CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 22-Feb-2023

Day Change Summary
	Previous	Current
	21-Feb-2023	22-Feb-2023	Change	Change %	Previous Week
Open	0.7433	0.7399	-0.0034	-0.5%	0.7499
High	0.7450	0.7409	-0.0041	-0.5%	0.7530
Low	0.7393	0.7383	-0.0010	-0.1%	0.7399
Close	0.7399	0.7383	-0.0017	-0.2%	0.7434
Range	0.0057	0.0027	-0.0031	-53.5%	0.0132
ATR	0.0052	0.0050	-0.0002	-3.5%	0.0000
Volume	2,187	1,197	-990	-45.3%	2,482

Daily Pivots for day following 22-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7453	0.7397
R3	0.7444	0.7427	0.7390
R2	0.7418	0.7418	0.7387
R1	0.7400	0.7400	0.7385	0.7396
PP	0.7391	0.7391	0.7391	0.7389
S1	0.7374	0.7374	0.7380	0.7369
S2	0.7365	0.7365	0.7378
S3	0.7338	0.7347	0.7375
S4	0.7312	0.7321	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	0.7497	0.7383	0.0114	1.5%	0.0047	0.6%	0%	False	True	1,075
10	0.7530	0.7383	0.0148	2.0%	0.0047	0.6%	0%	False	True	675
20	0.7549	0.7383	0.0167	2.3%	0.0048	0.7%	0%	False	True	456
40	0.7549	0.7322	0.0228	3.1%	0.0049	0.7%	27%	False	False	289
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	27%	False	False	253
80	0.7581	0.7280	0.0301	4.1%	0.0042	0.6%	34%	False	False	200
100	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	48%	False	False	166
120	0.7713	0.7200	0.0513	6.9%	0.0041	0.6%	36%	False	False	143

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0012
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7478
1.618	0.7452
1.000	0.7436
0.618	0.7425
HIGH	0.7409
0.618	0.7399
0.500	0.7396
0.382	0.7393
LOW	0.7383
0.618	0.7366
1.000	0.7356
1.618	0.7340
2.618	0.7313
4.250	0.7270

Fisher Pivots for day following 22-Feb-2023
Pivot	1 day	3 day
R1	0.7396	0.7416
PP	0.7391	0.7405
S1	0.7387	0.7394

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

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