CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 27-Feb-2023

Day Change Summary
	Previous	Current
	24-Feb-2023	27-Feb-2023	Change	Change %	Previous Week
Open	0.7395	0.7363	-0.0033	-0.4%	0.7433
High	0.7403	0.7400	-0.0004	0.0%	0.7450
Low	0.7330	0.7352	0.0022	0.3%	0.7330
Close	0.7359	0.7374	0.0015	0.2%	0.7359
Range	0.0073	0.0048	-0.0026	-34.9%	0.0120
ATR	0.0051	0.0050	0.0000	-0.4%	0.0000
Volume	861	639	-222	-25.8%	4,599

Daily Pivots for day following 27-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7518	0.7493	0.7400
R3	0.7470	0.7446	0.7387
R2	0.7423	0.7423	0.7383
R1	0.7398	0.7398	0.7378	0.7411
PP	0.7375	0.7375	0.7375	0.7381
S1	0.7351	0.7351	0.7370	0.7363
S2	0.7328	0.7328	0.7365
S3	0.7280	0.7303	0.7361
S4	0.7233	0.7256	0.7348

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7738	0.7668	0.7425
R3	0.7619	0.7549	0.7392
R2	0.7499	0.7499	0.7381
R1	0.7429	0.7429	0.7370	0.7404
PP	0.7380	0.7380	0.7380	0.7367
S1	0.7310	0.7310	0.7348	0.7285
S2	0.7260	0.7260	0.7337
S3	0.7141	0.7190	0.7326
S4	0.7021	0.7071	0.7293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7450	0.7330	0.0120	1.6%	0.0047	0.6%	37%	False	False	1,047
10	0.7530	0.7330	0.0200	2.7%	0.0046	0.6%	22%	False	False	772
20	0.7549	0.7330	0.0219	3.0%	0.0050	0.7%	20%	False	False	510
40	0.7549	0.7322	0.0228	3.1%	0.0050	0.7%	23%	False	False	334
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	24%	False	False	280
80	0.7581	0.7280	0.0301	4.1%	0.0043	0.6%	31%	False	False	223
100	0.7581	0.7200	0.0381	5.2%	0.0043	0.6%	46%	False	False	183
120	0.7713	0.7200	0.0513	7.0%	0.0042	0.6%	34%	False	False	158

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7601
2.618	0.7524
1.618	0.7476
1.000	0.7447
0.618	0.7429
HIGH	0.7400
0.618	0.7381
0.500	0.7376
0.382	0.7370
LOW	0.7352
0.618	0.7323
1.000	0.7305
1.618	0.7275
2.618	0.7228
4.250	0.7150

Fisher Pivots for day following 27-Feb-2023
Pivot	1 day	3 day
R1	0.7376	0.7373
PP	0.7375	0.7371
S1	0.7375	0.7370

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

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