CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-May-2023

Day Change Summary
	Previous	Current
	04-May-2023	05-May-2023	Change	Change %	Previous Week
Open	0.7355	0.7411	0.0056	0.8%	0.7397
High	0.7413	0.7499	0.0086	1.2%	0.7499
Low	0.7355	0.7411	0.0056	0.8%	0.7353
Close	0.7406	0.7498	0.0092	1.2%	0.7498
Range	0.0058	0.0088	0.0030	51.7%	0.0146
ATR	0.0039	0.0042	0.0004	10.0%	0.0000
Volume	351	161	-190	-54.1%	1,712

Daily Pivots for day following 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7733	0.7703	0.7546
R3	0.7645	0.7615	0.7522
R2	0.7557	0.7557	0.7514
R1	0.7527	0.7527	0.7506	0.7542
PP	0.7469	0.7469	0.7469	0.7476
S1	0.7439	0.7439	0.7489	0.7454
S2	0.7381	0.7381	0.7481
S3	0.7293	0.7351	0.7473
S4	0.7205	0.7263	0.7449

Weekly Pivots for week ending 05-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7886	0.7837	0.7578
R3	0.7741	0.7692	0.7538
R2	0.7595	0.7595	0.7524
R1	0.7546	0.7546	0.7511	0.7571
PP	0.7450	0.7450	0.7450	0.7462
S1	0.7401	0.7401	0.7484	0.7425
S2	0.7304	0.7304	0.7471
S3	0.7159	0.7255	0.7457
S4	0.7013	0.7110	0.7417

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7499	0.7353	0.0146	1.9%	0.0050	0.7%	99%	True	False	342
10	0.7499	0.7337	0.0162	2.2%	0.0045	0.6%	99%	True	False	236
20	0.7534	0.7337	0.0197	2.6%	0.0040	0.5%	81%	False	False	141
40	0.7534	0.7263	0.0272	3.6%	0.0039	0.5%	87%	False	False	126
60	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	87%	False	False	134
80	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	87%	False	False	102
100	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	87%	False	False	83
120	0.7568	0.7244	0.0324	4.3%	0.0027	0.4%	78%	False	False	72

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 83 trading days

Fibonacci Retracements and Extensions
4.250	0.7873
2.618	0.7729
1.618	0.7641
1.000	0.7587
0.618	0.7553
HIGH	0.7499
0.618	0.7465
0.500	0.7455
0.382	0.7444
LOW	0.7411
0.618	0.7356
1.000	0.7323
1.618	0.7268
2.618	0.7180
4.250	0.7037

Fisher Pivots for day following 05-May-2023
Pivot	1 day	3 day
R1	0.7483	0.7474
PP	0.7469	0.7450
S1	0.7455	0.7426

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

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