CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 10-Feb-2023

Day Change Summary
	Previous	Current
	09-Feb-2023	10-Feb-2023	Change	Change %	Previous Week
Open	0.7439	0.7435	-0.0004	-0.1%	0.7458
High	0.7479	0.7499	0.0020	0.3%	0.7499
Low	0.7429	0.7424	-0.0005	-0.1%	0.7421
Close	0.7436	0.7495	0.0059	0.8%	0.7495
Range	0.0051	0.0075	0.0024	47.5%	0.0078
ATR	0.0056	0.0058	0.0001	2.3%	0.0000
Volume	72,100	90,069	17,969	24.9%	392,413

Daily Pivots for day following 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7696	0.7670	0.7535
R3	0.7621	0.7595	0.7515
R2	0.7547	0.7547	0.7508
R1	0.7521	0.7521	0.7501	0.7534
PP	0.7472	0.7472	0.7472	0.7479
S1	0.7446	0.7446	0.7488	0.7459
S2	0.7398	0.7398	0.7481
S3	0.7323	0.7372	0.7474
S4	0.7249	0.7297	0.7454

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7677	0.7537
R3	0.7626	0.7599	0.7516
R2	0.7549	0.7549	0.7509
R1	0.7522	0.7522	0.7502	0.7535
PP	0.7471	0.7471	0.7471	0.7478
S1	0.7444	0.7444	0.7487	0.7458
S2	0.7394	0.7394	0.7480
S3	0.7316	0.7367	0.7473
S4	0.7239	0.7289	0.7452

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7499	0.7421	0.0078	1.0%	0.0054	0.7%	95%	True	False	78,482
10	0.7542	0.7421	0.0121	1.6%	0.0059	0.8%	61%	False	False	83,505
20	0.7542	0.7399	0.0143	1.9%	0.0056	0.7%	67%	False	False	74,410
40	0.7542	0.7304	0.0238	3.2%	0.0058	0.8%	80%	False	False	70,459
60	0.7571	0.7304	0.0268	3.6%	0.0059	0.8%	71%	False	False	49,096
80	0.7571	0.7231	0.0341	4.5%	0.0062	0.8%	78%	False	False	36,891
100	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	81%	False	False	29,566
120	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	56%	False	False	24,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7815
2.618	0.7694
1.618	0.7619
1.000	0.7573
0.618	0.7545
HIGH	0.7499
0.618	0.7470
0.500	0.7461
0.382	0.7452
LOW	0.7424
0.618	0.7378
1.000	0.7350
1.618	0.7303
2.618	0.7229
4.250	0.7107

Fisher Pivots for day following 10-Feb-2023
Pivot	1 day	3 day
R1	0.7483	0.7483
PP	0.7472	0.7472
S1	0.7461	0.7461

Download as Excel Spreadsheet

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

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