CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	0.7245	0.7230	-0.0016	-0.2%	0.7352
High	0.7272	0.7266	-0.0006	-0.1%	0.7363
Low	0.7227	0.7214	-0.0013	-0.2%	0.7214
Close	0.7234	0.7230	-0.0005	-0.1%	0.7230
Range	0.0045	0.0052	0.0007	15.6%	0.0149
ATR	0.0051	0.0051	0.0000	0.1%	0.0000
Volume	144,279	55,578	-88,701	-61.5%	567,394

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7393	0.7363	0.7258
R3	0.7341	0.7311	0.7244
R2	0.7289	0.7289	0.7239
R1	0.7259	0.7259	0.7234	0.7256
PP	0.7237	0.7237	0.7237	0.7235
S1	0.7207	0.7207	0.7225	0.7204
S2	0.7185	0.7185	0.7220
S3	0.7133	0.7155	0.7215
S4	0.7081	0.7103	0.7201

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7620	0.7311
R3	0.7566	0.7472	0.7270
R2	0.7417	0.7417	0.7257
R1	0.7323	0.7323	0.7243	0.7296
PP	0.7269	0.7269	0.7269	0.7255
S1	0.7175	0.7175	0.7216	0.7148
S2	0.7120	0.7120	0.7202
S3	0.6972	0.7026	0.7189
S4	0.6823	0.6878	0.7148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7363	0.7214	0.0149	2.1%	0.0049	0.7%	10%	False	True	113,478
10	0.7389	0.7214	0.0175	2.4%	0.0046	0.6%	9%	False	True	92,082
20	0.7535	0.7214	0.0321	4.4%	0.0050	0.7%	5%	False	True	85,943
40	0.7542	0.7214	0.0328	4.5%	0.0053	0.7%	5%	False	True	79,937
60	0.7542	0.7214	0.0328	4.5%	0.0055	0.8%	5%	False	True	75,110
80	0.7571	0.7214	0.0357	4.9%	0.0056	0.8%	4%	False	True	57,184
100	0.7571	0.7214	0.0357	4.9%	0.0059	0.8%	4%	False	True	45,801
120	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	15%	False	False	38,211

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7487
2.618	0.7402
1.618	0.7350
1.000	0.7318
0.618	0.7298
HIGH	0.7266
0.618	0.7246
0.500	0.7240
0.382	0.7234
LOW	0.7214
0.618	0.7182
1.000	0.7162
1.618	0.7130
2.618	0.7078
4.250	0.6993

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	0.7240	0.7245
PP	0.7237	0.7240
S1	0.7233	0.7235

Download as Excel Spreadsheet

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

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