CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 13-Mar-2023

Day Change Summary
	Previous	Current
	10-Mar-2023	13-Mar-2023	Change	Change %	Previous Week
Open	0.7246	0.7250	0.0004	0.0%	0.7366
High	0.7279	0.7323	0.0044	0.6%	0.7373
Low	0.7227	0.7249	0.0023	0.3%	0.7227
Close	0.7242	0.7298	0.0056	0.8%	0.7242
Range	0.0052	0.0074	0.0022	41.3%	0.0146
ATR	0.0048	0.0050	0.0002	4.9%	0.0000
Volume	147,200	146,135	-1,065	-0.7%	436,846

Daily Pivots for day following 13-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7510	0.7477	0.7338
R3	0.7437	0.7404	0.7318
R2	0.7363	0.7363	0.7311
R1	0.7330	0.7330	0.7304	0.7347
PP	0.7290	0.7290	0.7290	0.7298
S1	0.7257	0.7257	0.7291	0.7273
S2	0.7216	0.7216	0.7284
S3	0.7143	0.7183	0.7277
S4	0.7069	0.7110	0.7257

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	0.7364	0.7227	0.0138	1.9%	0.0059	0.8%	52%	False	False	111,820
10	0.7387	0.7227	0.0161	2.2%	0.0047	0.6%	44%	False	False	60,148
20	0.7530	0.7227	0.0304	4.2%	0.0047	0.6%	23%	False	False	30,460
40	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	22%	False	False	15,338
60	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	22%	False	False	10,263
80	0.7558	0.7227	0.0332	4.5%	0.0043	0.6%	21%	False	False	7,737
100	0.7581	0.7227	0.0354	4.9%	0.0043	0.6%	20%	False	False	6,195
120	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	26%	False	False	5,169

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7635
2.618	0.7515
1.618	0.7441
1.000	0.7396
0.618	0.7368
HIGH	0.7323
0.618	0.7294
0.500	0.7286
0.382	0.7277
LOW	0.7249
0.618	0.7204
1.000	0.7176
1.618	0.7130
2.618	0.7057
4.250	0.6937

Fisher Pivots for day following 13-Mar-2023
Pivot	1 day	3 day
R1	0.7294	0.7290
PP	0.7290	0.7282
S1	0.7286	0.7275

Download as Excel Spreadsheet

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

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