CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 29-Mar-2023

Day Change Summary
	Previous	Current
	28-Mar-2023	29-Mar-2023	Change	Change %	Previous Week
Open	0.7331	0.7363	0.0032	0.4%	0.7302
High	0.7367	0.7387	0.0020	0.3%	0.7348
Low	0.7313	0.7354	0.0042	0.6%	0.7254
Close	0.7361	0.7381	0.0020	0.3%	0.7287
Range	0.0055	0.0033	-0.0022	-40.4%	0.0094
ATR	0.0052	0.0050	-0.0001	-2.6%	0.0000
Volume	67,016	66,708	-308	-0.5%	435,808

Daily Pivots for day following 29-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7458	0.7398
R3	0.7439	0.7426	0.7389
R2	0.7406	0.7406	0.7386
R1	0.7393	0.7393	0.7383	0.7400
PP	0.7374	0.7374	0.7374	0.7377
S1	0.7361	0.7361	0.7378	0.7367
S2	0.7341	0.7341	0.7375
S3	0.7309	0.7328	0.7372
S4	0.7276	0.7296	0.7363

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	0.7387	0.7254	0.0133	1.8%	0.0049	0.7%	95%	True	False	76,960
10	0.7387	0.7254	0.0133	1.8%	0.0048	0.7%	95%	True	False	82,318
20	0.7387	0.7227	0.0161	2.2%	0.0050	0.7%	96%	False	False	83,139
40	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	48%	False	False	41,909
60	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	48%	False	False	27,997
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	48%	False	False	21,041
100	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	44%	False	False	16,843
120	0.7581	0.7200	0.0381	5.2%	0.0044	0.6%	47%	False	False	14,039

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	0.7525
2.618	0.7472
1.618	0.7439
1.000	0.7419
0.618	0.7407
HIGH	0.7387
0.618	0.7374
0.500	0.7370
0.382	0.7366
LOW	0.7354
0.618	0.7334
1.000	0.7322
1.618	0.7301
2.618	0.7269
4.250	0.7216

Fisher Pivots for day following 29-Mar-2023
Pivot	1 day	3 day
R1	0.7377	0.7366
PP	0.7374	0.7351
S1	0.7370	0.7336

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

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