CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	0.7513	0.7513	0.0000	0.0%	0.7496
High	0.7529	0.7516	-0.0013	-0.2%	0.7529
Low	0.7504	0.7479	-0.0025	-0.3%	0.7459
Close	0.7527	0.7482	-0.0045	-0.6%	0.7527
Range	0.0025	0.0037	0.0012	49.0%	0.0070
ATR	0.0046	0.0047	0.0000	0.2%	0.0000
Volume	126	69	-57	-45.2%	862

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7602	0.7578	0.7502
R3	0.7565	0.7542	0.7492
R2	0.7529	0.7529	0.7489
R1	0.7505	0.7505	0.7485	0.7499
PP	0.7492	0.7492	0.7492	0.7489
S1	0.7469	0.7469	0.7479	0.7462
S2	0.7456	0.7456	0.7475
S3	0.7419	0.7432	0.7472
S4	0.7383	0.7396	0.7462

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%	0.0035	0.5%	34%	False	False	172
10	0.7529	0.7410	0.0119	1.6%	0.0041	0.5%	61%	False	False	181
20	0.7529	0.7322	0.0207	2.8%	0.0050	0.7%	78%	False	False	159
40	0.7529	0.7320	0.0209	2.8%	0.0039	0.5%	78%	False	False	166
60	0.7581	0.7280	0.0301	4.0%	0.0041	0.5%	67%	False	False	128
80	0.7581	0.7200	0.0381	5.1%	0.0040	0.5%	74%	False	False	101
100	0.7713	0.7200	0.0513	6.8%	0.0041	0.6%	55%	False	False	89

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7671
2.618	0.7611
1.618	0.7575
1.000	0.7552
0.618	0.7538
HIGH	0.7516
0.618	0.7502
0.500	0.7497
0.382	0.7493
LOW	0.7479
0.618	0.7456
1.000	0.7443
1.618	0.7420
2.618	0.7383
4.250	0.7324

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	0.7497	0.7500
PP	0.7492	0.7494
S1	0.7487	0.7488

Download as Excel Spreadsheet

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

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