CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 14-Mar-2023

Day Change Summary
	Previous	Current
	13-Mar-2023	14-Mar-2023	Change	Change %	Previous Week
Open	0.7240	0.7276	0.0036	0.5%	0.7352
High	0.7310	0.7324	0.0014	0.2%	0.7363
Low	0.7240	0.7274	0.0034	0.5%	0.7214
Close	0.7287	0.7321	0.0035	0.5%	0.7230
Range	0.0070	0.0051	-0.0020	-27.9%	0.0149
ATR	0.0053	0.0053	0.0000	-0.4%	0.0000
Volume	8,396	98	-8,298	-98.8%	567,394

Daily Pivots for day following 14-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7458	0.7440	0.7349
R3	0.7407	0.7389	0.7335
R2	0.7357	0.7357	0.7330
R1	0.7339	0.7339	0.7326	0.7348
PP	0.7306	0.7306	0.7306	0.7311
S1	0.7288	0.7288	0.7316	0.7297
S2	0.7256	0.7256	0.7312
S3	0.7205	0.7238	0.7307
S4	0.7155	0.7187	0.7293

Weekly Pivots for week ending 10-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7714	0.7620	0.7311
R3	0.7566	0.7472	0.7270
R2	0.7417	0.7417	0.7257
R1	0.7323	0.7323	0.7243	0.7296
PP	0.7269	0.7269	0.7269	0.7255
S1	0.7175	0.7175	0.7216	0.7148
S2	0.7120	0.7120	0.7202
S3	0.6972	0.7026	0.7189
S4	0.6823	0.6878	0.7148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7324	0.7214	0.0110	1.5%	0.0051	0.7%	97%	True	False	75,123
10	0.7377	0.7214	0.0163	2.2%	0.0049	0.7%	66%	False	False	79,287
20	0.7535	0.7214	0.0321	4.4%	0.0051	0.7%	33%	False	False	79,052
40	0.7542	0.7214	0.0328	4.5%	0.0053	0.7%	33%	False	False	76,677
60	0.7542	0.7214	0.0328	4.5%	0.0055	0.8%	33%	False	False	73,218
80	0.7571	0.7214	0.0357	4.9%	0.0057	0.8%	30%	False	False	57,286
100	0.7571	0.7214	0.0357	4.9%	0.0059	0.8%	30%	False	False	45,885
120	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	38%	False	False	38,281

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7539
2.618	0.7456
1.618	0.7406
1.000	0.7375
0.618	0.7355
HIGH	0.7324
0.618	0.7305
0.500	0.7299
0.382	0.7293
LOW	0.7274
0.618	0.7242
1.000	0.7223
1.618	0.7192
2.618	0.7141
4.250	0.7059

Fisher Pivots for day following 14-Mar-2023
Pivot	1 day	3 day
R1	0.7314	0.7304
PP	0.7306	0.7286
S1	0.7299	0.7269

Download as Excel Spreadsheet

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

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