CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 01-Mar-2023

Day Change Summary
	Previous	Current
	28-Feb-2023	01-Mar-2023	Change	Change %	Previous Week
Open	0.7378	0.7340	-0.0038	-0.5%	0.7433
High	0.7382	0.7372	-0.0010	-0.1%	0.7450
Low	0.7338	0.7333	-0.0005	-0.1%	0.7330
Close	0.7350	0.7358	0.0009	0.1%	0.7359
Range	0.0044	0.0039	-0.0005	-11.4%	0.0120
ATR	0.0050	0.0049	-0.0001	-1.6%	0.0000
Volume	1,613	2,131	518	32.1%	4,599

Daily Pivots for day following 01-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7454	0.7379
R3	0.7432	0.7415	0.7369
R2	0.7393	0.7393	0.7365
R1	0.7376	0.7376	0.7362	0.7385
PP	0.7354	0.7354	0.7354	0.7359
S1	0.7337	0.7337	0.7354	0.7346
S2	0.7315	0.7315	0.7351
S3	0.7276	0.7298	0.7347
S4	0.7237	0.7259	0.7337

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7738	0.7668	0.7425
R3	0.7619	0.7549	0.7392
R2	0.7499	0.7499	0.7381
R1	0.7429	0.7429	0.7370	0.7404
PP	0.7380	0.7380	0.7380	0.7367
S1	0.7310	0.7310	0.7348	0.7285
S2	0.7260	0.7260	0.7337
S3	0.7141	0.7190	0.7326
S4	0.7021	0.7071	0.7293

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7409	0.7330	0.0079	1.1%	0.0047	0.6%	35%	False	False	1,119
10	0.7497	0.7330	0.0167	2.3%	0.0047	0.6%	17%	False	False	1,097
20	0.7549	0.7330	0.0219	3.0%	0.0048	0.6%	13%	False	False	679
40	0.7549	0.7322	0.0228	3.1%	0.0050	0.7%	16%	False	False	426
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	17%	False	False	341
80	0.7581	0.7280	0.0301	4.1%	0.0043	0.6%	26%	False	False	269
100	0.7581	0.7200	0.0381	5.2%	0.0042	0.6%	42%	False	False	219
120	0.7713	0.7200	0.0513	7.0%	0.0043	0.6%	31%	False	False	189

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7538
2.618	0.7474
1.618	0.7435
1.000	0.7411
0.618	0.7396
HIGH	0.7372
0.618	0.7357
0.500	0.7353
0.382	0.7348
LOW	0.7333
0.618	0.7309
1.000	0.7294
1.618	0.7270
2.618	0.7231
4.250	0.7167

Fisher Pivots for day following 01-Mar-2023
Pivot	1 day	3 day
R1	0.7356	0.7366
PP	0.7354	0.7364
S1	0.7353	0.7361

Download as Excel Spreadsheet

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

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