CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 30-May-2023

Day Change Summary
	Previous	Current
	26-May-2023	30-May-2023	Change	Change %	Previous Week
Open	0.7351	0.7370	0.0019	0.3%	0.7427
High	0.7371	0.7390	0.0019	0.3%	0.7434
Low	0.7343	0.7366	0.0023	0.3%	0.7343
Close	0.7364	0.7373	0.0009	0.1%	0.7364
Range	0.0028	0.0024	-0.0004	-14.5%	0.0091
ATR	0.0040	0.0039	-0.0001	-2.5%	0.0000
Volume	1,080	439	-641	-59.4%	12,399

Daily Pivots for day following 30-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7447	0.7433	0.7385
R3	0.7423	0.7410	0.7379
R2	0.7400	0.7400	0.7377
R1	0.7386	0.7386	0.7375	0.7393
PP	0.7376	0.7376	0.7376	0.7379
S1	0.7363	0.7363	0.7370	0.7369
S2	0.7353	0.7353	0.7368
S3	0.7329	0.7339	0.7366
S4	0.7306	0.7316	0.7360

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%	0.0034	0.5%	32%	False	False	2,522
10	0.7478	0.7343	0.0135	1.8%	0.0035	0.5%	22%	False	False	1,476
20	0.7526	0.7343	0.0183	2.5%	0.0042	0.6%	16%	False	False	904
40	0.7534	0.7337	0.0197	2.7%	0.0037	0.5%	18%	False	False	490
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	44%	False	False	392
80	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	44%	False	False	306
100	0.7537	0.7244	0.0293	4.0%	0.0033	0.4%	44%	False	False	246
120	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	44%	False	False	206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7489
2.618	0.7451
1.618	0.7428
1.000	0.7413
0.618	0.7404
HIGH	0.7390
0.618	0.7381
0.500	0.7378
0.382	0.7375
LOW	0.7366
0.618	0.7351
1.000	0.7343
1.618	0.7328
2.618	0.7304
4.250	0.7266

Fisher Pivots for day following 30-May-2023
Pivot	1 day	3 day
R1	0.7378	0.7370
PP	0.7376	0.7368
S1	0.7374	0.7366

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

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