CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 14-Mar-2023

Day Change Summary
	Previous	Current
	13-Mar-2023	14-Mar-2023	Change	Change %	Previous Week
Open	0.7250	0.7294	0.0044	0.6%	0.7366
High	0.7323	0.7336	0.0013	0.2%	0.7373
Low	0.7249	0.7282	0.0033	0.4%	0.7227
Close	0.7298	0.7320	0.0022	0.3%	0.7242
Range	0.0074	0.0054	-0.0020	-26.5%	0.0146
ATR	0.0050	0.0050	0.0000	0.5%	0.0000
Volume	146,135	106,278	-39,857	-27.3%	436,846

Daily Pivots for day following 14-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7474	0.7451	0.7349
R3	0.7420	0.7397	0.7334
R2	0.7366	0.7366	0.7329
R1	0.7343	0.7343	0.7324	0.7355
PP	0.7312	0.7312	0.7312	0.7318
S1	0.7289	0.7289	0.7315	0.7301
S2	0.7258	0.7258	0.7310
S3	0.7204	0.7235	0.7305
S4	0.7150	0.7181	0.7290

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	0.7336	0.7227	0.0109	1.5%	0.0052	0.7%	85%	True	False	121,633
10	0.7387	0.7227	0.0161	2.2%	0.0048	0.7%	58%	False	False	70,614
20	0.7530	0.7227	0.0304	4.1%	0.0048	0.7%	31%	False	False	35,767
40	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	29%	False	False	17,993
60	0.7549	0.7227	0.0323	4.4%	0.0046	0.6%	29%	False	False	12,031
80	0.7549	0.7227	0.0323	4.4%	0.0043	0.6%	29%	False	False	9,064
100	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	26%	False	False	7,258
120	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	31%	False	False	6,055

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7477
1.618	0.7423
1.000	0.7390
0.618	0.7369
HIGH	0.7336
0.618	0.7315
0.500	0.7309
0.382	0.7302
LOW	0.7282
0.618	0.7248
1.000	0.7228
1.618	0.7194
2.618	0.7140
4.250	0.7052

Fisher Pivots for day following 14-Mar-2023
Pivot	1 day	3 day
R1	0.7316	0.7307
PP	0.7312	0.7294
S1	0.7309	0.7281

Download as Excel Spreadsheet

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

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