CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 25-May-2023

Day Change Summary
	Previous	Current
	24-May-2023	25-May-2023	Change	Change %	Previous Week
Open	0.7426	0.7374	-0.0052	-0.7%	0.7396
High	0.7426	0.7380	-0.0046	-0.6%	0.7478
Low	0.7370	0.7350	-0.0020	-0.3%	0.7394
Close	0.7373	0.7352	-0.0021	-0.3%	0.7422
Range	0.0057	0.0030	-0.0027	-46.9%	0.0085
ATR	0.0042	0.0041	-0.0001	-2.0%	0.0000
Volume	9,388	1,175	-8,213	-87.5%	2,023

Daily Pivots for day following 25-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7451	0.7431	0.7368
R3	0.7421	0.7401	0.7360
R2	0.7391	0.7391	0.7357
R1	0.7371	0.7371	0.7354	0.7366
PP	0.7361	0.7361	0.7361	0.7358
S1	0.7341	0.7341	0.7349	0.7336
S2	0.7331	0.7331	0.7346
S3	0.7301	0.7311	0.7343
S4	0.7271	0.7281	0.7335

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	0.7442	0.7350	0.0092	1.3%	0.0033	0.4%	2%	False	True	2,333
10	0.7478	0.7350	0.0128	1.7%	0.0040	0.5%	1%	False	True	1,352
20	0.7526	0.7337	0.0189	2.6%	0.0044	0.6%	8%	False	False	835
40	0.7534	0.7337	0.0197	2.7%	0.0038	0.5%	7%	False	False	456
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	37%	False	False	373
80	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	37%	False	False	287
100	0.7537	0.7244	0.0293	4.0%	0.0033	0.4%	37%	False	False	231
120	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	37%	False	False	194

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7508
2.618	0.7459
1.618	0.7429
1.000	0.7410
0.618	0.7399
HIGH	0.7380
0.618	0.7369
0.500	0.7365
0.382	0.7361
LOW	0.7350
0.618	0.7331
1.000	0.7320
1.618	0.7301
2.618	0.7271
4.250	0.7223

Fisher Pivots for day following 25-May-2023
Pivot	1 day	3 day
R1	0.7365	0.7392
PP	0.7361	0.7379
S1	0.7356	0.7365

Download as Excel Spreadsheet

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

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