
100	0.7537	0.7244	0.0293	4.0%	0.0028	0.4%	56%	False	False	67
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.3%	47%	False	False	58

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 78 trading days

Fibonacci Retracements and Extensions
4.250	0.7710
2.618	0.7594
1.618	0.7523
1.000	0.7479
0.618	0.7452
HIGH	0.7408
0.618	0.7381
0.500	0.7373
0.382	0.7364
LOW	0.7337
0.618	0.7293
1.000	0.7266
1.618	0.7222
2.618	0.7151
4.250	0.7035

Fisher Pivots for day following 28-Apr-2023
Pivot	1 day	3 day
R1	0.7396	0.7396
PP	0.7384	0.7384
S1	0.7373	0.7373

Download as Excel Spreadsheet

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

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