CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 24-Mar-2023

Day Change Summary
	Previous	Current
	23-Mar-2023	24-Mar-2023	Change	Change %	Previous Week
Open	0.7296	0.7304	0.0008	0.1%	0.7302
High	0.7348	0.7304	-0.0044	-0.6%	0.7348
Low	0.7292	0.7254	-0.0038	-0.5%	0.7254
Close	0.7300	0.7287	-0.0013	-0.2%	0.7287
Range	0.0056	0.0050	-0.0006	-10.7%	0.0094
ATR	0.0051	0.0051	0.0000	-0.2%	0.0000
Volume	97,633	90,790	-6,843	-7.0%	435,808

Daily Pivots for day following 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7432	0.7409	0.7315
R3	0.7382	0.7359	0.7301
R2	0.7332	0.7332	0.7296
R1	0.7309	0.7309	0.7292	0.7296
PP	0.7282	0.7282	0.7282	0.7275
S1	0.7259	0.7259	0.7282	0.7246
S2	0.7232	0.7232	0.7278
S3	0.7182	0.7209	0.7273
S4	0.7132	0.7159	0.7260

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7577	0.7525	0.7338
R3	0.7483	0.7432	0.7313
R2	0.7390	0.7390	0.7304
R1	0.7338	0.7338	0.7296	0.7317
PP	0.7296	0.7296	0.7296	0.7286
S1	0.7245	0.7245	0.7278	0.7224
S2	0.7203	0.7203	0.7270
S3	0.7109	0.7151	0.7261
S4	0.7016	0.7058	0.7236

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7348	0.7254	0.0094	1.3%	0.0051	0.7%	35%	False	True	87,161
10	0.7348	0.7249	0.0099	1.4%	0.0055	0.8%	39%	False	False	101,481
20	0.7400	0.7227	0.0173	2.4%	0.0050	0.7%	35%	False	False	73,540
40	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	19%	False	False	37,012
60	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	19%	False	False	24,725
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	19%	False	False	18,588
100	0.7581	0.7227	0.0354	4.9%	0.0044	0.6%	17%	False	False	14,880
120	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	23%	False	False	12,404

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7517
2.618	0.7435
1.618	0.7385
1.000	0.7354
0.618	0.7335
HIGH	0.7304
0.618	0.7285
0.500	0.7279
0.382	0.7273
LOW	0.7254
0.618	0.7223
1.000	0.7204
1.618	0.7173
2.618	0.7123
4.250	0.7042

Fisher Pivots for day following 24-Mar-2023
Pivot	1 day	3 day
R1	0.7284	0.7301
PP	0.7282	0.7296
S1	0.7279	0.7292

Download as Excel Spreadsheet

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

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