CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 05-Jun-2023

Day Change Summary
	Previous	Current
	02-Jun-2023	05-Jun-2023	Change	Change %	Previous Week
Open	0.7455	0.7464	0.0009	0.1%	0.7370
High	0.7476	0.7470	-0.0006	-0.1%	0.7476
Low	0.7453	0.7445	-0.0008	-0.1%	0.7345
Close	0.7463	0.7459	-0.0004	-0.1%	0.7463
Range	0.0023	0.0026	0.0003	10.9%	0.0131
ATR	0.0040	0.0039	-0.0001	-2.6%	0.0000
Volume	1,624	2,177	553	34.1%	6,839

Daily Pivots for day following 05-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7522	0.7473
R3	0.7509	0.7496	0.7466
R2	0.7483	0.7483	0.7463
R1	0.7471	0.7471	0.7461	0.7464
PP	0.7458	0.7458	0.7458	0.7454
S1	0.7445	0.7445	0.7456	0.7439
S2	0.7432	0.7432	0.7454
S3	0.7407	0.7420	0.7451
S4	0.7381	0.7394	0.7444

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	0.7345	0.0131	1.7%	0.0038	0.5%	87%	False	False	1,803
10	0.7476	0.7343	0.0133	1.8%	0.0035	0.5%	87%	False	False	2,141
20	0.7526	0.7343	0.0183	2.5%	0.0039	0.5%	63%	False	False	1,250
40	0.7534	0.7337	0.0197	2.6%	0.0039	0.5%	62%	False	False	695
60	0.7534	0.7263	0.0272	3.6%	0.0039	0.5%	72%	False	False	501
80	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	74%	False	False	413
100	0.7537	0.7244	0.0293	3.9%	0.0034	0.4%	73%	False	False	332
120	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	73%	False	False	278

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7578
2.618	0.7537
1.618	0.7511
1.000	0.7496
0.618	0.7486
HIGH	0.7470
0.618	0.7460
0.500	0.7457
0.382	0.7454
LOW	0.7445
0.618	0.7429
1.000	0.7419
1.618	0.7403
2.618	0.7378
4.250	0.7336

Fisher Pivots for day following 05-Jun-2023
Pivot	1 day	3 day
R1	0.7458	0.7449
PP	0.7458	0.7439
S1	0.7457	0.7429

Download as Excel Spreadsheet

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

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