CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 24-Feb-2023

Day Change Summary
	Previous	Current
	23-Feb-2023	24-Feb-2023	Change	Change %	Previous Week
Open	0.7378	0.7382	0.0004	0.0%	0.7422
High	0.7400	0.7393	-0.0007	-0.1%	0.7441
Low	0.7364	0.7318	-0.0046	-0.6%	0.7318
Close	0.7381	0.7349	-0.0033	-0.4%	0.7349
Range	0.0036	0.0075	0.0039	106.9%	0.0123
ATR	0.0054	0.0056	0.0001	2.6%	0.0000
Volume	67,716	87,439	19,723	29.1%	322,211

Daily Pivots for day following 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7537	0.7389
R3	0.7502	0.7463	0.7369
R2	0.7428	0.7428	0.7362
R1	0.7388	0.7388	0.7355	0.7371
PP	0.7353	0.7353	0.7353	0.7344
S1	0.7314	0.7314	0.7342	0.7296
S2	0.7279	0.7279	0.7335
S3	0.7204	0.7239	0.7328
S4	0.7130	0.7165	0.7308

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7665	0.7416
R3	0.7614	0.7543	0.7382
R2	0.7492	0.7492	0.7371
R1	0.7420	0.7420	0.7360	0.7395
PP	0.7369	0.7369	0.7369	0.7356
S1	0.7298	0.7298	0.7337	0.7272
S2	0.7247	0.7247	0.7326
S3	0.7124	0.7175	0.7315
S4	0.7002	0.7053	0.7281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7441	0.7318	0.0123	1.7%	0.0049	0.7%	25%	False	True	81,173
10	0.7535	0.7318	0.0217	3.0%	0.0054	0.7%	14%	False	True	79,803
20	0.7542	0.7318	0.0224	3.0%	0.0054	0.7%	14%	False	True	79,824
40	0.7542	0.7310	0.0232	3.2%	0.0058	0.8%	17%	False	False	73,780
60	0.7542	0.7304	0.0238	3.2%	0.0059	0.8%	19%	False	False	60,843
80	0.7571	0.7258	0.0313	4.3%	0.0060	0.8%	29%	False	False	45,708
100	0.7571	0.7170	0.0401	5.5%	0.0062	0.8%	45%	False	False	36,615
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	33%	False	False	30,554

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7709
2.618	0.7588
1.618	0.7513
1.000	0.7467
0.618	0.7439
HIGH	0.7393
0.618	0.7364
0.500	0.7355
0.382	0.7346
LOW	0.7318
0.618	0.7272
1.000	0.7244
1.618	0.7197
2.618	0.7123
4.250	0.7001

Fisher Pivots for day following 24-Feb-2023
Pivot	1 day	3 day
R1	0.7355	0.7359
PP	0.7353	0.7356
S1	0.7351	0.7352

Download as Excel Spreadsheet

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

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