CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 07-Mar-2023

Day Change Summary
	Previous	Current
	06-Mar-2023	07-Mar-2023	Change	Change %	Previous Week
Open	0.7366	0.7357	-0.0009	-0.1%	0.7363
High	0.7373	0.7364	-0.0009	-0.1%	0.7400
Low	0.7349	0.7278	-0.0071	-1.0%	0.7333
Close	0.7354	0.7280	-0.0074	-1.0%	0.7368
Range	0.0024	0.0086	0.0062	258.3%	0.0067
ATR	0.0046	0.0049	0.0003	6.3%	0.0000
Volume	23,879	57,214	33,335	139.6%	19,140

Daily Pivots for day following 07-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7565	0.7508	0.7327
R3	0.7479	0.7422	0.7303
R2	0.7393	0.7393	0.7295
R1	0.7336	0.7336	0.7287	0.7322
PP	0.7307	0.7307	0.7307	0.7300
S1	0.7250	0.7250	0.7272	0.7236
S2	0.7221	0.7221	0.7264
S3	0.7135	0.7164	0.7256
S4	0.7049	0.7078	0.7232

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	0.7278	0.0109	1.5%	0.0045	0.6%	1%	False	True	19,596
10	0.7409	0.7278	0.0131	1.8%	0.0045	0.6%	1%	False	True	10,264
20	0.7530	0.7278	0.0252	3.5%	0.0047	0.6%	1%	False	True	5,414
40	0.7549	0.7278	0.0271	3.7%	0.0046	0.6%	1%	False	True	2,803
60	0.7549	0.7278	0.0271	3.7%	0.0043	0.6%	1%	False	True	1,926
80	0.7581	0.7278	0.0303	4.2%	0.0042	0.6%	0%	False	True	1,465
100	0.7581	0.7200	0.0381	5.2%	0.0043	0.6%	21%	False	False	1,177
120	0.7610	0.7200	0.0410	5.6%	0.0043	0.6%	19%	False	False	988

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7730
2.618	0.7589
1.618	0.7503
1.000	0.7450
0.618	0.7417
HIGH	0.7364
0.618	0.7331
0.500	0.7321
0.382	0.7311
LOW	0.7278
0.618	0.7225
1.000	0.7192
1.618	0.7139
2.618	0.7053
4.250	0.6913

Fisher Pivots for day following 07-Mar-2023
Pivot	1 day	3 day
R1	0.7321	0.7333
PP	0.7307	0.7315
S1	0.7293	0.7297

Download as Excel Spreadsheet

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

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