CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	0.7440	0.7496	0.0056	0.7%	0.7482
High	0.7489	0.7500	0.0012	0.2%	0.7500
Low	0.7424	0.7469	0.0045	0.6%	0.7410
Close	0.7483	0.7480	-0.0003	0.0%	0.7483
Range	0.0065	0.0031	-0.0034	-51.9%	0.0090
ATR	0.0052	0.0050	-0.0001	-2.9%	0.0000
Volume	173	70	-103	-59.5%	888

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7576	0.7559	0.7497
R3	0.7545	0.7528	0.7489
R2	0.7514	0.7514	0.7486
R1	0.7497	0.7497	0.7483	0.7490
PP	0.7483	0.7483	0.7483	0.7480
S1	0.7466	0.7466	0.7477	0.7459
S2	0.7452	0.7452	0.7474
S3	0.7421	0.7435	0.7471
S4	0.7390	0.7404	0.7463

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	0.7500	0.7410	0.0090	1.2%	0.0047	0.6%	78%	True	False	191
10	0.7517	0.7410	0.0107	1.4%	0.0044	0.6%	65%	False	False	156
20	0.7517	0.7322	0.0196	2.6%	0.0051	0.7%	81%	False	False	123
40	0.7535	0.7320	0.0215	2.9%	0.0041	0.5%	75%	False	False	152
60	0.7581	0.7280	0.0301	4.0%	0.0040	0.5%	67%	False	False	116
80	0.7581	0.7200	0.0381	5.1%	0.0043	0.6%	74%	False	False	94
100	0.7713	0.7200	0.0513	6.9%	0.0040	0.5%	55%	False	False	81

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	True
Stretch	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7632
2.618	0.7581
1.618	0.7550
1.000	0.7531
0.618	0.7519
HIGH	0.7500
0.618	0.7488
0.500	0.7485
0.382	0.7481
LOW	0.7469
0.618	0.7450
1.000	0.7438
1.618	0.7419
2.618	0.7388
4.250	0.7337

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	0.7485	0.7472
PP	0.7483	0.7463
S1	0.7482	0.7455

Download as Excel Spreadsheet

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

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