CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 16-Feb-2023

Day Change Summary
	Previous	Current
	15-Feb-2023	16-Feb-2023	Change	Change %	Previous Week
Open	0.7495	0.7476	-0.0020	-0.3%	0.7468
High	0.7496	0.7497	0.0001	0.0%	0.7507
Low	0.7452	0.7430	-0.0022	-0.3%	0.7434
Close	0.7473	0.7458	-0.0015	-0.2%	0.7504
Range	0.0044	0.0067	0.0023	51.1%	0.0073
ATR	0.0050	0.0051	0.0001	2.4%	0.0000
Volume	716	541	-175	-24.4%	1,118

Daily Pivots for day following 16-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7661	0.7626	0.7495
R3	0.7595	0.7560	0.7476
R2	0.7528	0.7528	0.7470
R1	0.7493	0.7493	0.7464	0.7477
PP	0.7462	0.7462	0.7462	0.7454
S1	0.7427	0.7427	0.7452	0.7411
S2	0.7395	0.7395	0.7446
S3	0.7329	0.7360	0.7440
S4	0.7262	0.7294	0.7421

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	0.7430	0.0100	1.3%	0.0052	0.7%	28%	False	True	458
10	0.7530	0.7430	0.0100	1.3%	0.0049	0.7%	28%	False	True	334
20	0.7549	0.7424	0.0125	1.7%	0.0048	0.6%	27%	False	False	263
40	0.7549	0.7322	0.0228	3.1%	0.0047	0.6%	60%	False	False	193
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	60%	False	False	188
80	0.7581	0.7280	0.0301	4.0%	0.0041	0.6%	59%	False	False	150
100	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	68%	False	False	126
120	0.7746	0.7200	0.0546	7.3%	0.0041	0.5%	47%	False	False	109

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7779
2.618	0.7671
1.618	0.7604
1.000	0.7563
0.618	0.7538
HIGH	0.7497
0.618	0.7471
0.500	0.7463
0.382	0.7455
LOW	0.7430
0.618	0.7389
1.000	0.7364
1.618	0.7322
2.618	0.7256
4.250	0.7147

Fisher Pivots for day following 16-Feb-2023
Pivot	1 day	3 day
R1	0.7463	0.7480
PP	0.7462	0.7473
S1	0.7460	0.7465

Download as Excel Spreadsheet

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

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