CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-May-2023

Day Change Summary
	Previous	Current
	12-May-2023	15-May-2023	Change	Change %	Previous Week
Open	0.7430	0.7396	-0.0034	-0.5%	0.7496
High	0.7438	0.7449	0.0012	0.2%	0.7526
Low	0.7392	0.7394	0.0002	0.0%	0.7392
Close	0.7394	0.7444	0.0050	0.7%	0.7394
Range	0.0046	0.0056	0.0010	20.7%	0.0135
ATR	0.0043	0.0044	0.0001	2.1%	0.0000
Volume	180	99	-81	-45.0%	1,565

Daily Pivots for day following 15-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7595	0.7575	0.7475
R3	0.7540	0.7520	0.7459
R2	0.7484	0.7484	0.7454
R1	0.7464	0.7464	0.7449	0.7474
PP	0.7429	0.7429	0.7429	0.7434
S1	0.7409	0.7409	0.7439	0.7419
S2	0.7373	0.7373	0.7434
S3	0.7318	0.7353	0.7429
S4	0.7262	0.7298	0.7413

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	0.7517	0.7392	0.0125	1.7%	0.0046	0.6%	42%	False	False	283
10	0.7526	0.7353	0.0173	2.3%	0.0049	0.7%	53%	False	False	332
20	0.7526	0.7337	0.0189	2.5%	0.0042	0.6%	57%	False	False	211
40	0.7534	0.7264	0.0270	3.6%	0.0038	0.5%	67%	False	False	141
60	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	69%	False	False	160
80	0.7537	0.7244	0.0293	3.9%	0.0033	0.4%	68%	False	False	122
100	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	68%	False	False	99
120	0.7548	0.7244	0.0304	4.1%	0.0029	0.4%	66%	False	False	86

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7594
1.618	0.7539
1.000	0.7505
0.618	0.7483
HIGH	0.7449
0.618	0.7428
0.500	0.7421
0.382	0.7415
LOW	0.7394
0.618	0.7359
1.000	0.7338
1.618	0.7304
2.618	0.7248
4.250	0.7158

Fisher Pivots for day following 15-May-2023
Pivot	1 day	3 day
R1	0.7436	0.7446
PP	0.7429	0.7446
S1	0.7421	0.7445

Download as Excel Spreadsheet

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

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