CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 15-Feb-2023

Day Change Summary
	Previous	Current
	14-Feb-2023	15-Feb-2023	Change	Change %	Previous Week
Open	0.7501	0.7495	-0.0006	-0.1%	0.7468
High	0.7530	0.7496	-0.0035	-0.5%	0.7507
Low	0.7481	0.7452	-0.0029	-0.4%	0.7434
Close	0.7508	0.7473	-0.0035	-0.5%	0.7504
Range	0.0050	0.0044	-0.0006	-11.1%	0.0073
ATR	0.0049	0.0050	0.0001	1.1%	0.0000
Volume	365	716	351	96.2%	1,118

Daily Pivots for day following 15-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7583	0.7497
R3	0.7561	0.7539	0.7485
R2	0.7517	0.7517	0.7481
R1	0.7495	0.7495	0.7477	0.7484
PP	0.7473	0.7473	0.7473	0.7468
S1	0.7451	0.7451	0.7469	0.7440
S2	0.7429	0.7429	0.7465
S3	0.7385	0.7407	0.7461
S4	0.7341	0.7363	0.7449

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%	41%	False	False	396
10	0.7549	0.7434	0.0115	1.5%	0.0047	0.6%	34%	False	False	308
20	0.7549	0.7410	0.0139	1.9%	0.0046	0.6%	45%	False	False	243
40	0.7549	0.7322	0.0228	3.0%	0.0046	0.6%	67%	False	False	180
60	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	67%	False	False	180
80	0.7581	0.7245	0.0336	4.5%	0.0042	0.6%	68%	False	False	143
100	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	72%	False	False	121
120	0.7746	0.7200	0.0546	7.3%	0.0040	0.5%	50%	False	False	104

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7683
2.618	0.7611
1.618	0.7567
1.000	0.7540
0.618	0.7523
HIGH	0.7496
0.618	0.7479
0.500	0.7474
0.382	0.7468
LOW	0.7452
0.618	0.7424
1.000	0.7408
1.618	0.7380
2.618	0.7336
4.250	0.7265

Fisher Pivots for day following 15-Feb-2023
Pivot	1 day	3 day
R1	0.7474	0.7491
PP	0.7473	0.7485
S1	0.7473	0.7479

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

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