CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	0.7458	0.7438	-0.0020	-0.3%	0.7515
High	0.7466	0.7475	0.0009	0.1%	0.7542
Low	0.7421	0.7426	0.0005	0.1%	0.7425
Close	0.7439	0.7458	0.0019	0.2%	0.7469
Range	0.0045	0.0050	0.0005	10.0%	0.0117
ATR	0.0058	0.0057	-0.0001	-1.0%	0.0000
Volume	75,183	88,411	13,228	17.6%	442,638

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7579	0.7485
R3	0.7552	0.7529	0.7471
R2	0.7502	0.7502	0.7467
R1	0.7480	0.7480	0.7462	0.7491
PP	0.7453	0.7453	0.7453	0.7458
S1	0.7430	0.7430	0.7453	0.7442
S2	0.7403	0.7403	0.7448
S3	0.7354	0.7381	0.7444
S4	0.7304	0.7331	0.7430

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%	0.0054	0.7%	30%	False	False	89,340
10	0.7542	0.7421	0.0121	1.6%	0.0056	0.7%	30%	False	False	81,085
20	0.7542	0.7399	0.0143	1.9%	0.0053	0.7%	41%	False	False	71,776
40	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	65%	False	False	67,142
60	0.7571	0.7304	0.0268	3.6%	0.0060	0.8%	58%	False	False	45,307
80	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	72%	False	False	34,035
100	0.7604	0.7170	0.0434	5.8%	0.0062	0.8%	66%	False	False	27,285
120	0.7754	0.7170	0.0584	7.8%	0.0058	0.8%	49%	False	False	22,754

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7685
2.618	0.7605
1.618	0.7555
1.000	0.7525
0.618	0.7506
HIGH	0.7475
0.618	0.7456
0.500	0.7450
0.382	0.7444
LOW	0.7426
0.618	0.7395
1.000	0.7376
1.618	0.7345
2.618	0.7296
4.250	0.7215

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	0.7455	0.7468
PP	0.7453	0.7464
S1	0.7450	0.7461

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols