CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 28-Mar-2023

Day Change Summary
	Previous	Current
	27-Mar-2023	28-Mar-2023	Change	Change %	Previous Week
Open	0.7286	0.7331	0.0045	0.6%	0.7302
High	0.7337	0.7367	0.0031	0.4%	0.7348
Low	0.7286	0.7313	0.0027	0.4%	0.7254
Close	0.7335	0.7361	0.0026	0.3%	0.7287
Range	0.0051	0.0055	0.0004	6.9%	0.0094
ATR	0.0051	0.0052	0.0000	0.4%	0.0000
Volume	62,653	67,016	4,363	7.0%	435,808

Daily Pivots for day following 28-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7510	0.7490	0.7390
R3	0.7456	0.7435	0.7375
R2	0.7401	0.7401	0.7370
R1	0.7381	0.7381	0.7365	0.7391
PP	0.7347	0.7347	0.7347	0.7352
S1	0.7326	0.7326	0.7356	0.7337
S2	0.7292	0.7292	0.7351
S3	0.7238	0.7272	0.7346
S4	0.7183	0.7217	0.7331

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	0.7367	0.7254	0.0113	1.5%	0.0052	0.7%	94%	True	False	80,639
10	0.7367	0.7250	0.0117	1.6%	0.0053	0.7%	94%	True	False	89,207
20	0.7387	0.7227	0.0161	2.2%	0.0051	0.7%	83%	False	False	79,911
40	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	42%	False	False	40,249
60	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	42%	False	False	26,886
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	42%	False	False	20,207
100	0.7581	0.7227	0.0354	4.8%	0.0045	0.6%	38%	False	False	16,176
120	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	42%	False	False	13,484

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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7599
2.618	0.7510
1.618	0.7455
1.000	0.7422
0.618	0.7401
HIGH	0.7367
0.618	0.7346
0.500	0.7340
0.382	0.7333
LOW	0.7313
0.618	0.7279
1.000	0.7258
1.618	0.7224
2.618	0.7170
4.250	0.7081

Fisher Pivots for day following 28-Mar-2023
Pivot	1 day	3 day
R1	0.7354	0.7344
PP	0.7347	0.7327
S1	0.7340	0.7311

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols