CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 03-Mar-2023

Day Change Summary
	Previous	Current
	02-Mar-2023	03-Mar-2023	Change	Change %	Previous Week
Open	0.7356	0.7355	-0.0001	0.0%	0.7348
High	0.7363	0.7377	0.0015	0.2%	0.7389
Low	0.7331	0.7329	-0.0003	0.0%	0.7321
Close	0.7353	0.7358	0.0005	0.1%	0.7358
Range	0.0032	0.0049	0.0017	54.0%	0.0068
ATR	0.0052	0.0052	0.0000	-0.5%	0.0000
Volume	61,391	77,058	15,667	25.5%	353,429

Daily Pivots for day following 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7500	0.7477	0.7384
R3	0.7451	0.7429	0.7371
R2	0.7403	0.7403	0.7366
R1	0.7380	0.7380	0.7362	0.7392
PP	0.7354	0.7354	0.7354	0.7360
S1	0.7332	0.7332	0.7353	0.7343
S2	0.7306	0.7306	0.7349
S3	0.7257	0.7283	0.7344
S4	0.7209	0.7235	0.7331

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7527	0.7395
R3	0.7492	0.7459	0.7376
R2	0.7424	0.7424	0.7370
R1	0.7391	0.7391	0.7364	0.7407
PP	0.7356	0.7356	0.7356	0.7364
S1	0.7323	0.7323	0.7351	0.7339
S2	0.7288	0.7288	0.7345
S3	0.7220	0.7255	0.7339
S4	0.7152	0.7187	0.7320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7389	0.7321	0.0068	0.9%	0.0043	0.6%	54%	False	False	70,685
10	0.7441	0.7318	0.0123	1.7%	0.0046	0.6%	32%	False	False	75,929
20	0.7535	0.7318	0.0217	2.9%	0.0051	0.7%	18%	False	False	77,625
40	0.7542	0.7318	0.0224	3.0%	0.0054	0.7%	18%	False	False	74,041
60	0.7542	0.7304	0.0238	3.2%	0.0056	0.8%	23%	False	False	66,568
80	0.7571	0.7304	0.0268	3.6%	0.0058	0.8%	20%	False	False	50,111
100	0.7571	0.7170	0.0401	5.5%	0.0060	0.8%	47%	False	False	40,132
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	34%	False	False	33,493

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

Fibonacci Retracements and Extensions
4.250	0.7583
2.618	0.7504
1.618	0.7455
1.000	0.7426
0.618	0.7407
HIGH	0.7377
0.618	0.7358
0.500	0.7353
0.382	0.7347
LOW	0.7329
0.618	0.7299
1.000	0.7280
1.618	0.7250
2.618	0.7202
4.250	0.7122

Fisher Pivots for day following 03-Mar-2023
Pivot	1 day	3 day
R1	0.7356	0.7355
PP	0.7354	0.7352
S1	0.7353	0.7349

Download as Excel Spreadsheet

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

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