CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 21-Feb-2023

Day Change Summary
	Previous	Current
	17-Feb-2023	21-Feb-2023	Change	Change %	Previous Week
Open	0.7431	0.7422	-0.0009	-0.1%	0.7495
High	0.7431	0.7441	0.0010	0.1%	0.7535
Low	0.7388	0.7381	-0.0007	-0.1%	0.7388
Close	0.7425	0.7389	-0.0036	-0.5%	0.7425
Range	0.0043	0.0060	0.0017	38.4%	0.0148
ATR	0.0058	0.0058	0.0000	0.2%	0.0000
Volume	83,657	99,033	15,376	18.4%	385,757

Daily Pivots for day following 21-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7545	0.7422
R3	0.7523	0.7486	0.7405
R2	0.7463	0.7463	0.7400
R1	0.7426	0.7426	0.7394	0.7415
PP	0.7404	0.7404	0.7404	0.7398
S1	0.7367	0.7367	0.7384	0.7355
S2	0.7344	0.7344	0.7378
S3	0.7285	0.7307	0.7373
S4	0.7225	0.7248	0.7356

Weekly Pivots for week ending 17-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7806	0.7506
R3	0.7744	0.7658	0.7465
R2	0.7597	0.7597	0.7452
R1	0.7511	0.7511	0.7438	0.7480
PP	0.7449	0.7449	0.7449	0.7434
S1	0.7363	0.7363	0.7411	0.7332
S2	0.7302	0.7302	0.7397
S3	0.7154	0.7216	0.7384
S4	0.7007	0.7068	0.7343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7535	0.7381	0.0154	2.1%	0.0059	0.8%	5%	False	True	85,709
10	0.7535	0.7381	0.0154	2.1%	0.0055	0.7%	5%	False	True	80,202
20	0.7542	0.7381	0.0161	2.2%	0.0055	0.7%	5%	False	True	78,926
40	0.7542	0.7310	0.0232	3.1%	0.0058	0.8%	34%	False	False	72,733
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	36%	False	False	57,158
80	0.7571	0.7258	0.0313	4.2%	0.0061	0.8%	42%	False	False	42,935
100	0.7571	0.7170	0.0401	5.4%	0.0063	0.9%	55%	False	False	34,394
120	0.7716	0.7170	0.0546	7.4%	0.0059	0.8%	40%	False	False	28,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7693
2.618	0.7596
1.618	0.7537
1.000	0.7500
0.618	0.7477
HIGH	0.7441
0.618	0.7418
0.500	0.7411
0.382	0.7404
LOW	0.7381
0.618	0.7344
1.000	0.7322
1.618	0.7285
2.618	0.7225
4.250	0.7128

Fisher Pivots for day following 21-Feb-2023
Pivot	1 day	3 day
R1	0.7411	0.7434
PP	0.7404	0.7419
S1	0.7396	0.7404

Download as Excel Spreadsheet

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

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