CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 09-Mar-2023

Day Change Summary
	Previous	Current
	08-Mar-2023	09-Mar-2023	Change	Change %	Previous Week
Open	0.7283	0.7261	-0.0022	-0.3%	0.7363
High	0.7287	0.7284	-0.0003	0.0%	0.7400
Low	0.7251	0.7239	-0.0012	-0.2%	0.7333
Close	0.7259	0.7247	-0.0013	-0.2%	0.7368
Range	0.0036	0.0045	0.0009	25.0%	0.0067
ATR	0.0048	0.0048	0.0000	-0.4%	0.0000
Volume	94,648	113,905	19,257	20.3%	19,140

Daily Pivots for day following 09-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7392	0.7364	0.7271
R3	0.7347	0.7319	0.7259
R2	0.7302	0.7302	0.7255
R1	0.7274	0.7274	0.7251	0.7265
PP	0.7257	0.7257	0.7257	0.7252
S1	0.7229	0.7229	0.7242	0.7220
S2	0.7212	0.7212	0.7238
S3	0.7167	0.7184	0.7234
S4	0.7122	0.7139	0.7222

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	0.7239	0.0148	2.0%	0.0048	0.7%	5%	False	True	60,017
10	0.7403	0.7239	0.0164	2.3%	0.0047	0.6%	5%	False	True	30,964
20	0.7530	0.7239	0.0291	4.0%	0.0047	0.6%	3%	False	True	15,832
40	0.7549	0.7239	0.0310	4.3%	0.0046	0.6%	2%	False	True	8,013
60	0.7549	0.7239	0.0310	4.3%	0.0043	0.6%	2%	False	True	5,380
80	0.7581	0.7239	0.0342	4.7%	0.0042	0.6%	2%	False	True	4,071
100	0.7581	0.7224	0.0357	4.9%	0.0043	0.6%	6%	False	False	3,262
120	0.7581	0.7200	0.0381	5.3%	0.0043	0.6%	12%	False	False	2,725

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7475
2.618	0.7402
1.618	0.7357
1.000	0.7329
0.618	0.7312
HIGH	0.7284
0.618	0.7267
0.500	0.7262
0.382	0.7256
LOW	0.7239
0.618	0.7211
1.000	0.7194
1.618	0.7166
2.618	0.7121
4.250	0.7048

Fisher Pivots for day following 09-Mar-2023
Pivot	1 day	3 day
R1	0.7262	0.7302
PP	0.7257	0.7283
S1	0.7252	0.7265

Download as Excel Spreadsheet

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

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