CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 12-May-2023

Day Change Summary
	Previous	Current
	11-May-2023	12-May-2023	Change	Change %	Previous Week
Open	0.7498	0.7430	-0.0068	-0.9%	0.7496
High	0.7501	0.7438	-0.0064	-0.8%	0.7526
Low	0.7431	0.7392	-0.0039	-0.5%	0.7392
Close	0.7435	0.7394	-0.0041	-0.6%	0.7394
Range	0.0071	0.0046	-0.0025	-34.8%	0.0135
ATR	0.0043	0.0043	0.0000	0.6%	0.0000
Volume	201	180	-21	-10.4%	1,565

Daily Pivots for day following 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7546	0.7516	0.7419
R3	0.7500	0.7470	0.7407
R2	0.7454	0.7454	0.7402
R1	0.7424	0.7424	0.7398	0.7416
PP	0.7408	0.7408	0.7408	0.7404
S1	0.7378	0.7378	0.7390	0.7370
S2	0.7362	0.7362	0.7386
S3	0.7316	0.7332	0.7381
S4	0.7270	0.7286	0.7369

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7841	0.7752	0.7468
R3	0.7706	0.7617	0.7431
R2	0.7572	0.7572	0.7419
R1	0.7483	0.7483	0.7406	0.7460
PP	0.7437	0.7437	0.7437	0.7426
S1	0.7348	0.7348	0.7382	0.7326
S2	0.7303	0.7303	0.7369
S3	0.7168	0.7214	0.7357
S4	0.7034	0.7079	0.7320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7526	0.7392	0.0135	1.8%	0.0042	0.6%	2%	False	True	313
10	0.7526	0.7353	0.0173	2.3%	0.0046	0.6%	24%	False	False	327
20	0.7526	0.7337	0.0189	2.6%	0.0041	0.5%	30%	False	False	207
40	0.7534	0.7264	0.0270	3.7%	0.0038	0.5%	48%	False	False	139
60	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	52%	False	False	158
80	0.7537	0.7244	0.0293	4.0%	0.0033	0.4%	51%	False	False	121
100	0.7537	0.7244	0.0293	4.0%	0.0031	0.4%	51%	False	False	98
120	0.7548	0.7244	0.0304	4.1%	0.0028	0.4%	49%	False	False	85

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7633
2.618	0.7558
1.618	0.7512
1.000	0.7484
0.618	0.7466
HIGH	0.7438
0.618	0.7420
0.500	0.7415
0.382	0.7409
LOW	0.7392
0.618	0.7363
1.000	0.7346
1.618	0.7317
2.618	0.7271
4.250	0.7196

Fisher Pivots for day following 12-May-2023
Pivot	1 day	3 day
R1	0.7415	0.7454
PP	0.7408	0.7434
S1	0.7401	0.7414

Download as Excel Spreadsheet

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

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