CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 02-Mar-2023

Day Change Summary
	Previous	Current
	01-Mar-2023	02-Mar-2023	Change	Change %	Previous Week
Open	0.7340	0.7367	0.0027	0.4%	0.7433
High	0.7372	0.7370	-0.0002	0.0%	0.7450
Low	0.7333	0.7344	0.0011	0.1%	0.7330
Close	0.7358	0.7363	0.0005	0.1%	0.7359
Range	0.0039	0.0027	-0.0013	-32.1%	0.0120
ATR	0.0049	0.0047	-0.0002	-3.3%	0.0000
Volume	2,131	4,316	2,185	102.5%	4,599

Daily Pivots for day following 02-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7438	0.7427	0.7378
R3	0.7412	0.7401	0.7370
R2	0.7385	0.7385	0.7368
R1	0.7374	0.7374	0.7365	0.7367
PP	0.7359	0.7359	0.7359	0.7355
S1	0.7348	0.7348	0.7361	0.7340
S2	0.7332	0.7332	0.7358
S3	0.7306	0.7321	0.7356
S4	0.7279	0.7295	0.7348

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	0.7403	0.7330	0.0073	1.0%	0.0046	0.6%	45%	False	False	1,912
10	0.7497	0.7330	0.0167	2.3%	0.0045	0.6%	20%	False	False	1,457
20	0.7549	0.7330	0.0219	3.0%	0.0046	0.6%	15%	False	False	883
40	0.7549	0.7330	0.0219	3.0%	0.0049	0.7%	15%	False	False	530
60	0.7549	0.7320	0.0229	3.1%	0.0043	0.6%	19%	False	False	411
80	0.7581	0.7307	0.0274	3.7%	0.0043	0.6%	20%	False	False	322
100	0.7581	0.7200	0.0381	5.2%	0.0042	0.6%	43%	False	False	262
120	0.7713	0.7200	0.0513	7.0%	0.0043	0.6%	32%	False	False	225

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7483
2.618	0.7439
1.618	0.7413
1.000	0.7397
0.618	0.7386
HIGH	0.7370
0.618	0.7360
0.500	0.7357
0.382	0.7354
LOW	0.7344
0.618	0.7327
1.000	0.7317
1.618	0.7301
2.618	0.7274
4.250	0.7231

Fisher Pivots for day following 02-Mar-2023
Pivot	1 day	3 day
R1	0.7361	0.7361
PP	0.7359	0.7359
S1	0.7357	0.7358

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

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