CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 22-Mar-2023

Day Change Summary
	Previous	Current
	21-Mar-2023	22-Mar-2023	Change	Change %	Previous Week
Open	0.7327	0.7302	-0.0025	-0.3%	0.7250
High	0.7339	0.7333	-0.0006	-0.1%	0.7336
Low	0.7290	0.7286	-0.0004	-0.1%	0.7249
Close	0.7301	0.7316	0.0015	0.2%	0.7302
Range	0.0050	0.0048	-0.0002	-4.0%	0.0087
ATR	0.0051	0.0051	0.0000	-0.5%	0.0000
Volume	71,270	85,107	13,837	19.4%	579,009

Daily Pivots for day following 22-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7454	0.7432	0.7342
R3	0.7406	0.7385	0.7329
R2	0.7359	0.7359	0.7324
R1	0.7337	0.7337	0.7320	0.7348
PP	0.7311	0.7311	0.7311	0.7317
S1	0.7290	0.7290	0.7311	0.7301
S2	0.7264	0.7264	0.7307
S3	0.7216	0.7242	0.7302
S4	0.7169	0.7195	0.7289

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	0.7264	0.0076	1.0%	0.0047	0.6%	69%	False	False	87,677
10	0.7339	0.7227	0.0113	1.5%	0.0054	0.7%	79%	False	False	108,749
20	0.7409	0.7227	0.0183	2.5%	0.0050	0.7%	49%	False	False	64,179
40	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	28%	False	False	32,317
60	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	28%	False	False	21,586
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	28%	False	False	16,235
100	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	25%	False	False	12,996
120	0.7581	0.7200	0.0381	5.2%	0.0045	0.6%	30%	False	False	10,835

Crabel Price Patterns
NR	True
NR4	True
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	0.0015
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7535
2.618	0.7457
1.618	0.7410
1.000	0.7381
0.618	0.7362
HIGH	0.7333
0.618	0.7315
0.500	0.7309
0.382	0.7304
LOW	0.7286
0.618	0.7256
1.000	0.7238
1.618	0.7209
2.618	0.7161
4.250	0.7084

Fisher Pivots for day following 22-Mar-2023
Pivot	1 day	3 day
R1	0.7313	0.7314
PP	0.7311	0.7313
S1	0.7309	0.7312

Download as Excel Spreadsheet

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

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