CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	0.7355	0.7352	-0.0003	0.0%	0.7348
High	0.7377	0.7363	-0.0015	-0.2%	0.7389
Low	0.7329	0.7338	0.0009	0.1%	0.7321
Close	0.7358	0.7343	-0.0015	-0.2%	0.7358
Range	0.0049	0.0025	-0.0024	-48.5%	0.0068
ATR	0.0052	0.0050	-0.0002	-3.7%	0.0000
Volume	77,058	62,905	-14,153	-18.4%	353,429

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7423	0.7408	0.7356
R3	0.7398	0.7383	0.7349
R2	0.7373	0.7373	0.7347
R1	0.7358	0.7358	0.7345	0.7353
PP	0.7348	0.7348	0.7348	0.7345
S1	0.7333	0.7333	0.7340	0.7328
S2	0.7323	0.7323	0.7338
S3	0.7298	0.7308	0.7336
S4	0.7273	0.7283	0.7329

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	0.7377	0.7321	0.0056	0.8%	0.0039	0.5%	38%	False	False	70,809
10	0.7441	0.7318	0.0123	1.7%	0.0044	0.6%	20%	False	False	73,854
20	0.7535	0.7318	0.0217	3.0%	0.0049	0.7%	11%	False	False	75,835
40	0.7542	0.7318	0.0224	3.0%	0.0053	0.7%	11%	False	False	73,775
60	0.7542	0.7304	0.0238	3.2%	0.0055	0.8%	16%	False	False	67,580
80	0.7571	0.7304	0.0268	3.6%	0.0058	0.8%	15%	False	False	50,896
100	0.7571	0.7170	0.0401	5.5%	0.0060	0.8%	43%	False	False	40,761
120	0.7712	0.7170	0.0542	7.4%	0.0060	0.8%	32%	False	False	34,016

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.7469
2.618	0.7428
1.618	0.7403
1.000	0.7388
0.618	0.7378
HIGH	0.7363
0.618	0.7353
0.500	0.7350
0.382	0.7347
LOW	0.7338
0.618	0.7322
1.000	0.7313
1.618	0.7297
2.618	0.7272
4.250	0.7231

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	0.7350	0.7353
PP	0.7348	0.7349
S1	0.7345	0.7346

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

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