CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 02-Mar-2023

Day Change Summary
	Previous	Current
	01-Mar-2023	02-Mar-2023	Change	Change %	Previous Week
Open	0.7332	0.7356	0.0024	0.3%	0.7422
High	0.7362	0.7363	0.0001	0.0%	0.7441
Low	0.7321	0.7331	0.0010	0.1%	0.7318
Close	0.7348	0.7353	0.0005	0.1%	0.7349
Range	0.0041	0.0032	-0.0009	-22.2%	0.0123
ATR	0.0054	0.0052	-0.0002	-3.0%	0.0000
Volume	78,535	61,391	-17,144	-21.8%	322,211

Daily Pivots for day following 02-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7443	0.7429	0.7370
R3	0.7412	0.7398	0.7361
R2	0.7380	0.7380	0.7358
R1	0.7366	0.7366	0.7355	0.7358
PP	0.7349	0.7349	0.7349	0.7344
S1	0.7335	0.7335	0.7350	0.7326
S2	0.7317	0.7317	0.7347
S3	0.7286	0.7303	0.7344
S4	0.7254	0.7272	0.7335

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	0.7393	0.7318	0.0075	1.0%	0.0049	0.7%	46%	False	False	72,762
10	0.7488	0.7318	0.0170	2.3%	0.0048	0.7%	20%	False	False	76,358
20	0.7542	0.7318	0.0224	3.0%	0.0051	0.7%	15%	False	False	78,011
40	0.7542	0.7313	0.0229	3.1%	0.0056	0.8%	17%	False	False	74,264
60	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	21%	False	False	65,323
80	0.7571	0.7287	0.0284	3.9%	0.0059	0.8%	23%	False	False	49,156
100	0.7571	0.7170	0.0401	5.5%	0.0060	0.8%	46%	False	False	39,363
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	33%	False	False	32,852

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7496
2.618	0.7445
1.618	0.7413
1.000	0.7394
0.618	0.7382
HIGH	0.7363
0.618	0.7350
0.500	0.7347
0.382	0.7343
LOW	0.7331
0.618	0.7312
1.000	0.7300
1.618	0.7280
2.618	0.7249
4.250	0.7197

Fisher Pivots for day following 02-Mar-2023
Pivot	1 day	3 day
R1	0.7351	0.7351
PP	0.7349	0.7349
S1	0.7347	0.7348

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

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