CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-May-2023

Day Change Summary
	Previous	Current
	05-May-2023	08-May-2023	Change	Change %	Previous Week
Open	0.7411	0.7496	0.0086	1.2%	0.7397
High	0.7499	0.7526	0.0028	0.4%	0.7499
Low	0.7411	0.7491	0.0080	1.1%	0.7353
Close	0.7498	0.7499	0.0002	0.0%	0.7498
Range	0.0088	0.0036	-0.0053	-59.7%	0.0146
ATR	0.0042	0.0042	0.0000	-1.2%	0.0000
Volume	161	246	85	52.8%	1,712

Daily Pivots for day following 08-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7591	0.7519
R3	0.7576	0.7555	0.7509
R2	0.7541	0.7541	0.7506
R1	0.7520	0.7520	0.7502	0.7530
PP	0.7505	0.7505	0.7505	0.7510
S1	0.7484	0.7484	0.7496	0.7495
S2	0.7470	0.7470	0.7492
S3	0.7434	0.7449	0.7489
S4	0.7399	0.7413	0.7479

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	0.7526	0.7353	0.0173	2.3%	0.0052	0.7%	84%	True	False	381
10	0.7526	0.7337	0.0189	2.5%	0.0047	0.6%	86%	True	False	257
20	0.7534	0.7337	0.0197	2.6%	0.0040	0.5%	82%	False	False	152
40	0.7534	0.7263	0.0272	3.6%	0.0038	0.5%	87%	False	False	129
60	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	88%	False	False	138
80	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	87%	False	False	105
100	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	87%	False	False	85
120	0.7568	0.7244	0.0324	4.3%	0.0027	0.4%	79%	False	False	74

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7677
2.618	0.7619
1.618	0.7583
1.000	0.7562
0.618	0.7548
HIGH	0.7526
0.618	0.7512
0.500	0.7508
0.382	0.7504
LOW	0.7491
0.618	0.7469
1.000	0.7455
1.618	0.7433
2.618	0.7398
4.250	0.7340

Fisher Pivots for day following 08-May-2023
Pivot	1 day	3 day
R1	0.7508	0.7480
PP	0.7505	0.7460
S1	0.7502	0.7441

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

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