CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	0.7298	0.7302	0.0004	0.1%	0.7250
High	0.7321	0.7336	0.0015	0.2%	0.7336
Low	0.7271	0.7285	0.0014	0.2%	0.7249
Close	0.7302	0.7330	0.0029	0.4%	0.7302
Range	0.0050	0.0051	0.0001	2.0%	0.0087
ATR	0.0052	0.0052	0.0000	-0.1%	0.0000
Volume	74,413	91,008	16,595	22.3%	579,009

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7470	0.7451	0.7358
R3	0.7419	0.7400	0.7344
R2	0.7368	0.7368	0.7339
R1	0.7349	0.7349	0.7335	0.7359
PP	0.7317	0.7317	0.7317	0.7322
S1	0.7298	0.7298	0.7325	0.7308
S2	0.7266	0.7266	0.7321
S3	0.7215	0.7247	0.7316
S4	0.7164	0.7196	0.7302

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	0.7250	0.0086	1.2%	0.0055	0.8%	93%	True	False	104,776
10	0.7364	0.7227	0.0138	1.9%	0.0057	0.8%	75%	False	False	108,298
20	0.7450	0.7227	0.0223	3.0%	0.0049	0.7%	46%	False	False	56,530
40	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	32%	False	False	28,410
60	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	32%	False	False	18,984
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	32%	False	False	14,281
100	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	29%	False	False	11,433
120	0.7581	0.7200	0.0381	5.2%	0.0045	0.6%	34%	False	False	9,532

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7553
2.618	0.7470
1.618	0.7419
1.000	0.7387
0.618	0.7368
HIGH	0.7336
0.618	0.7317
0.500	0.7311
0.382	0.7304
LOW	0.7285
0.618	0.7253
1.000	0.7234
1.618	0.7202
2.618	0.7151
4.250	0.7068

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	0.7324	0.7320
PP	0.7317	0.7310
S1	0.7311	0.7300

Download as Excel Spreadsheet

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

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