CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	0.7501	0.7472	-0.0030	-0.4%	0.7482
High	0.7507	0.7519	0.0012	0.2%	0.7500
Low	0.7459	0.7472	0.0013	0.2%	0.7410
Close	0.7483	0.7510	0.0028	0.4%	0.7483
Range	0.0048	0.0047	-0.0001	-2.1%	0.0090
ATR	0.0048	0.0048	0.0000	-0.2%	0.0000
Volume	66	575	509	771.2%	888

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7623	0.7536
R3	0.7594	0.7576	0.7523
R2	0.7547	0.7547	0.7519
R1	0.7529	0.7529	0.7514	0.7538
PP	0.7500	0.7500	0.7500	0.7505
S1	0.7482	0.7482	0.7506	0.7491
S2	0.7453	0.7453	0.7501
S3	0.7406	0.7435	0.7497
S4	0.7359	0.7388	0.7484

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	0.7519	0.7424	0.0095	1.3%	0.0042	0.6%	91%	True	False	181
10	0.7519	0.7410	0.0109	1.4%	0.0046	0.6%	92%	True	False	200
20	0.7519	0.7322	0.0197	2.6%	0.0052	0.7%	96%	True	False	152
40	0.7519	0.7320	0.0199	2.6%	0.0041	0.6%	96%	True	False	165
60	0.7581	0.7280	0.0301	4.0%	0.0040	0.5%	77%	False	False	125
80	0.7581	0.7200	0.0381	5.1%	0.0042	0.6%	81%	False	False	100
100	0.7713	0.7200	0.0513	6.8%	0.0041	0.5%	60%	False	False	87

Crabel Price Patterns
NR	True
NR4	False
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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7718
2.618	0.7642
1.618	0.7595
1.000	0.7566
0.618	0.7548
HIGH	0.7519
0.618	0.7501
0.500	0.7495
0.382	0.7489
LOW	0.7472
0.618	0.7442
1.000	0.7425
1.618	0.7395
2.618	0.7348
4.250	0.7272

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	0.7505	0.7503
PP	0.7500	0.7496
S1	0.7495	0.7489

Download as Excel Spreadsheet

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

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