CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 03-Mar-2023

Day Change Summary
	Previous	Current
	02-Mar-2023	03-Mar-2023	Change	Change %	Previous Week
Open	0.7367	0.7365	-0.0002	0.0%	0.7363
High	0.7370	0.7387	0.0017	0.2%	0.7400
Low	0.7344	0.7340	-0.0004	0.0%	0.7333
Close	0.7363	0.7368	0.0005	0.1%	0.7368
Range	0.0027	0.0047	0.0021	77.4%	0.0067
ATR	0.0047	0.0047	0.0000	-0.1%	0.0000
Volume	4,316	10,441	6,125	141.9%	19,140

Daily Pivots for day following 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7506	0.7484	0.7394
R3	0.7459	0.7437	0.7381
R2	0.7412	0.7412	0.7377
R1	0.7390	0.7390	0.7372	0.7401
PP	0.7365	0.7365	0.7365	0.7371
S1	0.7343	0.7343	0.7364	0.7354
S2	0.7318	0.7318	0.7359
S3	0.7271	0.7296	0.7355
S4	0.7224	0.7249	0.7342

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7566	0.7534	0.7405
R3	0.7500	0.7467	0.7386
R2	0.7433	0.7433	0.7380
R1	0.7401	0.7401	0.7374	0.7417
PP	0.7367	0.7367	0.7367	0.7375
S1	0.7334	0.7334	0.7362	0.7351
S2	0.7300	0.7300	0.7356
S3	0.7234	0.7268	0.7350
S4	0.7167	0.7201	0.7331

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7400	0.7333	0.0067	0.9%	0.0041	0.6%	53%	False	False	3,828
10	0.7450	0.7330	0.0120	1.6%	0.0043	0.6%	32%	False	False	2,447
20	0.7530	0.7330	0.0200	2.7%	0.0046	0.6%	19%	False	False	1,391
40	0.7549	0.7330	0.0219	3.0%	0.0048	0.6%	17%	False	False	786
60	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	21%	False	False	580
80	0.7581	0.7320	0.0261	3.5%	0.0041	0.6%	18%	False	False	452
100	0.7581	0.7200	0.0381	5.2%	0.0042	0.6%	44%	False	False	367
120	0.7713	0.7200	0.0513	7.0%	0.0043	0.6%	33%	False	False	312

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

Fibonacci Retracements and Extensions
4.250	0.7587
2.618	0.7510
1.618	0.7463
1.000	0.7434
0.618	0.7416
HIGH	0.7387
0.618	0.7369
0.500	0.7364
0.382	0.7358
LOW	0.7340
0.618	0.7311
1.000	0.7293
1.618	0.7264
2.618	0.7217
4.250	0.7140

Fisher Pivots for day following 03-Mar-2023
Pivot	1 day	3 day
R1	0.7367	0.7365
PP	0.7365	0.7363
S1	0.7364	0.7360

Download as Excel Spreadsheet

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

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