CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 28-Feb-2023

Day Change Summary
	Previous	Current
	27-Feb-2023	28-Feb-2023	Change	Change %	Previous Week
Open	0.7348	0.7368	0.0020	0.3%	0.7422
High	0.7389	0.7375	-0.0015	-0.2%	0.7441
Low	0.7340	0.7327	-0.0013	-0.2%	0.7318
Close	0.7364	0.7339	-0.0026	-0.3%	0.7349
Range	0.0049	0.0048	-0.0002	-3.1%	0.0123
ATR	0.0055	0.0055	-0.0001	-1.0%	0.0000
Volume	62,285	74,160	11,875	19.1%	322,211

Daily Pivots for day following 28-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7461	0.7365
R3	0.7442	0.7414	0.7352
R2	0.7394	0.7394	0.7347
R1	0.7366	0.7366	0.7343	0.7357
PP	0.7347	0.7347	0.7347	0.7342
S1	0.7319	0.7319	0.7334	0.7309
S2	0.7299	0.7299	0.7330
S3	0.7252	0.7271	0.7325
S4	0.7204	0.7224	0.7312

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	0.7400	0.7318	0.0082	1.1%	0.0047	0.6%	25%	False	False	71,924
10	0.7535	0.7318	0.0217	3.0%	0.0053	0.7%	9%	False	False	78,816
20	0.7542	0.7318	0.0224	3.0%	0.0055	0.8%	9%	False	False	81,199
40	0.7542	0.7310	0.0232	3.2%	0.0057	0.8%	12%	False	False	74,466
60	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	15%	False	False	63,049
80	0.7571	0.7258	0.0313	4.3%	0.0060	0.8%	26%	False	False	47,410
100	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	42%	False	False	37,978
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	31%	False	False	31,690

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

Fibonacci Retracements and Extensions
4.250	0.7576
2.618	0.7499
1.618	0.7451
1.000	0.7422
0.618	0.7404
HIGH	0.7375
0.618	0.7356
0.500	0.7351
0.382	0.7345
LOW	0.7327
0.618	0.7298
1.000	0.7280
1.618	0.7250
2.618	0.7203
4.250	0.7125

Fisher Pivots for day following 28-Feb-2023
Pivot	1 day	3 day
R1	0.7351	0.7355
PP	0.7347	0.7350
S1	0.7343	0.7344

Download as Excel Spreadsheet

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

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