CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 08-Jun-2023

Day Change Summary
	Previous	Current
	07-Jun-2023	08-Jun-2023	Change	Change %	Previous Week
Open	0.7478	0.7491	0.0013	0.2%	0.7370
High	0.7521	0.7512	-0.0010	-0.1%	0.7476
Low	0.7465	0.7482	0.0017	0.2%	0.7345
Close	0.7491	0.7499	0.0008	0.1%	0.7463
Range	0.0056	0.0030	-0.0027	-47.3%	0.0131
ATR	0.0040	0.0039	-0.0001	-1.9%	0.0000
Volume	12,827	8,637	-4,190	-32.7%	6,839

Daily Pivots for day following 08-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7586	0.7572	0.7515
R3	0.7556	0.7542	0.7507
R2	0.7527	0.7527	0.7504
R1	0.7513	0.7513	0.7501	0.7520
PP	0.7497	0.7497	0.7497	0.7501
S1	0.7483	0.7483	0.7496	0.7490
S2	0.7468	0.7468	0.7493
S3	0.7438	0.7454	0.7490
S4	0.7409	0.7424	0.7482

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	0.7445	0.0077	1.0%	0.0034	0.4%	71%	False	False	5,866
10	0.7521	0.7343	0.0178	2.4%	0.0037	0.5%	87%	False	False	3,680
20	0.7521	0.7343	0.0178	2.4%	0.0041	0.5%	87%	False	False	2,467
40	0.7534	0.7337	0.0197	2.6%	0.0040	0.5%	82%	False	False	1,331
60	0.7534	0.7264	0.0270	3.6%	0.0038	0.5%	87%	False	False	911
80	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	88%	False	False	732
100	0.7537	0.7244	0.0293	3.9%	0.0034	0.5%	87%	False	False	587
120	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	87%	False	False	490

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7637
2.618	0.7589
1.618	0.7559
1.000	0.7541
0.618	0.7530
HIGH	0.7512
0.618	0.7500
0.500	0.7497
0.382	0.7493
LOW	0.7482
0.618	0.7464
1.000	0.7453
1.618	0.7434
2.618	0.7405
4.250	0.7357

Fisher Pivots for day following 08-Jun-2023
Pivot	1 day	3 day
R1	0.7498	0.7494
PP	0.7497	0.7490
S1	0.7497	0.7486

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

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