CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	0.7304	0.7286	-0.0018	-0.2%	0.7302
High	0.7304	0.7337	0.0033	0.4%	0.7348
Low	0.7254	0.7286	0.0032	0.4%	0.7254
Close	0.7287	0.7335	0.0048	0.7%	0.7287
Range	0.0050	0.0051	0.0001	2.0%	0.0094
ATR	0.0051	0.0051	0.0000	0.0%	0.0000
Volume	90,790	62,653	-28,137	-31.0%	435,808

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7472	0.7455	0.7363
R3	0.7421	0.7404	0.7349
R2	0.7370	0.7370	0.7344
R1	0.7353	0.7353	0.7340	0.7361
PP	0.7319	0.7319	0.7319	0.7323
S1	0.7302	0.7302	0.7330	0.7310
S2	0.7268	0.7268	0.7326
S3	0.7217	0.7251	0.7321
S4	0.7166	0.7200	0.7307

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%	87%	False	False	81,490
10	0.7348	0.7250	0.0098	1.3%	0.0053	0.7%	87%	False	False	93,133
20	0.7387	0.7227	0.0161	2.2%	0.0050	0.7%	68%	False	False	76,640
40	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	34%	False	False	38,575
60	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	34%	False	False	25,769
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	34%	False	False	19,370
100	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	31%	False	False	15,506
120	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	35%	False	False	12,926

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7553
2.618	0.7470
1.618	0.7419
1.000	0.7388
0.618	0.7368
HIGH	0.7337
0.618	0.7317
0.500	0.7311
0.382	0.7305
LOW	0.7286
0.618	0.7254
1.000	0.7235
1.618	0.7203
2.618	0.7152
4.250	0.7069

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	0.7327	0.7324
PP	0.7319	0.7312
S1	0.7311	0.7301

Download as Excel Spreadsheet

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

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