CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 10-Mar-2023

Day Change Summary
	Previous	Current
	09-Mar-2023	10-Mar-2023	Change	Change %	Previous Week
Open	0.7261	0.7246	-0.0015	-0.2%	0.7366
High	0.7284	0.7279	-0.0006	-0.1%	0.7373
Low	0.7239	0.7227	-0.0013	-0.2%	0.7227
Close	0.7247	0.7242	-0.0005	-0.1%	0.7242
Range	0.0045	0.0052	0.0007	15.6%	0.0146
ATR	0.0048	0.0048	0.0000	0.7%	0.0000
Volume	113,905	147,200	33,295	29.2%	436,846

Daily Pivots for day following 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7405	0.7376	0.7271
R3	0.7353	0.7324	0.7256
R2	0.7301	0.7301	0.7252
R1	0.7272	0.7272	0.7247	0.7260
PP	0.7249	0.7249	0.7249	0.7243
S1	0.7220	0.7220	0.7237	0.7208
S2	0.7197	0.7197	0.7232
S3	0.7145	0.7168	0.7228
S4	0.7093	0.7116	0.7213

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7718	0.7626	0.7322
R3	0.7572	0.7480	0.7282
R2	0.7426	0.7426	0.7269
R1	0.7334	0.7334	0.7255	0.7307
PP	0.7280	0.7280	0.7280	0.7267
S1	0.7188	0.7188	0.7229	0.7161
S2	0.7134	0.7134	0.7215
S3	0.6988	0.7042	0.7202
S4	0.6842	0.6896	0.7162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7373	0.7227	0.0146	2.0%	0.0049	0.7%	11%	False	True	87,369
10	0.7400	0.7227	0.0173	2.4%	0.0045	0.6%	9%	False	True	45,598
20	0.7530	0.7227	0.0304	4.2%	0.0047	0.6%	5%	False	True	23,180
40	0.7549	0.7227	0.0323	4.5%	0.0047	0.7%	5%	False	True	11,692
60	0.7549	0.7227	0.0323	4.5%	0.0044	0.6%	5%	False	True	7,831
80	0.7581	0.7227	0.0354	4.9%	0.0042	0.6%	4%	False	True	5,910
100	0.7581	0.7227	0.0354	4.9%	0.0042	0.6%	4%	False	True	4,734
120	0.7581	0.7200	0.0381	5.3%	0.0044	0.6%	11%	False	False	3,952

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7500
2.618	0.7415
1.618	0.7363
1.000	0.7331
0.618	0.7311
HIGH	0.7279
0.618	0.7259
0.500	0.7253
0.382	0.7246
LOW	0.7227
0.618	0.7194
1.000	0.7175
1.618	0.7142
2.618	0.7090
4.250	0.7006

Fisher Pivots for day following 10-Mar-2023
Pivot	1 day	3 day
R1	0.7253	0.7257
PP	0.7249	0.7252
S1	0.7246	0.7247

Download as Excel Spreadsheet

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

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