CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	0.7357	0.7283	-0.0075	-1.0%	0.7363
High	0.7364	0.7287	-0.0077	-1.0%	0.7400
Low	0.7278	0.7251	-0.0027	-0.4%	0.7333
Close	0.7280	0.7259	-0.0021	-0.3%	0.7368
Range	0.0086	0.0036	-0.0050	-58.1%	0.0067
ATR	0.0049	0.0048	-0.0001	-1.9%	0.0000
Volume	57,214	94,648	37,434	65.4%	19,140

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7374	0.7352	0.7279
R3	0.7338	0.7316	0.7269
R2	0.7302	0.7302	0.7266
R1	0.7280	0.7280	0.7262	0.7273
PP	0.7266	0.7266	0.7266	0.7262
S1	0.7244	0.7244	0.7256	0.7237
S2	0.7230	0.7230	0.7252
S3	0.7194	0.7208	0.7249
S4	0.7158	0.7172	0.7239

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	0.7251	0.0136	1.9%	0.0044	0.6%	6%	False	True	38,099
10	0.7409	0.7251	0.0158	2.2%	0.0046	0.6%	5%	False	True	19,609
20	0.7530	0.7251	0.0279	3.8%	0.0047	0.6%	3%	False	True	10,142
40	0.7549	0.7251	0.0298	4.1%	0.0046	0.6%	3%	False	True	5,167
60	0.7549	0.7251	0.0298	4.1%	0.0044	0.6%	3%	False	True	3,500
80	0.7581	0.7251	0.0330	4.5%	0.0042	0.6%	2%	False	True	2,648
100	0.7581	0.7200	0.0381	5.2%	0.0043	0.6%	16%	False	False	2,124
120	0.7610	0.7200	0.0410	5.6%	0.0043	0.6%	14%	False	False	1,776

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7440
2.618	0.7381
1.618	0.7345
1.000	0.7323
0.618	0.7309
HIGH	0.7287
0.618	0.7273
0.500	0.7269
0.382	0.7265
LOW	0.7251
0.618	0.7229
1.000	0.7215
1.618	0.7193
2.618	0.7157
4.250	0.7098

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	0.7269	0.7312
PP	0.7266	0.7294
S1	0.7262	0.7277

Download as Excel Spreadsheet

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

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