CME Canadian Dollar Future March 2023

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

Day Change Summary
	Previous	Current
	07-Feb-2023	08-Feb-2023	Change	Change %	Previous Week
Open	0.7438	0.7466	0.0028	0.4%	0.7515
High	0.7475	0.7487	0.0012	0.2%	0.7542
Low	0.7426	0.7436	0.0011	0.1%	0.7425
Close	0.7458	0.7444	-0.0014	-0.2%	0.7469
Range	0.0050	0.0051	0.0001	2.0%	0.0117
ATR	0.0057	0.0057	0.0000	-0.9%	0.0000
Volume	88,411	66,650	-21,761	-24.6%	442,638

Daily Pivots for day following 08-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7607	0.7576	0.7471
R3	0.7556	0.7525	0.7457
R2	0.7506	0.7506	0.7453
R1	0.7475	0.7475	0.7448	0.7465
PP	0.7455	0.7455	0.7455	0.7451
S1	0.7424	0.7424	0.7439	0.7415
S2	0.7405	0.7405	0.7434
S3	0.7354	0.7374	0.7430
S4	0.7304	0.7323	0.7416

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7828	0.7765	0.7533
R3	0.7712	0.7649	0.7501
R2	0.7595	0.7595	0.7490
R1	0.7532	0.7532	0.7480	0.7505
PP	0.7479	0.7479	0.7479	0.7465
S1	0.7416	0.7416	0.7458	0.7389
S2	0.7362	0.7362	0.7448
S3	0.7246	0.7299	0.7437
S4	0.7129	0.7183	0.7405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7542	0.7421	0.0121	1.6%	0.0052	0.7%	19%	False	False	82,743
10	0.7542	0.7421	0.0121	1.6%	0.0056	0.7%	19%	False	False	79,347
20	0.7542	0.7399	0.0143	1.9%	0.0054	0.7%	31%	False	False	72,556
40	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	59%	False	False	68,538
60	0.7571	0.7304	0.0268	3.6%	0.0059	0.8%	52%	False	False	46,400
80	0.7571	0.7210	0.0361	4.8%	0.0062	0.8%	65%	False	False	34,866
100	0.7571	0.7170	0.0401	5.4%	0.0062	0.8%	68%	False	False	27,947
120	0.7754	0.7170	0.0584	7.8%	0.0058	0.8%	47%	False	False	23,309

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	0.0016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7619
1.618	0.7568
1.000	0.7537
0.618	0.7518
HIGH	0.7487
0.618	0.7467
0.500	0.7461
0.382	0.7455
LOW	0.7436
0.618	0.7405
1.000	0.7386
1.618	0.7354
2.618	0.7304
4.250	0.7221

Fisher Pivots for day following 08-Feb-2023
Pivot	1 day	3 day
R1	0.7461	0.7454
PP	0.7455	0.7450
S1	0.7449	0.7447

Download as Excel Spreadsheet

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

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