CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 24-May-2023

Day Change Summary
	Previous	Current
	23-May-2023	24-May-2023	Change	Change %	Previous Week
Open	0.7425	0.7426	0.0002	0.0%	0.7396
High	0.7434	0.7426	-0.0008	-0.1%	0.7478
Low	0.7400	0.7370	-0.0031	-0.4%	0.7394
Close	0.7426	0.7373	-0.0054	-0.7%	0.7422
Range	0.0034	0.0057	0.0023	66.2%	0.0085
ATR	0.0040	0.0042	0.0001	2.8%	0.0000
Volume	528	9,388	8,860	1,678.0%	2,023

Daily Pivots for day following 24-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7559	0.7522	0.7404
R3	0.7502	0.7466	0.7388
R2	0.7446	0.7446	0.7383
R1	0.7409	0.7409	0.7378	0.7399
PP	0.7389	0.7389	0.7389	0.7384
S1	0.7353	0.7353	0.7367	0.7343
S2	0.7333	0.7333	0.7362
S3	0.7276	0.7296	0.7357
S4	0.7220	0.7240	0.7341

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	0.7450	0.7370	0.0080	1.1%	0.0034	0.5%	4%	False	True	2,229
10	0.7501	0.7370	0.0132	1.8%	0.0044	0.6%	2%	False	True	1,254
20	0.7526	0.7337	0.0189	2.6%	0.0044	0.6%	19%	False	False	781
40	0.7534	0.7337	0.0197	2.7%	0.0038	0.5%	18%	False	False	429
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	44%	False	False	355
80	0.7537	0.7244	0.0293	4.0%	0.0035	0.5%	44%	False	False	273
100	0.7537	0.7244	0.0293	4.0%	0.0033	0.4%	44%	False	False	219
120	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	44%	False	False	184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7666
2.618	0.7574
1.618	0.7517
1.000	0.7483
0.618	0.7461
HIGH	0.7426
0.618	0.7404
0.500	0.7398
0.382	0.7391
LOW	0.7370
0.618	0.7335
1.000	0.7313
1.618	0.7278
2.618	0.7222
4.250	0.7129

Fisher Pivots for day following 24-May-2023
Pivot	1 day	3 day
R1	0.7398	0.7402
PP	0.7389	0.7392
S1	0.7381	0.7382

Download as Excel Spreadsheet

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

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