CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	0.7472	0.7513	0.0041	0.5%	0.7496
High	0.7519	0.7529	0.0010	0.1%	0.7529
Low	0.7472	0.7504	0.0033	0.4%	0.7459
Close	0.7510	0.7527	0.0017	0.2%	0.7527
Range	0.0047	0.0025	-0.0023	-47.9%	0.0070
ATR	0.0048	0.0046	-0.0002	-3.5%	0.0000
Volume	575	126	-449	-78.1%	862

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7593	0.7584	0.7540
R3	0.7569	0.7560	0.7533
R2	0.7544	0.7544	0.7531
R1	0.7535	0.7535	0.7529	0.7540
PP	0.7520	0.7520	0.7520	0.7522
S1	0.7511	0.7511	0.7524	0.7515
S2	0.7495	0.7495	0.7522
S3	0.7471	0.7486	0.7520
S4	0.7446	0.7462	0.7513

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7691	0.7565
R3	0.7645	0.7621	0.7546
R2	0.7575	0.7575	0.7539
R1	0.7551	0.7551	0.7533	0.7563
PP	0.7505	0.7505	0.7505	0.7511
S1	0.7481	0.7481	0.7520	0.7493
S2	0.7435	0.7435	0.7514
S3	0.7365	0.7411	0.7507
S4	0.7295	0.7341	0.7488

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7529	0.7459	0.0070	0.9%	0.0034	0.4%	97%	True	False	172
10	0.7529	0.7410	0.0119	1.6%	0.0044	0.6%	98%	True	False	186
20	0.7529	0.7322	0.0207	2.8%	0.0050	0.7%	99%	True	False	157
40	0.7529	0.7320	0.0209	2.8%	0.0040	0.5%	99%	True	False	165
60	0.7581	0.7280	0.0301	4.0%	0.0040	0.5%	82%	False	False	127
80	0.7581	0.7200	0.0381	5.1%	0.0041	0.5%	86%	False	False	101
100	0.7713	0.7200	0.0513	6.8%	0.0041	0.5%	64%	False	False	88

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	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7633
2.618	0.7593
1.618	0.7568
1.000	0.7553
0.618	0.7544
HIGH	0.7529
0.618	0.7519
0.500	0.7516
0.382	0.7513
LOW	0.7504
0.618	0.7489
1.000	0.7480
1.618	0.7464
2.618	0.7440
4.250	0.7400

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	0.7523	0.7516
PP	0.7520	0.7505
S1	0.7516	0.7494

Download as Excel Spreadsheet

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

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