CME Canadian Dollar Future September 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	0.7381	0.7401	0.0020	0.3%	0.7307
High	0.7417	0.7420	0.0003	0.0%	0.7420
Low	0.7381	0.7394	0.0013	0.2%	0.7306
Close	0.7417	0.7410	-0.0008	-0.1%	0.7410
Range	0.0036	0.0026	-0.0010	-27.8%	0.0114
ATR	0.0041	0.0040	-0.0001	-2.6%	0.0000
Volume	109	73	-36	-33.0%	371

Daily Pivots for day following 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7486	0.7474	0.7424
R3	0.7460	0.7448	0.7417
R2	0.7434	0.7434	0.7414
R1	0.7422	0.7422	0.7412	0.7428
PP	0.7408	0.7408	0.7408	0.7411
S1	0.7396	0.7396	0.7407	0.7402
S2	0.7382	0.7382	0.7405
S3	0.7356	0.7370	0.7402
S4	0.7330	0.7344	0.7395

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7719	0.7678	0.7472
R3	0.7605	0.7564	0.7441
R2	0.7492	0.7492	0.7430
R1	0.7451	0.7451	0.7420	0.7471
PP	0.7378	0.7378	0.7378	0.7389
S1	0.7337	0.7337	0.7399	0.7358
S2	0.7265	0.7265	0.7389
S3	0.7151	0.7224	0.7378
S4	0.7038	0.7110	0.7347

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7420	0.7306	0.0114	1.5%	0.0032	0.4%	91%	True	False	74
10	0.7420	0.7264	0.0156	2.1%	0.0038	0.5%	94%	True	False	74
20	0.7420	0.7244	0.0176	2.4%	0.0041	0.5%	94%	True	False	206
40	0.7524	0.7244	0.0280	3.8%	0.0034	0.5%	59%	False	False	121
60	0.7537	0.7244	0.0293	4.0%	0.0030	0.4%	56%	False	False	83
80	0.7537	0.7244	0.0293	4.0%	0.0026	0.4%	56%	False	False	64
100	0.7593	0.7244	0.0349	4.7%	0.0024	0.3%	47%	False	False	54

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7530
2.618	0.7488
1.618	0.7462
1.000	0.7446
0.618	0.7436
HIGH	0.7420
0.618	0.7410
0.500	0.7407
0.382	0.7403
LOW	0.7394
0.618	0.7377
1.000	0.7368
1.618	0.7351
2.618	0.7325
4.250	0.7283

Fisher Pivots for day following 31-Mar-2023
Pivot	1 day	3 day
R1	0.7409	0.7406
PP	0.7408	0.7402
S1	0.7407	0.7398

Download as Excel Spreadsheet

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

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