CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 27-Feb-2023

Day Change Summary
	Previous	Current
	24-Feb-2023	27-Feb-2023	Change	Change %	Previous Week
Open	0.7382	0.7348	-0.0034	-0.5%	0.7422
High	0.7393	0.7389	-0.0004	0.0%	0.7441
Low	0.7318	0.7340	0.0022	0.3%	0.7318
Close	0.7349	0.7364	0.0016	0.2%	0.7349
Range	0.0075	0.0049	-0.0026	-34.2%	0.0123
ATR	0.0056	0.0055	0.0000	-0.9%	0.0000
Volume	87,439	62,285	-25,154	-28.8%	322,211

Daily Pivots for day following 27-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7511	0.7487	0.7391
R3	0.7462	0.7438	0.7377
R2	0.7413	0.7413	0.7373
R1	0.7389	0.7389	0.7368	0.7401
PP	0.7364	0.7364	0.7364	0.7371
S1	0.7340	0.7340	0.7360	0.7352
S2	0.7315	0.7315	0.7355
S3	0.7266	0.7291	0.7351
S4	0.7217	0.7242	0.7337

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%	0.0050	0.7%	38%	False	False	76,899
10	0.7535	0.7318	0.0217	2.9%	0.0052	0.7%	21%	False	False	77,025
20	0.7542	0.7318	0.0224	3.0%	0.0056	0.8%	21%	False	False	80,265
40	0.7542	0.7310	0.0232	3.1%	0.0057	0.8%	23%	False	False	73,821
60	0.7542	0.7304	0.0238	3.2%	0.0058	0.8%	25%	False	False	61,838
80	0.7571	0.7258	0.0313	4.3%	0.0060	0.8%	34%	False	False	46,485
100	0.7571	0.7170	0.0401	5.4%	0.0061	0.8%	48%	False	False	37,238
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	36%	False	False	31,073

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

Fibonacci Retracements and Extensions
4.250	0.7597
2.618	0.7517
1.618	0.7468
1.000	0.7438
0.618	0.7419
HIGH	0.7389
0.618	0.7370
0.500	0.7365
0.382	0.7359
LOW	0.7340
0.618	0.7310
1.000	0.7291
1.618	0.7261
2.618	0.7212
4.250	0.7132

Fisher Pivots for day following 27-Feb-2023
Pivot	1 day	3 day
R1	0.7365	0.7362
PP	0.7364	0.7361
S1	0.7364	0.7359

Download as Excel Spreadsheet

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

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