CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 21-Feb-2023

Day Change Summary
	Previous	Current
	17-Feb-2023	21-Feb-2023	Change	Change %	Previous Week
Open	0.7437	0.7433	-0.0005	-0.1%	0.7499
High	0.7437	0.7450	0.0013	0.2%	0.7530
Low	0.7399	0.7393	-0.0006	-0.1%	0.7399
Close	0.7434	0.7399	-0.0035	-0.5%	0.7434
Range	0.0039	0.0057	0.0019	48.1%	0.0132
ATR	0.0051	0.0052	0.0000	0.8%	0.0000
Volume	737	2,187	1,450	196.7%	2,482

Daily Pivots for day following 21-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7585	0.7549	0.7430
R3	0.7528	0.7492	0.7415
R2	0.7471	0.7471	0.7409
R1	0.7435	0.7435	0.7404	0.7424
PP	0.7414	0.7414	0.7414	0.7408
S1	0.7378	0.7378	0.7394	0.7367
S2	0.7357	0.7357	0.7389
S3	0.7300	0.7321	0.7383
S4	0.7243	0.7264	0.7368

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	0.7393	0.0138	1.9%	0.0051	0.7%	5%	False	True	909
10	0.7530	0.7393	0.0138	1.9%	0.0049	0.7%	5%	False	True	563
20	0.7549	0.7393	0.0157	2.1%	0.0048	0.6%	4%	False	True	397
40	0.7549	0.7322	0.0228	3.1%	0.0049	0.7%	34%	False	False	260
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	34%	False	False	234
80	0.7581	0.7280	0.0301	4.1%	0.0042	0.6%	40%	False	False	186
100	0.7581	0.7200	0.0381	5.1%	0.0044	0.6%	52%	False	False	154
120	0.7713	0.7200	0.0513	6.9%	0.0041	0.6%	39%	False	False	133

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7599
1.618	0.7542
1.000	0.7507
0.618	0.7485
HIGH	0.7450
0.618	0.7428
0.500	0.7421
0.382	0.7414
LOW	0.7393
0.618	0.7357
1.000	0.7336
1.618	0.7300
2.618	0.7243
4.250	0.7150

Fisher Pivots for day following 21-Feb-2023
Pivot	1 day	3 day
R1	0.7421	0.7445
PP	0.7414	0.7429
S1	0.7406	0.7414

Download as Excel Spreadsheet

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

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