CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 20-Jan-2023

Day Change Summary
	Previous	Current
	19-Jan-2023	20-Jan-2023	Change	Change %	Previous Week
Open	0.7419	0.7440	0.0021	0.3%	0.7482
High	0.7444	0.7489	0.0045	0.6%	0.7500
Low	0.7410	0.7424	0.0014	0.2%	0.7410
Close	0.7444	0.7483	0.0039	0.5%	0.7483
Range	0.0034	0.0065	0.0031	92.5%	0.0090
ATR	0.0051	0.0052	0.0001	1.9%	0.0000
Volume	142	173	31	21.8%	888

Daily Pivots for day following 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7659	0.7635	0.7518
R3	0.7594	0.7571	0.7500
R2	0.7530	0.7530	0.7494
R1	0.7506	0.7506	0.7488	0.7518
PP	0.7465	0.7465	0.7465	0.7471
S1	0.7442	0.7442	0.7477	0.7453
S2	0.7401	0.7401	0.7471
S3	0.7336	0.7377	0.7465
S4	0.7272	0.7313	0.7447

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7734	0.7698	0.7532
R3	0.7644	0.7608	0.7507
R2	0.7554	0.7554	0.7499
R1	0.7518	0.7518	0.7491	0.7536
PP	0.7464	0.7464	0.7464	0.7473
S1	0.7428	0.7428	0.7474	0.7446
S2	0.7374	0.7374	0.7466
S3	0.7284	0.7338	0.7458
S4	0.7194	0.7248	0.7433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7517	0.7410	0.0107	1.4%	0.0053	0.7%	68%	False	False	200
10	0.7517	0.7334	0.0184	2.5%	0.0053	0.7%	81%	False	False	168
20	0.7517	0.7322	0.0196	2.6%	0.0050	0.7%	82%	False	False	132
40	0.7535	0.7320	0.0215	2.9%	0.0041	0.5%	76%	False	False	151
60	0.7581	0.7280	0.0301	4.0%	0.0040	0.5%	67%	False	False	115
80	0.7581	0.7200	0.0381	5.1%	0.0043	0.6%	74%	False	False	93
100	0.7713	0.7200	0.0513	6.8%	0.0039	0.5%	55%	False	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7763
2.618	0.7657
1.618	0.7593
1.000	0.7553
0.618	0.7528
HIGH	0.7489
0.618	0.7464
0.500	0.7456
0.382	0.7449
LOW	0.7424
0.618	0.7384
1.000	0.7360
1.618	0.7320
2.618	0.7255
4.250	0.7150

Fisher Pivots for day following 20-Jan-2023
Pivot	1 day	3 day
R1	0.7474	0.7473
PP	0.7465	0.7464
S1	0.7456	0.7455

Download as Excel Spreadsheet

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

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