CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 21-Mar-2023

Day Change Summary
	Previous	Current
	20-Mar-2023	21-Mar-2023	Change	Change %	Previous Week
Open	0.7302	0.7327	0.0025	0.3%	0.7250
High	0.7336	0.7339	0.0003	0.0%	0.7336
Low	0.7285	0.7290	0.0005	0.1%	0.7249
Close	0.7330	0.7301	-0.0030	-0.4%	0.7302
Range	0.0051	0.0050	-0.0002	-2.9%	0.0087
ATR	0.0052	0.0051	0.0000	-0.3%	0.0000
Volume	91,008	71,270	-19,738	-21.7%	579,009

Daily Pivots for day following 21-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7458	0.7429	0.7328
R3	0.7409	0.7379	0.7314
R2	0.7359	0.7359	0.7310
R1	0.7330	0.7330	0.7305	0.7320
PP	0.7310	0.7310	0.7310	0.7305
S1	0.7280	0.7280	0.7296	0.7270
S2	0.7260	0.7260	0.7291
S3	0.7211	0.7231	0.7287
S4	0.7161	0.7181	0.7273

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	0.7339	0.7250	0.0089	1.2%	0.0054	0.7%	57%	True	False	97,774
10	0.7339	0.7227	0.0113	1.5%	0.0053	0.7%	66%	True	False	109,704
20	0.7409	0.7227	0.0183	2.5%	0.0049	0.7%	41%	False	False	59,984
40	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	23%	False	False	30,190
60	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	23%	False	False	20,168
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	23%	False	False	15,171
100	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	21%	False	False	12,146
120	0.7581	0.7200	0.0381	5.2%	0.0045	0.6%	26%	False	False	10,126

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7549
2.618	0.7469
1.618	0.7419
1.000	0.7389
0.618	0.7370
HIGH	0.7339
0.618	0.7320
0.500	0.7314
0.382	0.7308
LOW	0.7290
0.618	0.7259
1.000	0.7240
1.618	0.7209
2.618	0.7160
4.250	0.7079

Fisher Pivots for day following 21-Mar-2023
Pivot	1 day	3 day
R1	0.7314	0.7305
PP	0.7310	0.7304
S1	0.7305	0.7302

Download as Excel Spreadsheet

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

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