CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 22-Feb-2023

Day Change Summary
	Previous	Current
	21-Feb-2023	22-Feb-2023	Change	Change %	Previous Week
Open	0.7422	0.7389	-0.0034	-0.5%	0.7495
High	0.7441	0.7400	-0.0041	-0.5%	0.7535
Low	0.7381	0.7371	-0.0011	-0.1%	0.7388
Close	0.7389	0.7372	-0.0018	-0.2%	0.7425
Range	0.0060	0.0030	-0.0030	-50.4%	0.0148
ATR	0.0058	0.0056	-0.0002	-3.5%	0.0000
Volume	99,033	68,023	-31,010	-31.3%	385,757

Daily Pivots for day following 22-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7469	0.7450	0.7388
R3	0.7440	0.7420	0.7380
R2	0.7410	0.7410	0.7377
R1	0.7391	0.7391	0.7374	0.7386
PP	0.7381	0.7381	0.7381	0.7378
S1	0.7361	0.7361	0.7369	0.7356
S2	0.7351	0.7351	0.7366
S3	0.7322	0.7332	0.7363
S4	0.7292	0.7302	0.7355

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	0.7501	0.7371	0.0130	1.8%	0.0052	0.7%	1%	False	True	80,712
10	0.7535	0.7371	0.0165	2.2%	0.0053	0.7%	1%	False	True	78,163
20	0.7542	0.7371	0.0171	2.3%	0.0054	0.7%	1%	False	True	79,624
40	0.7542	0.7310	0.0232	3.1%	0.0058	0.8%	27%	False	False	72,859
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	29%	False	False	58,278
80	0.7571	0.7258	0.0313	4.2%	0.0060	0.8%	36%	False	False	43,775
100	0.7571	0.7170	0.0401	5.4%	0.0062	0.8%	50%	False	False	35,073
120	0.7716	0.7170	0.0546	7.4%	0.0059	0.8%	37%	False	False	29,264

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	0.0014
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7525
2.618	0.7477
1.618	0.7448
1.000	0.7430
0.618	0.7418
HIGH	0.7400
0.618	0.7389
0.500	0.7385
0.382	0.7382
LOW	0.7371
0.618	0.7352
1.000	0.7341
1.618	0.7323
2.618	0.7293
4.250	0.7245

Fisher Pivots for day following 22-Feb-2023
Pivot	1 day	3 day
R1	0.7385	0.7406
PP	0.7381	0.7394
S1	0.7376	0.7383

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

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