CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 20-Jun-2023

Day Change Summary
	Previous	Current
	16-Jun-2023	20-Jun-2023	Change	Change %	Previous Week
Open	0.7565	0.7579	0.0014	0.2%	0.7498
High	0.7589	0.7588	-0.0001	0.0%	0.7589
Low	0.7554	0.7547	-0.0008	-0.1%	0.7473
Close	0.7588	0.7548	-0.0041	-0.5%	0.7588
Range	0.0035	0.0041	0.0007	18.8%	0.0116
ATR	0.0046	0.0046	0.0000	-0.7%	0.0000
Volume	15,045	5,068	-9,977	-66.3%	403,128

Daily Pivots for day following 20-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7684	0.7657	0.7570
R3	0.7643	0.7616	0.7559
R2	0.7602	0.7602	0.7555
R1	0.7575	0.7575	0.7551	0.7568
PP	0.7561	0.7561	0.7561	0.7557
S1	0.7534	0.7534	0.7544	0.7527
S2	0.7520	0.7520	0.7540
S3	0.7479	0.7493	0.7536
S4	0.7438	0.7452	0.7525

Weekly Pivots for week ending 16-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7858	0.7652
R3	0.7781	0.7742	0.7620
R2	0.7665	0.7665	0.7609
R1	0.7627	0.7627	0.7599	0.7646
PP	0.7550	0.7550	0.7550	0.7560
S1	0.7511	0.7511	0.7577	0.7531
S2	0.7434	0.7434	0.7567
S3	0.7319	0.7396	0.7556
S4	0.7203	0.7280	0.7524

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7589	0.7476	0.0113	1.5%	0.0051	0.7%	64%	False	False	60,856
10	0.7589	0.7436	0.0153	2.0%	0.0049	0.6%	73%	False	False	72,980
20	0.7589	0.7327	0.0262	3.5%	0.0043	0.6%	84%	False	False	71,600
40	0.7589	0.7323	0.0266	3.5%	0.0046	0.6%	85%	False	False	72,548
60	0.7589	0.7254	0.0335	4.4%	0.0044	0.6%	88%	False	False	71,211
80	0.7589	0.7227	0.0362	4.8%	0.0046	0.6%	89%	False	False	70,669
100	0.7589	0.7227	0.0362	4.8%	0.0046	0.6%	89%	False	False	56,629
120	0.7589	0.7227	0.0362	4.8%	0.0047	0.6%	89%	False	False	47,212

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7762
2.618	0.7695
1.618	0.7654
1.000	0.7629
0.618	0.7613
HIGH	0.7588
0.618	0.7572
0.500	0.7567
0.382	0.7562
LOW	0.7547
0.618	0.7521
1.000	0.7506
1.618	0.7480
2.618	0.7439
4.250	0.7372

Fisher Pivots for day following 20-Jun-2023
Pivot	1 day	3 day
R1	0.7567	0.7545
PP	0.7561	0.7542
S1	0.7554	0.7539

Download as Excel Spreadsheet

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

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