CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 01-Jun-2023

Day Change Summary
	Previous	Current
	31-May-2023	01-Jun-2023	Change	Change %	Previous Week
Open	0.7368	0.7384	0.0016	0.2%	0.7427
High	0.7388	0.7460	0.0073	1.0%	0.7434
Low	0.7345	0.7383	0.0038	0.5%	0.7343
Close	0.7385	0.7454	0.0070	0.9%	0.7364
Range	0.0043	0.0077	0.0035	81.2%	0.0091
ATR	0.0039	0.0042	0.0003	6.9%	0.0000
Volume	3,187	1,589	-1,598	-50.1%	12,399

Daily Pivots for day following 01-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7663	0.7636	0.7496
R3	0.7586	0.7559	0.7475
R2	0.7509	0.7509	0.7468
R1	0.7482	0.7482	0.7461	0.7496
PP	0.7432	0.7432	0.7432	0.7439
S1	0.7405	0.7405	0.7447	0.7419
S2	0.7355	0.7355	0.7440
S3	0.7278	0.7328	0.7433
S4	0.7201	0.7251	0.7412

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	0.7460	0.7343	0.0117	1.6%	0.0040	0.5%	95%	True	False	1,494
10	0.7460	0.7343	0.0117	1.6%	0.0037	0.5%	95%	True	False	1,861
20	0.7526	0.7343	0.0183	2.5%	0.0044	0.6%	61%	False	False	1,085
40	0.7534	0.7337	0.0197	2.6%	0.0039	0.5%	59%	False	False	601
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	72%	False	False	453
80	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	72%	False	False	366
100	0.7537	0.7244	0.0293	3.9%	0.0033	0.4%	72%	False	False	294
120	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	72%	False	False	246

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	0.0006
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7787
2.618	0.7662
1.618	0.7585
1.000	0.7537
0.618	0.7508
HIGH	0.7460
0.618	0.7431
0.500	0.7422
0.382	0.7412
LOW	0.7383
0.618	0.7335
1.000	0.7306
1.618	0.7258
2.618	0.7181
4.250	0.7056

Fisher Pivots for day following 01-Jun-2023
Pivot	1 day	3 day
R1	0.7443	0.7437
PP	0.7432	0.7420
S1	0.7422	0.7403

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

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