CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 06-Mar-2023

Day Change Summary
	Previous	Current
	03-Mar-2023	06-Mar-2023	Change	Change %	Previous Week
Open	0.7365	0.7366	0.0001	0.0%	0.7363
High	0.7387	0.7373	-0.0015	-0.2%	0.7400
Low	0.7340	0.7349	0.0009	0.1%	0.7333
Close	0.7368	0.7354	-0.0015	-0.2%	0.7368
Range	0.0047	0.0024	-0.0023	-48.9%	0.0067
ATR	0.0047	0.0046	-0.0002	-3.5%	0.0000
Volume	10,441	23,879	13,438	128.7%	19,140

Daily Pivots for day following 06-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7430	0.7416	0.7367
R3	0.7406	0.7392	0.7360
R2	0.7382	0.7382	0.7358
R1	0.7368	0.7368	0.7356	0.7363
PP	0.7358	0.7358	0.7358	0.7356
S1	0.7344	0.7344	0.7351	0.7339
S2	0.7334	0.7334	0.7349
S3	0.7310	0.7320	0.7347
S4	0.7286	0.7296	0.7340

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	0.7387	0.7333	0.0054	0.7%	0.0036	0.5%	38%	False	False	8,476
10	0.7450	0.7330	0.0120	1.6%	0.0042	0.6%	20%	False	False	4,761
20	0.7530	0.7330	0.0200	2.7%	0.0044	0.6%	12%	False	False	2,560
40	0.7549	0.7330	0.0219	3.0%	0.0047	0.6%	11%	False	False	1,378
60	0.7549	0.7320	0.0229	3.1%	0.0042	0.6%	15%	False	False	974
80	0.7581	0.7320	0.0261	3.5%	0.0042	0.6%	13%	False	False	750
100	0.7581	0.7200	0.0381	5.2%	0.0042	0.6%	40%	False	False	606
120	0.7681	0.7200	0.0481	6.5%	0.0043	0.6%	32%	False	False	511

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.7475
2.618	0.7435
1.618	0.7411
1.000	0.7397
0.618	0.7387
HIGH	0.7373
0.618	0.7363
0.500	0.7361
0.382	0.7358
LOW	0.7349
0.618	0.7334
1.000	0.7325
1.618	0.7310
2.618	0.7286
4.250	0.7247

Fisher Pivots for day following 06-Mar-2023
Pivot	1 day	3 day
R1	0.7361	0.7364
PP	0.7358	0.7360
S1	0.7356	0.7357

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

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