I got the wrong idea - I was speaking of constraining assemblies, but if you are talking about constraining sketches, that is a different story.
Constraining sketches does not have the "six degrees of freedom" that catiajim spoke of - it relies more on an XY coordinate type method. That is, you need to first define a "datum", which can be a projected element, or if you are close to the absolute planes, you can intersect them into the sketch, and fix them as an "absolute" reference, of sorts. It all depends on what you want to do. But you really need to fully constrain all the elements relative to one another, and then have 1 object to constrain the whole thing to.
Of course, there are so many ways to constrain, but this is the basic method. Use constraints in context. (somewhat like dimensioning
What are you trying to design and constrain? Setting the context will help determine an appropriate method.
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