CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 17-Feb-2023

Day Change Summary
	Previous	Current
	16-Feb-2023	17-Feb-2023	Change	Change %	Previous Week
Open	0.7476	0.7437	-0.0039	-0.5%	0.7499
High	0.7497	0.7437	-0.0060	-0.8%	0.7530
Low	0.7430	0.7399	-0.0032	-0.4%	0.7399
Close	0.7458	0.7434	-0.0024	-0.3%	0.7434
Range	0.0067	0.0039	-0.0028	-42.1%	0.0132
ATR	0.0051	0.0051	0.0001	1.2%	0.0000
Volume	541	737	196	36.2%	2,482

Daily Pivots for day following 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7539	0.7525	0.7455
R3	0.7500	0.7486	0.7445
R2	0.7462	0.7462	0.7441
R1	0.7448	0.7448	0.7438	0.7436
PP	0.7423	0.7423	0.7423	0.7417
S1	0.7409	0.7409	0.7430	0.7397
S2	0.7385	0.7385	0.7427
S3	0.7346	0.7371	0.7423
S4	0.7308	0.7332	0.7413

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7849	0.7773	0.7506
R3	0.7717	0.7641	0.7470
R2	0.7586	0.7586	0.7458
R1	0.7510	0.7510	0.7446	0.7482
PP	0.7454	0.7454	0.7454	0.7440
S1	0.7378	0.7378	0.7422	0.7351
S2	0.7323	0.7323	0.7410
S3	0.7191	0.7247	0.7398
S4	0.7060	0.7115	0.7362

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7530	0.7399	0.0132	1.8%	0.0046	0.6%	27%	False	True	496
10	0.7530	0.7399	0.0132	1.8%	0.0047	0.6%	27%	False	True	360
20	0.7549	0.7399	0.0151	2.0%	0.0046	0.6%	24%	False	True	291
40	0.7549	0.7322	0.0228	3.1%	0.0048	0.6%	49%	False	False	211
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	50%	False	False	198
80	0.7581	0.7280	0.0301	4.0%	0.0042	0.6%	51%	False	False	159
100	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	61%	False	False	133
120	0.7713	0.7200	0.0513	6.9%	0.0041	0.5%	46%	False	False	115

Crabel Price Patterns
NR	True
NR4	True
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7601
2.618	0.7538
1.618	0.7499
1.000	0.7476
0.618	0.7461
HIGH	0.7437
0.618	0.7422
0.500	0.7418
0.382	0.7413
LOW	0.7399
0.618	0.7375
1.000	0.7360
1.618	0.7336
2.618	0.7298
4.250	0.7235

Fisher Pivots for day following 17-Feb-2023
Pivot	1 day	3 day
R1	0.7429	0.7448
PP	0.7423	0.7443
S1	0.7418	0.7439

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

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