CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 16-Feb-2023

Day Change Summary
	Previous	Current
	15-Feb-2023	16-Feb-2023	Change	Change %	Previous Week
Open	0.7499	0.7466	-0.0033	-0.4%	0.7458
High	0.7501	0.7488	-0.0013	-0.2%	0.7499
Low	0.7442	0.7419	-0.0023	-0.3%	0.7421
Close	0.7464	0.7449	-0.0015	-0.2%	0.7495
Range	0.0059	0.0069	0.0010	16.1%	0.0078
ATR	0.0057	0.0058	0.0001	1.5%	0.0000
Volume	71,502	81,347	9,845	13.8%	392,413

Daily Pivots for day following 16-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7657	0.7621	0.7486
R3	0.7589	0.7553	0.7467
R2	0.7520	0.7520	0.7461
R1	0.7484	0.7484	0.7455	0.7468
PP	0.7452	0.7452	0.7452	0.7444
S1	0.7416	0.7416	0.7442	0.7400
S2	0.7383	0.7383	0.7436
S3	0.7315	0.7347	0.7430
S4	0.7246	0.7279	0.7411

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	0.7419	0.0116	1.6%	0.0060	0.8%	25%	False	True	78,433
10	0.7535	0.7419	0.0116	1.6%	0.0056	0.8%	25%	False	True	79,320
20	0.7542	0.7411	0.0131	1.8%	0.0055	0.7%	29%	False	False	75,137
40	0.7542	0.7304	0.0238	3.2%	0.0058	0.8%	61%	False	False	71,437
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	61%	False	False	54,118
80	0.7571	0.7258	0.0313	4.2%	0.0061	0.8%	61%	False	False	40,655
100	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	69%	False	False	32,571
120	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	48%	False	False	27,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7667
1.618	0.7598
1.000	0.7556
0.618	0.7530
HIGH	0.7488
0.618	0.7461
0.500	0.7453
0.382	0.7445
LOW	0.7419
0.618	0.7377
1.000	0.7351
1.618	0.7308
2.618	0.7240
4.250	0.7128

Fisher Pivots for day following 16-Feb-2023
Pivot	1 day	3 day
R1	0.7453	0.7477
PP	0.7452	0.7468
S1	0.7450	0.7458

Download as Excel Spreadsheet

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

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