CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 09-May-2023

Day Change Summary
	Previous	Current
	08-May-2023	09-May-2023	Change	Change %	Previous Week
Open	0.7496	0.7497	0.0001	0.0%	0.7397
High	0.7526	0.7498	-0.0029	-0.4%	0.7499
Low	0.7491	0.7481	-0.0010	-0.1%	0.7353
Close	0.7499	0.7496	-0.0003	0.0%	0.7498
Range	0.0036	0.0017	-0.0019	-52.1%	0.0146
ATR	0.0042	0.0040	-0.0002	-4.0%	0.0000
Volume	246	530	284	115.4%	1,712

Daily Pivots for day following 09-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7542	0.7536	0.7505
R3	0.7525	0.7519	0.7501
R2	0.7508	0.7508	0.7499
R1	0.7502	0.7502	0.7498	0.7497
PP	0.7491	0.7491	0.7491	0.7489
S1	0.7485	0.7485	0.7494	0.7480
S2	0.7474	0.7474	0.7493
S3	0.7457	0.7468	0.7491
S4	0.7440	0.7451	0.7487

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%	0.0045	0.6%	83%	False	False	363
10	0.7526	0.7337	0.0189	2.5%	0.0042	0.6%	84%	False	False	277
20	0.7534	0.7337	0.0197	2.6%	0.0039	0.5%	81%	False	False	178
40	0.7534	0.7263	0.0272	3.6%	0.0037	0.5%	86%	False	False	141
60	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	87%	False	False	147
80	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	86%	False	False	112
100	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	86%	False	False	91
120	0.7549	0.7244	0.0305	4.1%	0.0028	0.4%	83%	False	False	78

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7570
2.618	0.7542
1.618	0.7525
1.000	0.7515
0.618	0.7508
HIGH	0.7498
0.618	0.7491
0.500	0.7489
0.382	0.7487
LOW	0.7481
0.618	0.7470
1.000	0.7464
1.618	0.7453
2.618	0.7436
4.250	0.7408

Fisher Pivots for day following 09-May-2023
Pivot	1 day	3 day
R1	0.7494	0.7487
PP	0.7491	0.7478
S1	0.7489	0.7468

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

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