CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 06-Feb-2023

Day Change Summary
	Previous	Current
	03-Feb-2023	06-Feb-2023	Change	Change %	Previous Week
Open	0.7512	0.7458	-0.0054	-0.7%	0.7515
High	0.7514	0.7466	-0.0048	-0.6%	0.7542
Low	0.7449	0.7421	-0.0028	-0.4%	0.7425
Close	0.7469	0.7439	-0.0030	-0.4%	0.7469
Range	0.0065	0.0045	-0.0020	-30.8%	0.0117
ATR	0.0059	0.0058	-0.0001	-1.3%	0.0000
Volume	98,691	75,183	-23,508	-23.8%	442,638

Daily Pivots for day following 06-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7553	0.7464
R3	0.7532	0.7508	0.7451
R2	0.7487	0.7487	0.7447
R1	0.7463	0.7463	0.7443	0.7453
PP	0.7442	0.7442	0.7442	0.7437
S1	0.7418	0.7418	0.7435	0.7408
S2	0.7397	0.7397	0.7431
S3	0.7352	0.7373	0.7427
S4	0.7307	0.7328	0.7414

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%	0.0064	0.9%	15%	False	True	92,468
10	0.7542	0.7421	0.0121	1.6%	0.0054	0.7%	15%	False	True	77,650
20	0.7542	0.7399	0.0143	1.9%	0.0053	0.7%	28%	False	False	70,567
40	0.7542	0.7304	0.0238	3.2%	0.0058	0.8%	57%	False	False	65,083
60	0.7571	0.7304	0.0268	3.6%	0.0060	0.8%	51%	False	False	43,835
80	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	67%	False	False	32,930
100	0.7619	0.7170	0.0449	6.0%	0.0062	0.8%	60%	False	False	26,401
120	0.7784	0.7170	0.0614	8.3%	0.0057	0.8%	44%	False	False	22,017

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7657
2.618	0.7584
1.618	0.7539
1.000	0.7511
0.618	0.7494
HIGH	0.7466
0.618	0.7449
0.500	0.7444
0.382	0.7438
LOW	0.7421
0.618	0.7393
1.000	0.7376
1.618	0.7348
2.618	0.7303
4.250	0.7230

Fisher Pivots for day following 06-Feb-2023
Pivot	1 day	3 day
R1	0.7444	0.7481
PP	0.7442	0.7467
S1	0.7441	0.7453

Download as Excel Spreadsheet

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

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