CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 01-Feb-2023

Day Change Summary
	Previous	Current
	31-Jan-2023	01-Feb-2023	Change	Change %	Previous Week
Open	0.7474	0.7516	0.0042	0.6%	0.7477
High	0.7522	0.7539	0.0018	0.2%	0.7521
Low	0.7425	0.7475	0.0050	0.7%	0.7449
Close	0.7518	0.7520	0.0003	0.0%	0.7518
Range	0.0097	0.0064	-0.0033	-33.7%	0.0073
ATR	0.0059	0.0059	0.0000	0.6%	0.0000
Volume	104,053	99,633	-4,420	-4.2%	311,281

Daily Pivots for day following 01-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7703	0.7676	0.7555
R3	0.7639	0.7612	0.7538
R2	0.7575	0.7575	0.7532
R1	0.7548	0.7548	0.7526	0.7562
PP	0.7511	0.7511	0.7511	0.7518
S1	0.7484	0.7484	0.7514	0.7498
S2	0.7447	0.7447	0.7508
S3	0.7383	0.7420	0.7502
S4	0.7319	0.7356	0.7485

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7688	0.7558
R3	0.7641	0.7616	0.7538
R2	0.7568	0.7568	0.7531
R1	0.7543	0.7543	0.7525	0.7556
PP	0.7496	0.7496	0.7496	0.7502
S1	0.7471	0.7471	0.7511	0.7483
S2	0.7423	0.7423	0.7505
S3	0.7351	0.7398	0.7498
S4	0.7278	0.7326	0.7478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7539	0.7425	0.0114	1.5%	0.0060	0.8%	83%	True	False	75,952
10	0.7539	0.7399	0.0141	1.9%	0.0054	0.7%	86%	True	False	69,235
20	0.7539	0.7313	0.0227	3.0%	0.0061	0.8%	92%	True	False	70,517
40	0.7539	0.7304	0.0236	3.1%	0.0060	0.8%	92%	True	False	58,978
60	0.7571	0.7287	0.0284	3.8%	0.0062	0.8%	82%	False	False	39,538
80	0.7571	0.7170	0.0401	5.3%	0.0063	0.8%	87%	False	False	29,701
100	0.7716	0.7170	0.0546	7.3%	0.0062	0.8%	64%	False	False	23,821
120	0.7851	0.7170	0.0681	9.0%	0.0057	0.8%	51%	False	False	19,862

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7811
2.618	0.7707
1.618	0.7643
1.000	0.7603
0.618	0.7579
HIGH	0.7539
0.618	0.7515
0.500	0.7507
0.382	0.7499
LOW	0.7475
0.618	0.7435
1.000	0.7411
1.618	0.7371
2.618	0.7307
4.250	0.7203

Fisher Pivots for day following 01-Feb-2023
Pivot	1 day	3 day
R1	0.7516	0.7507
PP	0.7511	0.7495
S1	0.7507	0.7482

Download as Excel Spreadsheet

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

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