CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 16-May-2023

Day Change Summary
	Previous	Current
	15-May-2023	16-May-2023	Change	Change %	Previous Week
Open	0.7396	0.7446	0.0050	0.7%	0.7496
High	0.7449	0.7478	0.0029	0.4%	0.7526
Low	0.7394	0.7431	0.0038	0.5%	0.7392
Close	0.7444	0.7443	-0.0002	0.0%	0.7394
Range	0.0056	0.0047	-0.0009	-15.3%	0.0135
ATR	0.0044	0.0044	0.0000	0.5%	0.0000
Volume	99	628	529	534.3%	1,565

Daily Pivots for day following 16-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7564	0.7468
R3	0.7545	0.7517	0.7455
R2	0.7498	0.7498	0.7451
R1	0.7470	0.7470	0.7447	0.7460
PP	0.7451	0.7451	0.7451	0.7446
S1	0.7423	0.7423	0.7438	0.7413
S2	0.7404	0.7404	0.7434
S3	0.7357	0.7376	0.7430
S4	0.7310	0.7329	0.7417

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%	0.0052	0.7%	41%	False	False	303
10	0.7526	0.7353	0.0173	2.3%	0.0048	0.6%	52%	False	False	333
20	0.7526	0.7337	0.0189	2.5%	0.0043	0.6%	56%	False	False	241
40	0.7534	0.7264	0.0270	3.6%	0.0038	0.5%	66%	False	False	155
60	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	68%	False	False	170
80	0.7537	0.7244	0.0293	3.9%	0.0033	0.4%	68%	False	False	130
100	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	68%	False	False	106
120	0.7548	0.7244	0.0304	4.1%	0.0029	0.4%	65%	False	False	89

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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7678
2.618	0.7601
1.618	0.7554
1.000	0.7525
0.618	0.7507
HIGH	0.7478
0.618	0.7460
0.500	0.7455
0.382	0.7449
LOW	0.7431
0.618	0.7402
1.000	0.7384
1.618	0.7355
2.618	0.7308
4.250	0.7231

Fisher Pivots for day following 16-May-2023
Pivot	1 day	3 day
R1	0.7455	0.7440
PP	0.7451	0.7437
S1	0.7447	0.7435

Download as Excel Spreadsheet

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

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