CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	0.7499	0.7501	0.0002	0.0%	0.7482
High	0.7502	0.7507	0.0005	0.1%	0.7500
Low	0.7484	0.7459	-0.0025	-0.3%	0.7410
Close	0.7496	0.7483	-0.0013	-0.2%	0.7483
Range	0.0018	0.0048	0.0030	166.7%	0.0090
ATR	0.0048	0.0048	0.0000	0.0%	0.0000
Volume	25	66	41	164.0%	888

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7627	0.7603	0.7509
R3	0.7579	0.7555	0.7496
R2	0.7531	0.7531	0.7491
R1	0.7507	0.7507	0.7487	0.7495
PP	0.7483	0.7483	0.7483	0.7477
S1	0.7459	0.7459	0.7478	0.7447
S2	0.7435	0.7435	0.7474
S3	0.7387	0.7411	0.7469
S4	0.7339	0.7363	0.7456

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	0.7507	0.7410	0.0097	1.3%	0.0039	0.5%	75%	True	False	95
10	0.7517	0.7410	0.0107	1.4%	0.0043	0.6%	68%	False	False	149
20	0.7517	0.7322	0.0196	2.6%	0.0050	0.7%	82%	False	False	125
40	0.7517	0.7320	0.0197	2.6%	0.0041	0.5%	82%	False	False	153
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%	0.0042	0.6%	74%	False	False	94
100	0.7713	0.7200	0.0513	6.8%	0.0040	0.5%	55%	False	False	81

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7711
2.618	0.7632
1.618	0.7584
1.000	0.7555
0.618	0.7536
HIGH	0.7507
0.618	0.7488
0.500	0.7483
0.382	0.7477
LOW	0.7459
0.618	0.7429
1.000	0.7411
1.618	0.7381
2.618	0.7333
4.250	0.7255

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	0.7483	0.7483
PP	0.7483	0.7483
S1	0.7483	0.7483

Download as Excel Spreadsheet

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

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