CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Mar-2023

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	0.7270	0.7245	-0.0025	-0.3%	0.7348
High	0.7276	0.7272	-0.0004	-0.1%	0.7389
Low	0.7239	0.7227	-0.0012	-0.2%	0.7321
Close	0.7247	0.7234	-0.0013	-0.2%	0.7358
Range	0.0037	0.0045	0.0008	21.6%	0.0068
ATR	0.0052	0.0051	0.0000	-0.9%	0.0000
Volume	167,267	144,279	-22,988	-13.7%	353,429

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7379	0.7352	0.7259
R3	0.7334	0.7307	0.7246
R2	0.7289	0.7289	0.7242
R1	0.7262	0.7262	0.7238	0.7253
PP	0.7244	0.7244	0.7244	0.7240
S1	0.7217	0.7217	0.7230	0.7208
S2	0.7199	0.7199	0.7226
S3	0.7154	0.7172	0.7222
S4	0.7109	0.7127	0.7209

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	0.7227	0.0151	2.1%	0.0049	0.7%	5%	False	True	117,774
10	0.7393	0.7227	0.0166	2.3%	0.0049	0.7%	5%	False	True	95,268
20	0.7535	0.7227	0.0309	4.3%	0.0050	0.7%	2%	False	True	86,769
40	0.7542	0.7227	0.0315	4.4%	0.0052	0.7%	2%	False	True	79,662
60	0.7542	0.7227	0.0315	4.4%	0.0055	0.8%	2%	False	True	74,615
80	0.7571	0.7227	0.0345	4.8%	0.0057	0.8%	2%	False	True	56,492
100	0.7571	0.7210	0.0361	5.0%	0.0060	0.8%	7%	False	False	45,246
120	0.7571	0.7170	0.0401	5.5%	0.0060	0.8%	16%	False	False	37,751

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7463
2.618	0.7389
1.618	0.7344
1.000	0.7317
0.618	0.7299
HIGH	0.7272
0.618	0.7254
0.500	0.7249
0.382	0.7244
LOW	0.7227
0.618	0.7199
1.000	0.7182
1.618	0.7154
2.618	0.7109
4.250	0.7035

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	0.7249	0.7290
PP	0.7244	0.7271
S1	0.7239	0.7253

Download as Excel Spreadsheet

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

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