CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 13-Feb-2023

Day Change Summary
	Previous	Current
	10-Feb-2023	13-Feb-2023	Change	Change %	Previous Week
Open	0.7446	0.7499	0.0054	0.7%	0.7468
High	0.7507	0.7514	0.0007	0.1%	0.7507
Low	0.7434	0.7485	0.0051	0.7%	0.7434
Close	0.7504	0.7508	0.0004	0.1%	0.7504
Range	0.0073	0.0029	-0.0044	-60.3%	0.0073
ATR	0.0051	0.0049	-0.0002	-3.0%	0.0000
Volume	548	123	-425	-77.6%	1,118

Daily Pivots for day following 13-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7589	0.7577	0.7523
R3	0.7560	0.7548	0.7515
R2	0.7531	0.7531	0.7513
R1	0.7519	0.7519	0.7510	0.7525
PP	0.7502	0.7502	0.7502	0.7505
S1	0.7490	0.7490	0.7505	0.7496
S2	0.7473	0.7473	0.7502
S3	0.7444	0.7461	0.7500
S4	0.7415	0.7432	0.7492

Weekly Pivots for week ending 10-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7701	0.7675	0.7544
R3	0.7628	0.7602	0.7524
R2	0.7555	0.7555	0.7517
R1	0.7529	0.7529	0.7510	0.7542
PP	0.7482	0.7482	0.7482	0.7488
S1	0.7456	0.7456	0.7497	0.7469
S2	0.7409	0.7409	0.7490
S3	0.7336	0.7383	0.7483
S4	0.7263	0.7310	0.7463

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7514	0.7434	0.0080	1.1%	0.0047	0.6%	92%	True	False	217
10	0.7549	0.7434	0.0115	1.5%	0.0053	0.7%	64%	False	False	254
20	0.7549	0.7410	0.0139	1.9%	0.0047	0.6%	70%	False	False	218
40	0.7549	0.7320	0.0229	3.1%	0.0045	0.6%	82%	False	False	162
60	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	82%	False	False	163
80	0.7581	0.7245	0.0336	4.5%	0.0042	0.6%	78%	False	False	130
100	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	81%	False	False	113

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0014
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7637
2.618	0.7590
1.618	0.7561
1.000	0.7543
0.618	0.7532
HIGH	0.7514
0.618	0.7503
0.500	0.7500
0.382	0.7496
LOW	0.7485
0.618	0.7467
1.000	0.7456
1.618	0.7438
2.618	0.7409
4.250	0.7362

Fisher Pivots for day following 13-Feb-2023
Pivot	1 day	3 day
R1	0.7505	0.7496
PP	0.7502	0.7485
S1	0.7500	0.7474

Download as Excel Spreadsheet

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

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