CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 23-Feb-2023

Day Change Summary
	Previous	Current
	22-Feb-2023	23-Feb-2023	Change	Change %	Previous Week
Open	0.7399	0.7398	-0.0001	0.0%	0.7499
High	0.7409	0.7409	0.0000	0.0%	0.7530
Low	0.7383	0.7376	-0.0007	-0.1%	0.7399
Close	0.7383	0.7392	0.0010	0.1%	0.7434
Range	0.0027	0.0033	0.0007	24.5%	0.0132
ATR	0.0050	0.0049	-0.0001	-2.4%	0.0000
Volume	1,197	354	-843	-70.4%	2,482

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7475	0.7410
R3	0.7458	0.7442	0.7401
R2	0.7425	0.7425	0.7398
R1	0.7409	0.7409	0.7395	0.7401
PP	0.7392	0.7392	0.7392	0.7388
S1	0.7376	0.7376	0.7389	0.7368
S2	0.7359	0.7359	0.7386
S3	0.7326	0.7343	0.7383
S4	0.7293	0.7310	0.7374

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	0.7376	0.0121	1.6%	0.0044	0.6%	13%	False	True	1,003
10	0.7530	0.7376	0.0154	2.1%	0.0046	0.6%	10%	False	True	699
20	0.7549	0.7376	0.0173	2.3%	0.0047	0.6%	9%	False	True	470
40	0.7549	0.7322	0.0228	3.1%	0.0049	0.7%	31%	False	False	297
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	31%	False	False	259
80	0.7581	0.7280	0.0301	4.1%	0.0042	0.6%	37%	False	False	204
100	0.7581	0.7200	0.0381	5.1%	0.0043	0.6%	50%	False	False	169
120	0.7713	0.7200	0.0513	6.9%	0.0041	0.6%	37%	False	False	146

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
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	0.7549
2.618	0.7495
1.618	0.7462
1.000	0.7442
0.618	0.7429
HIGH	0.7409
0.618	0.7396
0.500	0.7393
0.382	0.7389
LOW	0.7376
0.618	0.7356
1.000	0.7343
1.618	0.7323
2.618	0.7290
4.250	0.7236

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	0.7393	0.7413
PP	0.7392	0.7406
S1	0.7392	0.7399

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

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