CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Feb-2023

Day Change Summary
	Previous	Current
	10-Feb-2023	13-Feb-2023	Change	Change %	Previous Week
Open	0.7435	0.7495	0.0060	0.8%	0.7458
High	0.7499	0.7506	0.0008	0.1%	0.7499
Low	0.7424	0.7476	0.0052	0.7%	0.7421
Close	0.7495	0.7499	0.0004	0.1%	0.7495
Range	0.0075	0.0031	-0.0044	-59.1%	0.0078
ATR	0.0058	0.0056	-0.0002	-3.4%	0.0000
Volume	90,069	56,244	-33,825	-37.6%	392,413

Daily Pivots for day following 13-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7572	0.7515
R3	0.7554	0.7542	0.7507
R2	0.7524	0.7524	0.7504
R1	0.7511	0.7511	0.7501	0.7518
PP	0.7493	0.7493	0.7493	0.7497
S1	0.7481	0.7481	0.7496	0.7487
S2	0.7463	0.7463	0.7493
S3	0.7432	0.7450	0.7490
S4	0.7402	0.7420	0.7482

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	0.7506	0.7424	0.0082	1.1%	0.0051	0.7%	91%	True	False	74,694
10	0.7542	0.7421	0.0121	1.6%	0.0057	0.8%	64%	False	False	83,581
20	0.7542	0.7399	0.0143	1.9%	0.0054	0.7%	70%	False	False	74,303
40	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	82%	False	False	70,302
60	0.7571	0.7304	0.0268	3.6%	0.0059	0.8%	73%	False	False	50,030
80	0.7571	0.7231	0.0341	4.5%	0.0061	0.8%	79%	False	False	37,594
100	0.7571	0.7170	0.0401	5.3%	0.0063	0.8%	82%	False	False	30,127
120	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	57%	False	False	25,128

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7586
1.618	0.7555
1.000	0.7537
0.618	0.7525
HIGH	0.7506
0.618	0.7494
0.500	0.7491
0.382	0.7487
LOW	0.7476
0.618	0.7457
1.000	0.7445
1.618	0.7426
2.618	0.7396
4.250	0.7346

Fisher Pivots for day following 13-Feb-2023
Pivot	1 day	3 day
R1	0.7496	0.7487
PP	0.7493	0.7476
S1	0.7491	0.7465

Download as Excel Spreadsheet

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

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