CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 20-Mar-2023

Day Change Summary
	Previous	Current
	17-Mar-2023	20-Mar-2023	Change	Change %	Previous Week
Open	0.7325	0.7310	-0.0015	-0.2%	0.7270
High	0.7333	0.7341	0.0008	0.1%	0.7348
Low	0.7283	0.7300	0.0018	0.2%	0.7263
Close	0.7312	0.7339	0.0027	0.4%	0.7312
Range	0.0051	0.0041	-0.0010	-19.8%	0.0086
ATR	0.0042	0.0042	0.0000	-0.3%	0.0000
Volume	18	35	17	94.4%	1,058

Daily Pivots for day following 20-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7448	0.7434	0.7361
R3	0.7407	0.7393	0.7350
R2	0.7367	0.7367	0.7346
R1	0.7353	0.7353	0.7342	0.7360
PP	0.7326	0.7326	0.7326	0.7330
S1	0.7312	0.7312	0.7335	0.7319
S2	0.7286	0.7286	0.7331
S3	0.7245	0.7272	0.7327
S4	0.7205	0.7231	0.7316

Weekly Pivots for week ending 17-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7564	0.7523	0.7359
R3	0.7478	0.7438	0.7335
R2	0.7393	0.7393	0.7327
R1	0.7352	0.7352	0.7319	0.7373
PP	0.7307	0.7307	0.7307	0.7318
S1	0.7267	0.7267	0.7304	0.7287
S2	0.7222	0.7222	0.7296
S3	0.7136	0.7181	0.7288
S4	0.7051	0.7096	0.7264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7348	0.7263	0.0086	1.2%	0.0045	0.6%	89%	False	False	189
10	0.7360	0.7244	0.0116	1.6%	0.0046	0.6%	81%	False	False	315
20	0.7455	0.7244	0.0211	2.9%	0.0039	0.5%	45%	False	False	198
40	0.7537	0.7244	0.0293	4.0%	0.0028	0.4%	32%	False	False	104
60	0.7537	0.7244	0.0293	4.0%	0.0027	0.4%	32%	False	False	72
80	0.7548	0.7244	0.0304	4.1%	0.0024	0.3%	31%	False	False	58
100	0.7593	0.7244	0.0349	4.8%	0.0023	0.3%	27%	False	False	47

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7513
2.618	0.7447
1.618	0.7406
1.000	0.7381
0.618	0.7366
HIGH	0.7341
0.618	0.7325
0.500	0.7320
0.382	0.7315
LOW	0.7300
0.618	0.7275
1.000	0.7260
1.618	0.7234
2.618	0.7194
4.250	0.7128

Fisher Pivots for day following 20-Mar-2023
Pivot	1 day	3 day
R1	0.7332	0.7329
PP	0.7326	0.7319
S1	0.7320	0.7309

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

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