CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 26-May-2023

Day Change Summary
	Previous	Current
	25-May-2023	26-May-2023	Change	Change %	Previous Week
Open	0.7374	0.7351	-0.0023	-0.3%	0.7427
High	0.7380	0.7371	-0.0010	-0.1%	0.7434
Low	0.7350	0.7343	-0.0007	-0.1%	0.7343
Close	0.7352	0.7364	0.0012	0.2%	0.7364
Range	0.0030	0.0028	-0.0003	-8.3%	0.0091
ATR	0.0041	0.0040	-0.0001	-2.3%	0.0000
Volume	1,175	1,080	-95	-8.1%	12,399

Daily Pivots for day following 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7442	0.7430	0.7379
R3	0.7414	0.7403	0.7371
R2	0.7387	0.7387	0.7369
R1	0.7375	0.7375	0.7366	0.7381
PP	0.7359	0.7359	0.7359	0.7362
S1	0.7348	0.7348	0.7361	0.7353
S2	0.7332	0.7332	0.7358
S3	0.7304	0.7320	0.7356
S4	0.7277	0.7293	0.7348

Weekly Pivots for week ending 26-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7653	0.7599	0.7414
R3	0.7562	0.7508	0.7389
R2	0.7471	0.7471	0.7380
R1	0.7417	0.7417	0.7372	0.7399
PP	0.7380	0.7380	0.7380	0.7371
S1	0.7326	0.7326	0.7355	0.7308
S2	0.7289	0.7289	0.7347
S3	0.7198	0.7235	0.7338
S4	0.7107	0.7144	0.7313

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7434	0.7343	0.0091	1.2%	0.0032	0.4%	23%	False	True	2,479
10	0.7478	0.7343	0.0135	1.8%	0.0038	0.5%	15%	False	True	1,442
20	0.7526	0.7343	0.0183	2.5%	0.0042	0.6%	11%	False	True	884
40	0.7534	0.7337	0.0197	2.7%	0.0038	0.5%	13%	False	False	481
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	41%	False	False	389
80	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	41%	False	False	301
100	0.7537	0.7244	0.0293	4.0%	0.0033	0.4%	41%	False	False	242
120	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	41%	False	False	203

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7487
2.618	0.7442
1.618	0.7415
1.000	0.7398
0.618	0.7387
HIGH	0.7371
0.618	0.7360
0.500	0.7357
0.382	0.7354
LOW	0.7343
0.618	0.7326
1.000	0.7316
1.618	0.7299
2.618	0.7271
4.250	0.7226

Fisher Pivots for day following 26-May-2023
Pivot	1 day	3 day
R1	0.7361	0.7385
PP	0.7359	0.7378
S1	0.7357	0.7371

Download as Excel Spreadsheet

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

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