CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	0.7384	0.7455	0.0071	1.0%	0.7370
High	0.7460	0.7476	0.0016	0.2%	0.7476
Low	0.7383	0.7453	0.0070	0.9%	0.7345
Close	0.7454	0.7463	0.0009	0.1%	0.7463
Range	0.0077	0.0023	-0.0054	-70.1%	0.0131
ATR	0.0042	0.0040	-0.0001	-3.2%	0.0000
Volume	1,589	1,624	35	2.2%	6,839

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7533	0.7521	0.7475
R3	0.7510	0.7498	0.7469
R2	0.7487	0.7487	0.7467
R1	0.7475	0.7475	0.7465	0.7481
PP	0.7464	0.7464	0.7464	0.7467
S1	0.7452	0.7452	0.7460	0.7458
S2	0.7441	0.7441	0.7458
S3	0.7418	0.7429	0.7456
S4	0.7395	0.7406	0.7450

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7819	0.7771	0.7534
R3	0.7689	0.7641	0.7498
R2	0.7558	0.7558	0.7486
R1	0.7510	0.7510	0.7474	0.7534
PP	0.7428	0.7428	0.7428	0.7440
S1	0.7380	0.7380	0.7451	0.7404
S2	0.7297	0.7297	0.7439
S3	0.7167	0.7249	0.7427
S4	0.7036	0.7119	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7343	0.0133	1.8%	0.0039	0.5%	90%	True	False	1,583
10	0.7476	0.7343	0.0133	1.8%	0.0036	0.5%	90%	True	False	1,958
20	0.7526	0.7343	0.0183	2.5%	0.0042	0.6%	65%	False	False	1,149
40	0.7534	0.7337	0.0197	2.6%	0.0039	0.5%	64%	False	False	641
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	75%	False	False	473
80	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	75%	False	False	386
100	0.7537	0.7244	0.0293	3.9%	0.0033	0.4%	75%	False	False	310
120	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	75%	False	False	260

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7573
2.618	0.7536
1.618	0.7513
1.000	0.7499
0.618	0.7490
HIGH	0.7476
0.618	0.7467
0.500	0.7464
0.382	0.7461
LOW	0.7453
0.618	0.7438
1.000	0.7430
1.618	0.7415
2.618	0.7392
4.250	0.7355

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	0.7464	0.7445
PP	0.7464	0.7428
S1	0.7463	0.7410

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

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