CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 14-Feb-2023

Day Change Summary
	Previous	Current
	13-Feb-2023	14-Feb-2023	Change	Change %	Previous Week
Open	0.7495	0.7501	0.0007	0.1%	0.7458
High	0.7506	0.7535	0.0029	0.4%	0.7499
Low	0.7476	0.7469	-0.0007	-0.1%	0.7421
Close	0.7499	0.7499	0.0000	0.0%	0.7495
Range	0.0031	0.0066	0.0036	116.4%	0.0078
ATR	0.0056	0.0057	0.0001	1.3%	0.0000
Volume	56,244	93,007	36,763	65.4%	392,413

Daily Pivots for day following 14-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7699	0.7665	0.7535
R3	0.7633	0.7599	0.7517
R2	0.7567	0.7567	0.7511
R1	0.7533	0.7533	0.7505	0.7517
PP	0.7501	0.7501	0.7501	0.7493
S1	0.7467	0.7467	0.7492	0.7451
S2	0.7435	0.7435	0.7486
S3	0.7369	0.7401	0.7480
S4	0.7303	0.7335	0.7462

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	0.7535	0.7424	0.0111	1.5%	0.0054	0.7%	67%	True	False	75,614
10	0.7542	0.7421	0.0121	1.6%	0.0054	0.7%	64%	False	False	82,477
20	0.7542	0.7399	0.0143	1.9%	0.0055	0.7%	70%	False	False	74,829
40	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	82%	False	False	71,083
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	82%	False	False	51,576
80	0.7571	0.7231	0.0341	4.5%	0.0062	0.8%	79%	False	False	38,752
100	0.7571	0.7170	0.0401	5.3%	0.0063	0.8%	82%	False	False	31,054
120	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	57%	False	False	25,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
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	0.7816
2.618	0.7708
1.618	0.7642
1.000	0.7601
0.618	0.7576
HIGH	0.7535
0.618	0.7510
0.500	0.7502
0.382	0.7494
LOW	0.7469
0.618	0.7428
1.000	0.7403
1.618	0.7362
2.618	0.7296
4.250	0.7189

Fisher Pivots for day following 14-Feb-2023
Pivot	1 day	3 day
R1	0.7502	0.7492
PP	0.7501	0.7486
S1	0.7500	0.7480

Download as Excel Spreadsheet

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

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