CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 11-May-2023

Day Change Summary
	Previous	Current
	10-May-2023	11-May-2023	Change	Change %	Previous Week
Open	0.7491	0.7498	0.0007	0.1%	0.7397
High	0.7517	0.7501	-0.0016	-0.2%	0.7499
Low	0.7475	0.7431	-0.0044	-0.6%	0.7353
Close	0.7493	0.7435	-0.0058	-0.8%	0.7498
Range	0.0042	0.0071	0.0029	67.9%	0.0146
ATR	0.0040	0.0043	0.0002	5.3%	0.0000
Volume	408	201	-207	-50.7%	1,712

Daily Pivots for day following 11-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7622	0.7474
R3	0.7597	0.7551	0.7454
R2	0.7526	0.7526	0.7448
R1	0.7481	0.7481	0.7441	0.7468
PP	0.7456	0.7456	0.7456	0.7449
S1	0.7410	0.7410	0.7429	0.7398
S2	0.7385	0.7385	0.7422
S3	0.7315	0.7340	0.7416
S4	0.7244	0.7269	0.7396

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	0.7411	0.0116	1.6%	0.0051	0.7%	21%	False	False	309
10	0.7526	0.7337	0.0189	2.5%	0.0049	0.7%	52%	False	False	319
20	0.7534	0.7337	0.0197	2.6%	0.0041	0.5%	50%	False	False	202
40	0.7534	0.7264	0.0270	3.6%	0.0038	0.5%	63%	False	False	135
60	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	66%	False	False	156
80	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	65%	False	False	119
100	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	65%	False	False	97
120	0.7549	0.7244	0.0305	4.1%	0.0028	0.4%	63%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7801
2.618	0.7686
1.618	0.7615
1.000	0.7572
0.618	0.7545
HIGH	0.7501
0.618	0.7474
0.500	0.7466
0.382	0.7457
LOW	0.7431
0.618	0.7387
1.000	0.7360
1.618	0.7316
2.618	0.7246
4.250	0.7131

Fisher Pivots for day following 11-May-2023
Pivot	1 day	3 day
R1	0.7466	0.7474
PP	0.7456	0.7461
S1	0.7445	0.7448

Download as Excel Spreadsheet

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

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