CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-Feb-2023

Day Change Summary
	Previous	Current
	07-Feb-2023	08-Feb-2023	Change	Change %	Previous Week
Open	0.7448	0.7479	0.0031	0.4%	0.7513
High	0.7476	0.7494	0.0019	0.2%	0.7549
Low	0.7435	0.7450	0.0015	0.2%	0.7435
Close	0.7467	0.7454	-0.0014	-0.2%	0.7478
Range	0.0041	0.0044	0.0004	8.6%	0.0114
ATR	0.0049	0.0049	0.0000	-0.8%	0.0000
Volume	81	106	25	30.9%	1,372

Daily Pivots for day following 08-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7598	0.7570	0.7478
R3	0.7554	0.7526	0.7466
R2	0.7510	0.7510	0.7462
R1	0.7482	0.7482	0.7458	0.7474
PP	0.7466	0.7466	0.7466	0.7462
S1	0.7438	0.7438	0.7449	0.7430
S2	0.7422	0.7422	0.7445
S3	0.7378	0.7394	0.7441
S4	0.7334	0.7350	0.7429

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%	0.0046	0.6%	16%	False	False	220
10	0.7549	0.7435	0.0114	1.5%	0.0049	0.7%	16%	False	False	241
20	0.7549	0.7410	0.0139	1.9%	0.0046	0.6%	31%	False	False	195
40	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	58%	False	False	155
60	0.7581	0.7320	0.0261	3.5%	0.0040	0.5%	51%	False	False	151
80	0.7581	0.7224	0.0357	4.8%	0.0042	0.6%	64%	False	False	119
100	0.7581	0.7200	0.0381	5.1%	0.0043	0.6%	67%	False	False	104

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7681
2.618	0.7609
1.618	0.7565
1.000	0.7538
0.618	0.7521
HIGH	0.7494
0.618	0.7477
0.500	0.7472
0.382	0.7467
LOW	0.7450
0.618	0.7423
1.000	0.7406
1.618	0.7379
2.618	0.7335
4.250	0.7263

Fisher Pivots for day following 08-Feb-2023
Pivot	1 day	3 day
R1	0.7472	0.7465
PP	0.7466	0.7461
S1	0.7460	0.7457

Download as Excel Spreadsheet

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

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