CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 03-Feb-2023

Day Change Summary
	Previous	Current
	02-Feb-2023	03-Feb-2023	Change	Change %	Previous Week
Open	0.7548	0.7520	-0.0029	-0.4%	0.7513
High	0.7549	0.7521	-0.0029	-0.4%	0.7549
Low	0.7504	0.7459	-0.0045	-0.6%	0.7435
Close	0.7514	0.7478	-0.0037	-0.5%	0.7478
Range	0.0046	0.0062	0.0017	36.3%	0.0114
ATR	0.0050	0.0051	0.0001	1.7%	0.0000
Volume	278	485	207	74.5%	1,372

Daily Pivots for day following 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7672	0.7637	0.7512
R3	0.7610	0.7575	0.7495
R2	0.7548	0.7548	0.7489
R1	0.7513	0.7513	0.7483	0.7499
PP	0.7486	0.7486	0.7486	0.7479
S1	0.7451	0.7451	0.7472	0.7437
S2	0.7424	0.7424	0.7466
S3	0.7362	0.7389	0.7460
S4	0.7300	0.7327	0.7443

Weekly Pivots for week ending 03-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7767	0.7540
R3	0.7715	0.7653	0.7509
R2	0.7601	0.7601	0.7498
R1	0.7539	0.7539	0.7488	0.7513
PP	0.7487	0.7487	0.7487	0.7474
S1	0.7425	0.7425	0.7467	0.7399
S2	0.7373	0.7373	0.7457
S3	0.7259	0.7311	0.7446
S4	0.7145	0.7197	0.7415

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7549	0.7435	0.0114	1.5%	0.0059	0.8%	37%	False	False	274
10	0.7549	0.7435	0.0114	1.5%	0.0046	0.6%	37%	False	False	223
20	0.7549	0.7334	0.0216	2.9%	0.0050	0.7%	67%	False	False	195
40	0.7549	0.7320	0.0229	3.1%	0.0041	0.5%	69%	False	False	181
60	0.7581	0.7320	0.0261	3.5%	0.0041	0.5%	60%	False	False	147
80	0.7581	0.7200	0.0381	5.1%	0.0042	0.6%	73%	False	False	117
100	0.7681	0.7200	0.0481	6.4%	0.0043	0.6%	58%	False	False	101

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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7784
2.618	0.7683
1.618	0.7621
1.000	0.7583
0.618	0.7559
HIGH	0.7521
0.618	0.7497
0.500	0.7490
0.382	0.7482
LOW	0.7459
0.618	0.7420
1.000	0.7397
1.618	0.7358
2.618	0.7296
4.250	0.7195

Fisher Pivots for day following 03-Feb-2023
Pivot	1 day	3 day
R1	0.7490	0.7504
PP	0.7486	0.7495
S1	0.7482	0.7486

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols