CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 16-Mar-2023

Day Change Summary
	Previous	Current
	15-Mar-2023	16-Mar-2023	Change	Change %	Previous Week
Open	0.7317	0.7276	-0.0041	-0.6%	0.7366
High	0.7332	0.7303	-0.0029	-0.4%	0.7373
Low	0.7250	0.7264	0.0014	0.2%	0.7227
Close	0.7286	0.7295	0.0010	0.1%	0.7242
Range	0.0082	0.0039	-0.0043	-52.1%	0.0146
ATR	0.0053	0.0052	-0.0001	-1.9%	0.0000
Volume	135,594	116,589	-19,005	-14.0%	436,846

Daily Pivots for day following 16-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7404	0.7389	0.7316
R3	0.7365	0.7350	0.7306
R2	0.7326	0.7326	0.7302
R1	0.7311	0.7311	0.7299	0.7318
PP	0.7287	0.7287	0.7287	0.7291
S1	0.7272	0.7272	0.7291	0.7279
S2	0.7248	0.7248	0.7288
S3	0.7209	0.7233	0.7284
S4	0.7170	0.7194	0.7274

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%	0.0060	0.8%	63%	False	False	130,359
10	0.7387	0.7227	0.0161	2.2%	0.0054	0.7%	43%	False	False	95,188
20	0.7497	0.7227	0.0270	3.7%	0.0049	0.7%	25%	False	False	48,322
40	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	21%	False	False	24,283
60	0.7549	0.7227	0.0323	4.4%	0.0047	0.6%	21%	False	False	16,228
80	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	21%	False	False	12,216
100	0.7581	0.7227	0.0354	4.9%	0.0044	0.6%	19%	False	False	9,779
120	0.7581	0.7200	0.0381	5.2%	0.0045	0.6%	25%	False	False	8,155

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7468
2.618	0.7405
1.618	0.7366
1.000	0.7342
0.618	0.7327
HIGH	0.7303
0.618	0.7288
0.500	0.7283
0.382	0.7278
LOW	0.7264
0.618	0.7239
1.000	0.7225
1.618	0.7200
2.618	0.7161
4.250	0.7098

Fisher Pivots for day following 16-Mar-2023
Pivot	1 day	3 day
R1	0.7291	0.7294
PP	0.7287	0.7294
S1	0.7283	0.7293

Download as Excel Spreadsheet

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

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