CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 27-Mar-2023

Day Change Summary
	Previous	Current
	24-Mar-2023	27-Mar-2023	Change	Change %	Previous Week
Open	0.7316	0.7307	-0.0009	-0.1%	0.7310
High	0.7316	0.7346	0.0030	0.4%	0.7356
Low	0.7264	0.7306	0.0042	0.6%	0.7264
Close	0.7298	0.7346	0.0048	0.7%	0.7298
Range	0.0052	0.0040	-0.0012	-23.1%	0.0092
ATR	0.0043	0.0043	0.0000	0.9%	0.0000
Volume	118	82	-36	-30.5%	374

Daily Pivots for day following 27-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7453	0.7439	0.7368
R3	0.7413	0.7399	0.7357
R2	0.7373	0.7373	0.7353
R1	0.7359	0.7359	0.7350	0.7366
PP	0.7333	0.7333	0.7333	0.7336
S1	0.7319	0.7319	0.7342	0.7326
S2	0.7293	0.7293	0.7339
S3	0.7253	0.7279	0.7335
S4	0.7213	0.7239	0.7324

Weekly Pivots for week ending 24-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7582	0.7532	0.7349
R3	0.7490	0.7440	0.7323
R2	0.7398	0.7398	0.7315
R1	0.7348	0.7348	0.7306	0.7327
PP	0.7306	0.7306	0.7306	0.7296
S1	0.7256	0.7256	0.7290	0.7235
S2	0.7214	0.7214	0.7281
S3	0.7122	0.7164	0.7273
S4	0.7030	0.7072	0.7247

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7356	0.7264	0.0092	1.3%	0.0044	0.6%	89%	False	False	84
10	0.7356	0.7263	0.0094	1.3%	0.0044	0.6%	89%	False	False	136
20	0.7401	0.7244	0.0157	2.1%	0.0041	0.6%	65%	False	False	214
40	0.7537	0.7244	0.0293	4.0%	0.0032	0.4%	35%	False	False	114
60	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	35%	False	False	78
80	0.7537	0.7244	0.0293	4.0%	0.0026	0.4%	35%	False	False	60
100	0.7593	0.7244	0.0349	4.8%	0.0025	0.3%	29%	False	False	51

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7451
1.618	0.7411
1.000	0.7386
0.618	0.7371
HIGH	0.7346
0.618	0.7331
0.500	0.7326
0.382	0.7321
LOW	0.7306
0.618	0.7281
1.000	0.7266
1.618	0.7241
2.618	0.7201
4.250	0.7136

Fisher Pivots for day following 27-Mar-2023
Pivot	1 day	3 day
R1	0.7339	0.7334
PP	0.7333	0.7322
S1	0.7326	0.7310

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

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