CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 07-Feb-2023

Day Change Summary
	Previous	Current
	06-Feb-2023	07-Feb-2023	Change	Change %	Previous Week
Open	0.7468	0.7448	-0.0020	-0.3%	0.7513
High	0.7473	0.7476	0.0003	0.0%	0.7549
Low	0.7436	0.7435	-0.0001	0.0%	0.7435
Close	0.7448	0.7467	0.0019	0.3%	0.7478
Range	0.0037	0.0041	0.0004	9.5%	0.0114
ATR	0.0050	0.0049	-0.0001	-1.4%	0.0000
Volume	152	81	-71	-46.7%	1,372

Daily Pivots for day following 07-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7581	0.7564	0.7489
R3	0.7540	0.7524	0.7478
R2	0.7500	0.7500	0.7474
R1	0.7483	0.7483	0.7471	0.7492
PP	0.7459	0.7459	0.7459	0.7463
S1	0.7443	0.7443	0.7463	0.7451
S2	0.7419	0.7419	0.7460
S3	0.7378	0.7402	0.7456
S4	0.7338	0.7362	0.7445

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%	0.0048	0.6%	28%	False	True	249
10	0.7549	0.7435	0.0114	1.5%	0.0049	0.7%	28%	False	True	237
20	0.7549	0.7410	0.0139	1.9%	0.0045	0.6%	41%	False	False	193
40	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	64%	False	False	180
60	0.7581	0.7320	0.0261	3.5%	0.0040	0.5%	56%	False	False	149
80	0.7581	0.7200	0.0381	5.1%	0.0042	0.6%	70%	False	False	119
100	0.7610	0.7200	0.0410	5.5%	0.0043	0.6%	65%	False	False	103

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7648
2.618	0.7582
1.618	0.7541
1.000	0.7516
0.618	0.7501
HIGH	0.7476
0.618	0.7460
0.500	0.7455
0.382	0.7450
LOW	0.7435
0.618	0.7410
1.000	0.7395
1.618	0.7369
2.618	0.7329
4.250	0.7263

Fisher Pivots for day following 07-Feb-2023
Pivot	1 day	3 day
R1	0.7463	0.7478
PP	0.7459	0.7474
S1	0.7455	0.7471

Download as Excel Spreadsheet

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

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