CME Canadian Dollar Future March 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	0.7389	0.7378	-0.0011	-0.1%	0.7495
High	0.7400	0.7400	-0.0001	0.0%	0.7535
Low	0.7371	0.7364	-0.0007	-0.1%	0.7388
Close	0.7372	0.7381	0.0010	0.1%	0.7425
Range	0.0030	0.0036	0.0007	22.0%	0.0148
ATR	0.0056	0.0054	-0.0001	-2.5%	0.0000
Volume	68,023	67,716	-307	-0.5%	385,757

Daily Pivots for day following 23-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7471	0.7401
R3	0.7453	0.7435	0.7391
R2	0.7417	0.7417	0.7388
R1	0.7399	0.7399	0.7384	0.7408
PP	0.7381	0.7381	0.7381	0.7386
S1	0.7363	0.7363	0.7378	0.7372
S2	0.7345	0.7345	0.7374
S3	0.7309	0.7327	0.7371
S4	0.7273	0.7291	0.7361

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	0.7488	0.7364	0.0124	1.7%	0.0047	0.6%	14%	False	True	79,955
10	0.7535	0.7364	0.0172	2.3%	0.0052	0.7%	10%	False	True	78,269
20	0.7542	0.7364	0.0178	2.4%	0.0054	0.7%	10%	False	True	78,808
40	0.7542	0.7310	0.0232	3.1%	0.0057	0.8%	31%	False	False	72,932
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	33%	False	False	59,393
80	0.7571	0.7258	0.0313	4.2%	0.0060	0.8%	39%	False	False	44,617
100	0.7571	0.7170	0.0401	5.4%	0.0062	0.8%	53%	False	False	35,746
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	39%	False	False	29,827

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7553
2.618	0.7494
1.618	0.7458
1.000	0.7436
0.618	0.7422
HIGH	0.7400
0.618	0.7386
0.500	0.7382
0.382	0.7377
LOW	0.7364
0.618	0.7341
1.000	0.7328
1.618	0.7305
2.618	0.7269
4.250	0.7211

Fisher Pivots for day following 23-Feb-2023
Pivot	1 day	3 day
R1	0.7382	0.7402
PP	0.7381	0.7395
S1	0.7381	0.7388

Download as Excel Spreadsheet

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

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