CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 14-Feb-2023

Day Change Summary
	Previous	Current
	13-Feb-2023	14-Feb-2023	Change	Change %	Previous Week
Open	0.7499	0.7501	0.0002	0.0%	0.7468
High	0.7514	0.7530	0.0016	0.2%	0.7507
Low	0.7485	0.7481	-0.0005	-0.1%	0.7434
Close	0.7508	0.7508	0.0001	0.0%	0.7504
Range	0.0029	0.0050	0.0021	70.7%	0.0073
ATR	0.0049	0.0049	0.0000	0.1%	0.0000
Volume	123	365	242	196.7%	1,118

Daily Pivots for day following 14-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7655	0.7631	0.7535
R3	0.7605	0.7581	0.7522
R2	0.7556	0.7556	0.7517
R1	0.7532	0.7532	0.7513	0.7544
PP	0.7506	0.7506	0.7506	0.7512
S1	0.7482	0.7482	0.7503	0.7494
S2	0.7457	0.7457	0.7499
S3	0.7407	0.7433	0.7494
S4	0.7358	0.7383	0.7481

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	0.7530	0.7434	0.0096	1.3%	0.0048	0.6%	77%	True	False	274
10	0.7549	0.7434	0.0115	1.5%	0.0048	0.6%	64%	False	False	261
20	0.7549	0.7410	0.0139	1.9%	0.0048	0.6%	71%	False	False	220
40	0.7549	0.7320	0.0229	3.1%	0.0046	0.6%	82%	False	False	171
60	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	82%	False	False	169
80	0.7581	0.7245	0.0336	4.5%	0.0042	0.6%	78%	False	False	135
100	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	81%	False	False	115

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7740
2.618	0.7660
1.618	0.7610
1.000	0.7580
0.618	0.7561
HIGH	0.7530
0.618	0.7511
0.500	0.7505
0.382	0.7499
LOW	0.7481
0.618	0.7450
1.000	0.7431
1.618	0.7400
2.618	0.7351
4.250	0.7270

Fisher Pivots for day following 14-Feb-2023
Pivot	1 day	3 day
R1	0.7507	0.7499
PP	0.7506	0.7491
S1	0.7505	0.7482

Download as Excel Spreadsheet

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

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