CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	0.7294	0.7317	0.0023	0.3%	0.7366
High	0.7336	0.7332	-0.0004	-0.1%	0.7373
Low	0.7282	0.7250	-0.0032	-0.4%	0.7227
Close	0.7320	0.7286	-0.0034	-0.5%	0.7242
Range	0.0054	0.0082	0.0028	50.9%	0.0146
ATR	0.0050	0.0053	0.0002	4.4%	0.0000
Volume	106,278	135,594	29,316	27.6%	436,846

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7534	0.7491	0.7330
R3	0.7452	0.7410	0.7308
R2	0.7371	0.7371	0.7300
R1	0.7328	0.7328	0.7293	0.7309
PP	0.7289	0.7289	0.7289	0.7279
S1	0.7247	0.7247	0.7278	0.7227
S2	0.7208	0.7208	0.7271
S3	0.7126	0.7165	0.7263
S4	0.7045	0.7084	0.7241

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%	0.0061	0.8%	54%	False	False	129,822
10	0.7387	0.7227	0.0161	2.2%	0.0053	0.7%	37%	False	False	83,961
20	0.7497	0.7227	0.0270	3.7%	0.0050	0.7%	22%	False	False	42,529
40	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	18%	False	False	21,374
60	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	18%	False	False	14,290
80	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	18%	False	False	10,759
100	0.7581	0.7227	0.0354	4.9%	0.0044	0.6%	17%	False	False	8,614
120	0.7581	0.7200	0.0381	5.2%	0.0045	0.6%	22%	False	False	7,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7678
2.618	0.7545
1.618	0.7463
1.000	0.7413
0.618	0.7382
HIGH	0.7332
0.618	0.7300
0.500	0.7291
0.382	0.7281
LOW	0.7250
0.618	0.7200
1.000	0.7169
1.618	0.7118
2.618	0.7037
4.250	0.6904

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	0.7291	0.7292
PP	0.7289	0.7290
S1	0.7287	0.7288

Download as Excel Spreadsheet

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

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