CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 15-Mar-2023

Day Change Summary
	Previous	Current
	14-Mar-2023	15-Mar-2023	Change	Change %	Previous Week
Open	0.7296	0.7306	0.0010	0.1%	0.7384
High	0.7348	0.7306	-0.0043	-0.6%	0.7384
Low	0.7296	0.7263	-0.0033	-0.5%	0.7244
Close	0.7332	0.7297	-0.0035	-0.5%	0.7257
Range	0.0053	0.0043	-0.0010	-18.1%	0.0140
ATR	0.0040	0.0042	0.0002	5.2%	0.0000
Volume	57	696	639	1,121.1%	2,317

Daily Pivots for day following 15-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7417	0.7400	0.7321
R3	0.7374	0.7357	0.7309
R2	0.7331	0.7331	0.7305
R1	0.7314	0.7314	0.7301	0.7301
PP	0.7288	0.7288	0.7288	0.7282
S1	0.7271	0.7271	0.7293	0.7258
S2	0.7245	0.7245	0.7289
S3	0.7202	0.7228	0.7285
S4	0.7159	0.7185	0.7273

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7715	0.7626	0.7334
R3	0.7575	0.7486	0.7296
R2	0.7435	0.7435	0.7283
R1	0.7346	0.7346	0.7270	0.7321
PP	0.7295	0.7295	0.7295	0.7282
S1	0.7206	0.7206	0.7244	0.7181
S2	0.7155	0.7155	0.7231
S3	0.7015	0.7066	0.7219
S4	0.6875	0.6926	0.7180

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7348	0.7244	0.0104	1.4%	0.0048	0.7%	51%	False	False	369
10	0.7401	0.7244	0.0157	2.2%	0.0041	0.6%	34%	False	False	342
20	0.7498	0.7244	0.0254	3.5%	0.0037	0.5%	21%	False	False	193
40	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	18%	False	False	100
60	0.7537	0.7244	0.0293	4.0%	0.0025	0.3%	18%	False	False	69
80	0.7549	0.7244	0.0305	4.2%	0.0023	0.3%	17%	False	False	56
100	0.7593	0.7244	0.0349	4.8%	0.0023	0.3%	15%	False	False	46

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7488
2.618	0.7418
1.618	0.7375
1.000	0.7349
0.618	0.7332
HIGH	0.7306
0.618	0.7289
0.500	0.7284
0.382	0.7279
LOW	0.7263
0.618	0.7236
1.000	0.7220
1.618	0.7193
2.618	0.7150
4.250	0.7080

Fisher Pivots for day following 15-Mar-2023
Pivot	1 day	3 day
R1	0.7293	0.7305
PP	0.7288	0.7303
S1	0.7284	0.7300

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

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