CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 31-May-2023

Day Change Summary
	Previous	Current
	30-May-2023	31-May-2023	Change	Change %	Previous Week
Open	0.7370	0.7368	-0.0002	0.0%	0.7427
High	0.7390	0.7388	-0.0002	0.0%	0.7434
Low	0.7366	0.7345	-0.0021	-0.3%	0.7343
Close	0.7373	0.7385	0.0012	0.2%	0.7364
Range	0.0024	0.0043	0.0019	80.9%	0.0091
ATR	0.0039	0.0039	0.0000	0.7%	0.0000
Volume	439	3,187	2,748	626.0%	12,399

Daily Pivots for day following 31-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7500	0.7485	0.7408
R3	0.7457	0.7442	0.7396
R2	0.7415	0.7415	0.7392
R1	0.7400	0.7400	0.7388	0.7407
PP	0.7372	0.7372	0.7372	0.7376
S1	0.7357	0.7357	0.7381	0.7365
S2	0.7330	0.7330	0.7377
S3	0.7287	0.7315	0.7373
S4	0.7245	0.7272	0.7361

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	0.7426	0.7343	0.0083	1.1%	0.0036	0.5%	50%	False	False	3,053
10	0.7460	0.7343	0.0117	1.6%	0.0035	0.5%	35%	False	False	1,732
20	0.7526	0.7343	0.0183	2.5%	0.0041	0.6%	23%	False	False	1,032
40	0.7534	0.7337	0.0197	2.7%	0.0038	0.5%	24%	False	False	562
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	48%	False	False	443
80	0.7534	0.7244	0.0290	3.9%	0.0036	0.5%	48%	False	False	346
100	0.7537	0.7244	0.0293	4.0%	0.0032	0.4%	48%	False	False	278
120	0.7537	0.7244	0.0293	4.0%	0.0031	0.4%	48%	False	False	233

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

Fibonacci Retracements and Extensions
4.250	0.7568
2.618	0.7499
1.618	0.7456
1.000	0.7430
0.618	0.7414
HIGH	0.7388
0.618	0.7371
0.500	0.7366
0.382	0.7361
LOW	0.7345
0.618	0.7319
1.000	0.7303
1.618	0.7276
2.618	0.7234
4.250	0.7164

Fisher Pivots for day following 31-May-2023
Pivot	1 day	3 day
R1	0.7378	0.7378
PP	0.7372	0.7372
S1	0.7366	0.7366

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

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