CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 07-Jun-2023

Day Change Summary
	Previous	Current
	06-Jun-2023	07-Jun-2023	Change	Change %	Previous Week
Open	0.7453	0.7478	0.0025	0.3%	0.7370
High	0.7484	0.7521	0.0037	0.5%	0.7476
Low	0.7450	0.7465	0.0015	0.2%	0.7345
Close	0.7478	0.7491	0.0013	0.2%	0.7463
Range	0.0034	0.0056	0.0022	64.7%	0.0131
ATR	0.0039	0.0040	0.0001	3.1%	0.0000
Volume	4,069	12,827	8,758	215.2%	6,839

Daily Pivots for day following 07-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7660	0.7632	0.7522
R3	0.7604	0.7576	0.7506
R2	0.7548	0.7548	0.7501
R1	0.7520	0.7520	0.7496	0.7534
PP	0.7492	0.7492	0.7492	0.7500
S1	0.7464	0.7464	0.7486	0.7478
S2	0.7436	0.7436	0.7481
S3	0.7380	0.7408	0.7476
S4	0.7324	0.7352	0.7460

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	0.7521	0.7383	0.0138	1.8%	0.0043	0.6%	78%	True	False	4,457
10	0.7521	0.7343	0.0178	2.4%	0.0040	0.5%	83%	True	False	3,755
20	0.7521	0.7343	0.0178	2.4%	0.0041	0.5%	83%	True	False	2,056
40	0.7534	0.7337	0.0197	2.6%	0.0040	0.5%	78%	False	False	1,117
60	0.7534	0.7263	0.0272	3.6%	0.0038	0.5%	84%	False	False	779
80	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	85%	False	False	624
100	0.7537	0.7244	0.0293	3.9%	0.0034	0.4%	84%	False	False	501
120	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	84%	False	False	418

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7759
2.618	0.7668
1.618	0.7612
1.000	0.7577
0.618	0.7556
HIGH	0.7521
0.618	0.7500
0.500	0.7493
0.382	0.7486
LOW	0.7465
0.618	0.7430
1.000	0.7409
1.618	0.7374
2.618	0.7318
4.250	0.7227

Fisher Pivots for day following 07-Jun-2023
Pivot	1 day	3 day
R1	0.7493	0.7488
PP	0.7492	0.7486
S1	0.7492	0.7483

Download as Excel Spreadsheet

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

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