CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	0.7513	0.7479	-0.0034	-0.4%	0.7496
High	0.7516	0.7528	0.0013	0.2%	0.7529
Low	0.7479	0.7435	-0.0044	-0.6%	0.7459
Close	0.7482	0.7526	0.0044	0.6%	0.7527
Range	0.0037	0.0093	0.0057	154.8%	0.0070
ATR	0.0047	0.0050	0.0003	7.1%	0.0000
Volume	69	291	222	321.7%	862

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7775	0.7743	0.7577
R3	0.7682	0.7650	0.7551
R2	0.7589	0.7589	0.7543
R1	0.7557	0.7557	0.7534	0.7573
PP	0.7496	0.7496	0.7496	0.7504
S1	0.7464	0.7464	0.7517	0.7480
S2	0.7403	0.7403	0.7508
S3	0.7310	0.7371	0.7500
S4	0.7217	0.7278	0.7474

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	0.7435	0.0094	1.2%	0.0050	0.7%	97%	False	True	225
10	0.7529	0.7410	0.0119	1.6%	0.0048	0.6%	97%	False	False	179
20	0.7529	0.7322	0.0207	2.8%	0.0053	0.7%	99%	False	False	172
40	0.7529	0.7320	0.0209	2.8%	0.0041	0.5%	99%	False	False	172
60	0.7581	0.7280	0.0301	4.0%	0.0041	0.5%	82%	False	False	132
80	0.7581	0.7200	0.0381	5.1%	0.0041	0.5%	86%	False	False	104
100	0.7713	0.7200	0.0513	6.8%	0.0042	0.6%	64%	False	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7923
2.618	0.7771
1.618	0.7678
1.000	0.7621
0.618	0.7585
HIGH	0.7528
0.618	0.7492
0.500	0.7482
0.382	0.7471
LOW	0.7435
0.618	0.7378
1.000	0.7342
1.618	0.7285
2.618	0.7192
4.250	0.7040

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	0.7511	0.7511
PP	0.7496	0.7496
S1	0.7482	0.7482

Download as Excel Spreadsheet

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

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