CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 02-May-2023

Day Change Summary
	Previous	Current
	01-May-2023	02-May-2023	Change	Change %	Previous Week
Open	0.7397	0.7406	0.0009	0.1%	0.7399
High	0.7410	0.7410	0.0000	0.0%	0.7413
Low	0.7387	0.7355	-0.0032	-0.4%	0.7337
Close	0.7404	0.7360	-0.0044	-0.6%	0.7408
Range	0.0024	0.0056	0.0032	136.2%	0.0076
ATR	0.0037	0.0038	0.0001	3.7%	0.0000
Volume	51	620	569	1,115.7%	654

Daily Pivots for day following 02-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7541	0.7506	0.7391
R3	0.7486	0.7451	0.7375
R2	0.7430	0.7430	0.7370
R1	0.7395	0.7395	0.7365	0.7385
PP	0.7375	0.7375	0.7375	0.7370
S1	0.7340	0.7340	0.7355	0.7330
S2	0.7319	0.7319	0.7350
S3	0.7264	0.7284	0.7345
S4	0.7208	0.7229	0.7329

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	0.7410	0.7337	0.0073	1.0%	0.0040	0.5%	32%	True	False	190
10	0.7487	0.7337	0.0150	2.0%	0.0038	0.5%	15%	False	False	149
20	0.7534	0.7337	0.0197	2.7%	0.0034	0.5%	12%	False	False	93
40	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	40%	False	False	149
60	0.7534	0.7244	0.0290	3.9%	0.0035	0.5%	40%	False	False	117
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	40%	False	False	89
100	0.7537	0.7244	0.0293	4.0%	0.0028	0.4%	40%	False	False	73
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.4%	33%	False	False	63

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	0.0004
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7646
2.618	0.7555
1.618	0.7500
1.000	0.7466
0.618	0.7444
HIGH	0.7410
0.618	0.7389
0.500	0.7382
0.382	0.7376
LOW	0.7355
0.618	0.7320
1.000	0.7299
1.618	0.7265
2.618	0.7209
4.250	0.7119

Fisher Pivots for day following 02-May-2023
Pivot	1 day	3 day
R1	0.7382	0.7374
PP	0.7375	0.7369
S1	0.7367	0.7365

Download as Excel Spreadsheet

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

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