CME Canadian Dollar Future September 2023

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

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	0.7333	0.7325	-0.0009	-0.1%	0.7270
High	0.7342	0.7340	-0.0003	0.0%	0.7348
Low	0.7304	0.7305	0.0002	0.0%	0.7263
Close	0.7313	0.7328	0.0015	0.2%	0.7312
Range	0.0039	0.0035	-0.0004	-10.4%	0.0086
ATR	0.0042	0.0041	-0.0001	-1.3%	0.0000
Volume	35	53	18	51.4%	1,058

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7428	0.7412	0.7346
R3	0.7393	0.7378	0.7337
R2	0.7359	0.7359	0.7334
R1	0.7343	0.7343	0.7331	0.7351
PP	0.7324	0.7324	0.7324	0.7328
S1	0.7309	0.7309	0.7324	0.7316
S2	0.7290	0.7290	0.7321
S3	0.7255	0.7274	0.7318
S4	0.7221	0.7240	0.7309

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7564	0.7523	0.7359
R3	0.7478	0.7438	0.7335
R2	0.7393	0.7393	0.7327
R1	0.7352	0.7352	0.7319	0.7373
PP	0.7307	0.7307	0.7307	0.7318
S1	0.7267	0.7267	0.7304	0.7287
S2	0.7222	0.7222	0.7296
S3	0.7136	0.7181	0.7288
S4	0.7051	0.7096	0.7264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7342	0.7278	0.0064	0.9%	0.0040	0.5%	77%	False	False	56
10	0.7348	0.7244	0.0104	1.4%	0.0044	0.6%	80%	False	False	212
20	0.7420	0.7244	0.0176	2.4%	0.0039	0.5%	47%	False	False	200
40	0.7537	0.7244	0.0293	4.0%	0.0029	0.4%	28%	False	False	106
60	0.7537	0.7244	0.0293	4.0%	0.0028	0.4%	28%	False	False	73
80	0.7548	0.7244	0.0304	4.1%	0.0025	0.3%	28%	False	False	56
100	0.7593	0.7244	0.0349	4.8%	0.0024	0.3%	24%	False	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7486
2.618	0.7430
1.618	0.7395
1.000	0.7374
0.618	0.7361
HIGH	0.7340
0.618	0.7326
0.500	0.7322
0.382	0.7318
LOW	0.7305
0.618	0.7284
1.000	0.7271
1.618	0.7249
2.618	0.7215
4.250	0.7158

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	0.7326	0.7325
PP	0.7324	0.7323
S1	0.7322	0.7321

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

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