CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	0.7363	0.7378	0.0015	0.2%	0.7433
High	0.7400	0.7382	-0.0018	-0.2%	0.7450
Low	0.7352	0.7338	-0.0014	-0.2%	0.7330
Close	0.7374	0.7350	-0.0025	-0.3%	0.7359
Range	0.0048	0.0044	-0.0004	-7.4%	0.0120
ATR	0.0050	0.0050	0.0000	-0.9%	0.0000
Volume	639	1,613	974	152.4%	4,599

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7463	0.7374
R3	0.7445	0.7419	0.7362
R2	0.7401	0.7401	0.7358
R1	0.7375	0.7375	0.7354	0.7366
PP	0.7357	0.7357	0.7357	0.7352
S1	0.7331	0.7331	0.7345	0.7322
S2	0.7313	0.7313	0.7341
S3	0.7269	0.7287	0.7337
S4	0.7225	0.7243	0.7325

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	0.7409	0.7330	0.0079	1.1%	0.0045	0.6%	25%	False	False	932
10	0.7530	0.7330	0.0200	2.7%	0.0048	0.7%	10%	False	False	921
20	0.7549	0.7330	0.0219	3.0%	0.0050	0.7%	9%	False	False	587
40	0.7549	0.7322	0.0228	3.1%	0.0050	0.7%	12%	False	False	373
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	13%	False	False	306
80	0.7581	0.7280	0.0301	4.1%	0.0043	0.6%	23%	False	False	243
100	0.7581	0.7200	0.0381	5.2%	0.0042	0.6%	39%	False	False	199
120	0.7713	0.7200	0.0513	7.0%	0.0043	0.6%	29%	False	False	172

Crabel Price Patterns
NR	True
NR4	False
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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7569
2.618	0.7497
1.618	0.7453
1.000	0.7426
0.618	0.7409
HIGH	0.7382
0.618	0.7365
0.500	0.7360
0.382	0.7355
LOW	0.7338
0.618	0.7311
1.000	0.7294
1.618	0.7267
2.618	0.7223
4.250	0.7151

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	0.7360	0.7367
PP	0.7357	0.7361
S1	0.7353	0.7355

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

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