CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 17-Feb-2023

Day Change Summary
	Previous	Current
	16-Feb-2023	17-Feb-2023	Change	Change %	Previous Week
Open	0.7466	0.7431	-0.0036	-0.5%	0.7495
High	0.7488	0.7431	-0.0057	-0.8%	0.7535
Low	0.7419	0.7388	-0.0032	-0.4%	0.7388
Close	0.7449	0.7425	-0.0024	-0.3%	0.7425
Range	0.0069	0.0043	-0.0026	-37.2%	0.0148
ATR	0.0058	0.0058	0.0000	0.4%	0.0000
Volume	81,347	83,657	2,310	2.8%	385,757

Daily Pivots for day following 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7543	0.7527	0.7448
R3	0.7500	0.7484	0.7436
R2	0.7457	0.7457	0.7432
R1	0.7441	0.7441	0.7428	0.7428
PP	0.7414	0.7414	0.7414	0.7408
S1	0.7398	0.7398	0.7421	0.7385
S2	0.7371	0.7371	0.7417
S3	0.7328	0.7355	0.7413
S4	0.7285	0.7312	0.7401

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7806	0.7506
R3	0.7744	0.7658	0.7465
R2	0.7597	0.7597	0.7452
R1	0.7511	0.7511	0.7438	0.7480
PP	0.7449	0.7449	0.7449	0.7434
S1	0.7363	0.7363	0.7411	0.7332
S2	0.7302	0.7302	0.7397
S3	0.7154	0.7216	0.7384
S4	0.7007	0.7068	0.7343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7535	0.7388	0.0148	2.0%	0.0053	0.7%	25%	False	True	77,151
10	0.7535	0.7388	0.0148	2.0%	0.0054	0.7%	25%	False	True	77,817
20	0.7542	0.7388	0.0154	2.1%	0.0054	0.7%	24%	False	True	76,604
40	0.7542	0.7310	0.0232	3.1%	0.0058	0.8%	49%	False	False	71,723
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	51%	False	False	55,510
80	0.7571	0.7258	0.0313	4.2%	0.0061	0.8%	53%	False	False	41,698
100	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	63%	False	False	33,404
120	0.7716	0.7170	0.0546	7.3%	0.0059	0.8%	47%	False	False	27,874

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7613
2.618	0.7543
1.618	0.7500
1.000	0.7474
0.618	0.7457
HIGH	0.7431
0.618	0.7414
0.500	0.7409
0.382	0.7404
LOW	0.7388
0.618	0.7361
1.000	0.7345
1.618	0.7318
2.618	0.7275
4.250	0.7205

Fisher Pivots for day following 17-Feb-2023
Pivot	1 day	3 day
R1	0.7419	0.7444
PP	0.7414	0.7438
S1	0.7409	0.7431

Download as Excel Spreadsheet

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

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