CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 17-Mar-2023

Day Change Summary
	Previous	Current
	16-Mar-2023	17-Mar-2023	Change	Change %	Previous Week
Open	0.7276	0.7298	0.0022	0.3%	0.7250
High	0.7303	0.7321	0.0019	0.3%	0.7336
Low	0.7264	0.7271	0.0008	0.1%	0.7249
Close	0.7295	0.7302	0.0007	0.1%	0.7302
Range	0.0039	0.0050	0.0011	28.2%	0.0087
ATR	0.0052	0.0052	0.0000	-0.2%	0.0000
Volume	116,589	74,413	-42,176	-36.2%	579,009

Daily Pivots for day following 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7425	0.7329
R3	0.7398	0.7375	0.7315
R2	0.7348	0.7348	0.7311
R1	0.7325	0.7325	0.7306	0.7336
PP	0.7298	0.7298	0.7298	0.7304
S1	0.7275	0.7275	0.7297	0.7286
S2	0.7248	0.7248	0.7292
S3	0.7198	0.7225	0.7288
S4	0.7148	0.7175	0.7274

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7555	0.7515	0.7349
R3	0.7468	0.7428	0.7325
R2	0.7382	0.7382	0.7317
R1	0.7342	0.7342	0.7309	0.7362
PP	0.7295	0.7295	0.7295	0.7305
S1	0.7255	0.7255	0.7294	0.7275
S2	0.7209	0.7209	0.7286
S3	0.7122	0.7169	0.7278
S4	0.7036	0.7082	0.7254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7336	0.7249	0.0087	1.2%	0.0060	0.8%	61%	False	False	115,801
10	0.7373	0.7227	0.0146	2.0%	0.0054	0.7%	51%	False	False	101,585
20	0.7450	0.7227	0.0223	3.1%	0.0049	0.7%	34%	False	False	52,016
40	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	23%	False	False	26,140
60	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	23%	False	False	17,467
80	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	23%	False	False	13,145
100	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	21%	False	False	10,523
120	0.7581	0.7200	0.0381	5.2%	0.0045	0.6%	27%	False	False	8,774

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7534
2.618	0.7452
1.618	0.7402
1.000	0.7371
0.618	0.7352
HIGH	0.7321
0.618	0.7302
0.500	0.7296
0.382	0.7290
LOW	0.7271
0.618	0.7240
1.000	0.7221
1.618	0.7190
2.618	0.7140
4.250	0.7059

Fisher Pivots for day following 17-Mar-2023
Pivot	1 day	3 day
R1	0.7300	0.7298
PP	0.7298	0.7294
S1	0.7296	0.7291

Download as Excel Spreadsheet

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

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