CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 31-Mar-2023

Day Change Summary
	Previous	Current
	30-Mar-2023	31-Mar-2023	Change	Change %	Previous Week
Open	0.7385	0.7404	0.0019	0.3%	0.7286
High	0.7409	0.7413	0.0004	0.1%	0.7413
Low	0.7373	0.7382	0.0009	0.1%	0.7286
Close	0.7407	0.7399	-0.0008	-0.1%	0.7399
Range	0.0036	0.0031	-0.0005	-13.9%	0.0127
ATR	0.0049	0.0048	-0.0001	-2.6%	0.0000
Volume	62,607	71,832	9,225	14.7%	330,816

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7491	0.7476	0.7416
R3	0.7460	0.7445	0.7408
R2	0.7429	0.7429	0.7405
R1	0.7414	0.7414	0.7402	0.7406
PP	0.7398	0.7398	0.7398	0.7394
S1	0.7383	0.7383	0.7396	0.7375
S2	0.7367	0.7367	0.7393
S3	0.7336	0.7352	0.7390
S4	0.7305	0.7321	0.7382

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7747	0.7700	0.7469
R3	0.7620	0.7573	0.7434
R2	0.7493	0.7493	0.7422
R1	0.7446	0.7446	0.7411	0.7469
PP	0.7366	0.7366	0.7366	0.7377
S1	0.7319	0.7319	0.7387	0.7342
S2	0.7239	0.7239	0.7376
S3	0.7112	0.7192	0.7364
S4	0.6985	0.7065	0.7329

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7413	0.7286	0.0127	1.7%	0.0041	0.6%	89%	True	False	66,163
10	0.7413	0.7254	0.0159	2.1%	0.0046	0.6%	91%	True	False	76,662
20	0.7413	0.7227	0.0186	2.5%	0.0050	0.7%	93%	True	False	89,123
40	0.7530	0.7227	0.0304	4.1%	0.0048	0.7%	57%	False	False	45,257
60	0.7549	0.7227	0.0323	4.4%	0.0049	0.7%	53%	False	False	30,232
80	0.7549	0.7227	0.0323	4.4%	0.0044	0.6%	53%	False	False	22,716
100	0.7581	0.7227	0.0354	4.8%	0.0043	0.6%	49%	False	False	18,186
120	0.7581	0.7200	0.0381	5.1%	0.0043	0.6%	52%	False	False	15,160

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7544
2.618	0.7494
1.618	0.7463
1.000	0.7444
0.618	0.7432
HIGH	0.7413
0.618	0.7401
0.500	0.7397
0.382	0.7393
LOW	0.7382
0.618	0.7362
1.000	0.7351
1.618	0.7331
2.618	0.7300
4.250	0.7250

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	0.7398	0.7394
PP	0.7398	0.7389
S1	0.7397	0.7383

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

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