CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 03-May-2023

Day Change Summary
	Previous	Current
	02-May-2023	03-May-2023	Change	Change %	Previous Week
Open	0.7406	0.7359	-0.0047	-0.6%	0.7399
High	0.7410	0.7377	-0.0033	-0.4%	0.7413
Low	0.7355	0.7353	-0.0002	0.0%	0.7337
Close	0.7360	0.7377	0.0017	0.2%	0.7408
Range	0.0056	0.0024	-0.0032	-56.8%	0.0076
ATR	0.0038	0.0037	-0.0001	-2.6%	0.0000
Volume	620	529	-91	-14.7%	654

Daily Pivots for day following 03-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7441	0.7433	0.7390
R3	0.7417	0.7409	0.7384
R2	0.7393	0.7393	0.7381
R1	0.7385	0.7385	0.7379	0.7389
PP	0.7369	0.7369	0.7369	0.7371
S1	0.7361	0.7361	0.7375	0.7365
S2	0.7345	0.7345	0.7373
S3	0.7321	0.7337	0.7370
S4	0.7297	0.7313	0.7364

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%	55%	False	False	277
10	0.7455	0.7337	0.0118	1.6%	0.0037	0.5%	34%	False	False	198
20	0.7534	0.7337	0.0197	2.7%	0.0034	0.5%	20%	False	False	118
40	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	46%	False	False	137
60	0.7534	0.7244	0.0290	3.9%	0.0035	0.5%	46%	False	False	126
80	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	45%	False	False	96
100	0.7537	0.7244	0.0293	4.0%	0.0029	0.4%	45%	False	False	78
120	0.7593	0.7244	0.0349	4.7%	0.0026	0.4%	38%	False	False	68

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7479
2.618	0.7440
1.618	0.7416
1.000	0.7401
0.618	0.7392
HIGH	0.7377
0.618	0.7368
0.500	0.7365
0.382	0.7362
LOW	0.7353
0.618	0.7338
1.000	0.7329
1.618	0.7314
2.618	0.7290
4.250	0.7251

Fisher Pivots for day following 03-May-2023
Pivot	1 day	3 day
R1	0.7373	0.7382
PP	0.7369	0.7380
S1	0.7365	0.7379

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

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