CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	0.7230	0.7240	0.0011	0.1%	0.7352
High	0.7266	0.7310	0.0044	0.6%	0.7363
Low	0.7214	0.7240	0.0026	0.4%	0.7214
Close	0.7230	0.7287	0.0057	0.8%	0.7230
Range	0.0052	0.0070	0.0018	34.6%	0.0149
ATR	0.0051	0.0053	0.0002	4.1%	0.0000
Volume	55,578	8,396	-47,182	-84.9%	567,394

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7489	0.7458	0.7325
R3	0.7419	0.7388	0.7306
R2	0.7349	0.7349	0.7299
R1	0.7318	0.7318	0.7293	0.7333
PP	0.7279	0.7279	0.7279	0.7287
S1	0.7248	0.7248	0.7280	0.7263
S2	0.7209	0.7209	0.7274
S3	0.7139	0.7178	0.7267
S4	0.7069	0.7108	0.7248

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	0.7353	0.7214	0.0139	1.9%	0.0058	0.8%	52%	False	False	102,577
10	0.7377	0.7214	0.0163	2.2%	0.0048	0.7%	44%	False	False	86,693
20	0.7535	0.7214	0.0321	4.4%	0.0050	0.7%	23%	False	False	81,859
40	0.7542	0.7214	0.0328	4.5%	0.0053	0.7%	22%	False	False	78,135
60	0.7542	0.7214	0.0328	4.5%	0.0055	0.8%	22%	False	False	74,259
80	0.7571	0.7214	0.0357	4.9%	0.0057	0.8%	20%	False	False	57,287
100	0.7571	0.7214	0.0357	4.9%	0.0059	0.8%	20%	False	False	45,885
120	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	29%	False	False	38,281

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7608
2.618	0.7493
1.618	0.7423
1.000	0.7380
0.618	0.7353
HIGH	0.7310
0.618	0.7283
0.500	0.7275
0.382	0.7267
LOW	0.7240
0.618	0.7197
1.000	0.7170
1.618	0.7127
2.618	0.7057
4.250	0.6943

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	0.7283	0.7278
PP	0.7279	0.7270
S1	0.7275	0.7262

Download as Excel Spreadsheet

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

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