CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	0.7525	0.7512	-0.0013	-0.2%	0.7515
High	0.7542	0.7514	-0.0028	-0.4%	0.7542
Low	0.7494	0.7449	-0.0045	-0.6%	0.7425
Close	0.7507	0.7469	-0.0038	-0.5%	0.7469
Range	0.0048	0.0065	0.0017	35.4%	0.0117
ATR	0.0058	0.0059	0.0000	0.8%	0.0000
Volume	84,784	98,691	13,907	16.4%	442,638

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7636	0.7505
R3	0.7607	0.7571	0.7487
R2	0.7542	0.7542	0.7481
R1	0.7506	0.7506	0.7475	0.7492
PP	0.7477	0.7477	0.7477	0.7470
S1	0.7441	0.7441	0.7463	0.7427
S2	0.7412	0.7412	0.7457
S3	0.7347	0.7376	0.7451
S4	0.7282	0.7311	0.7433

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	0.7425	0.0117	1.6%	0.0065	0.9%	38%	False	False	88,527
10	0.7542	0.7425	0.0117	1.6%	0.0054	0.7%	38%	False	False	75,391
20	0.7542	0.7320	0.0222	3.0%	0.0057	0.8%	67%	False	False	71,715
40	0.7542	0.7304	0.0238	3.2%	0.0058	0.8%	70%	False	False	63,452
60	0.7571	0.7304	0.0268	3.6%	0.0061	0.8%	62%	False	False	42,583
80	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	75%	False	False	31,992
100	0.7712	0.7170	0.0542	7.2%	0.0063	0.8%	55%	False	False	25,652
120	0.7784	0.7170	0.0614	8.2%	0.0057	0.8%	49%	False	False	21,391

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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7790
2.618	0.7684
1.618	0.7619
1.000	0.7579
0.618	0.7554
HIGH	0.7514
0.618	0.7489
0.500	0.7482
0.382	0.7474
LOW	0.7449
0.618	0.7409
1.000	0.7384
1.618	0.7344
2.618	0.7279
4.250	0.7173

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	0.7482	0.7495
PP	0.7477	0.7487
S1	0.7473	0.7478

Download as Excel Spreadsheet

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

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