CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 30-Mar-2023

Day Change Summary
	Previous	Current
	29-Mar-2023	30-Mar-2023	Change	Change %	Previous Week
Open	0.7363	0.7385	0.0022	0.3%	0.7302
High	0.7387	0.7409	0.0022	0.3%	0.7348
Low	0.7354	0.7373	0.0019	0.3%	0.7254
Close	0.7381	0.7407	0.0026	0.4%	0.7287
Range	0.0033	0.0036	0.0004	10.8%	0.0094
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	66,708	62,607	-4,101	-6.1%	435,808

Daily Pivots for day following 30-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7504	0.7491	0.7426
R3	0.7468	0.7455	0.7416
R2	0.7432	0.7432	0.7413
R1	0.7419	0.7419	0.7410	0.7426
PP	0.7396	0.7396	0.7396	0.7399
S1	0.7383	0.7383	0.7403	0.7390
S2	0.7360	0.7360	0.7400
S3	0.7324	0.7347	0.7397
S4	0.7288	0.7311	0.7387

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	0.7409	0.7254	0.0155	2.1%	0.0045	0.6%	99%	True	False	69,954
10	0.7409	0.7254	0.0155	2.1%	0.0048	0.6%	99%	True	False	76,920
20	0.7409	0.7227	0.0182	2.5%	0.0051	0.7%	99%	True	False	86,054
40	0.7549	0.7227	0.0323	4.4%	0.0048	0.7%	56%	False	False	43,468
60	0.7549	0.7227	0.0323	4.4%	0.0050	0.7%	56%	False	False	29,038
80	0.7549	0.7227	0.0323	4.4%	0.0045	0.6%	56%	False	False	21,822
100	0.7581	0.7227	0.0354	4.8%	0.0044	0.6%	51%	False	False	17,468
120	0.7581	0.7200	0.0381	5.1%	0.0043	0.6%	54%	False	False	14,561

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	0.7562
2.618	0.7503
1.618	0.7467
1.000	0.7445
0.618	0.7431
HIGH	0.7409
0.618	0.7395
0.500	0.7391
0.382	0.7386
LOW	0.7373
0.618	0.7350
1.000	0.7337
1.618	0.7314
2.618	0.7278
4.250	0.7220

Fisher Pivots for day following 30-Mar-2023
Pivot	1 day	3 day
R1	0.7401	0.7391
PP	0.7396	0.7376
S1	0.7391	0.7361

Download as Excel Spreadsheet

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

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