CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 23-May-2023

Day Change Summary
	Previous	Current
	22-May-2023	23-May-2023	Change	Change %	Previous Week
Open	0.7427	0.7425	-0.0002	0.0%	0.7396
High	0.7430	0.7434	0.0005	0.1%	0.7478
Low	0.7417	0.7400	-0.0017	-0.2%	0.7394
Close	0.7422	0.7426	0.0004	0.1%	0.7422
Range	0.0013	0.0034	0.0021	161.5%	0.0085
ATR	0.0041	0.0040	0.0000	-1.2%	0.0000
Volume	228	528	300	131.6%	2,023

Daily Pivots for day following 23-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7522	0.7508	0.7445
R3	0.7488	0.7474	0.7435
R2	0.7454	0.7454	0.7432
R1	0.7440	0.7440	0.7429	0.7447
PP	0.7420	0.7420	0.7420	0.7424
S1	0.7406	0.7406	0.7423	0.7413
S2	0.7386	0.7386	0.7420
S3	0.7352	0.7372	0.7417
S4	0.7318	0.7338	0.7407

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7638	0.7468
R3	0.7600	0.7553	0.7445
R2	0.7516	0.7516	0.7437
R1	0.7469	0.7469	0.7429	0.7492
PP	0.7431	0.7431	0.7431	0.7443
S1	0.7384	0.7384	0.7414	0.7408
S2	0.7347	0.7347	0.7406
S3	0.7262	0.7300	0.7398
S4	0.7178	0.7215	0.7375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7460	0.7400	0.0060	0.8%	0.0033	0.4%	43%	False	True	410
10	0.7517	0.7392	0.0125	1.7%	0.0043	0.6%	28%	False	False	356
20	0.7526	0.7337	0.0189	2.5%	0.0043	0.6%	47%	False	False	316
40	0.7534	0.7337	0.0197	2.7%	0.0037	0.5%	45%	False	False	195
60	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	63%	False	False	201
80	0.7537	0.7244	0.0293	3.9%	0.0035	0.5%	62%	False	False	155
100	0.7537	0.7244	0.0293	3.9%	0.0033	0.4%	62%	False	False	126
120	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	62%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7579
2.618	0.7523
1.618	0.7489
1.000	0.7468
0.618	0.7455
HIGH	0.7434
0.618	0.7421
0.500	0.7417
0.382	0.7413
LOW	0.7400
0.618	0.7379
1.000	0.7366
1.618	0.7345
2.618	0.7311
4.250	0.7256

Fisher Pivots for day following 23-May-2023
Pivot	1 day	3 day
R1	0.7423	0.7424
PP	0.7420	0.7423
S1	0.7417	0.7421

Download as Excel Spreadsheet

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

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