CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 12-Dec-2022

Day Change Summary
	Previous	Current
	09-Dec-2022	12-Dec-2022	Change	Change %	Previous Week
Open	0.7365	0.7336	-0.0029	-0.4%	0.7438
High	0.7378	0.7351	-0.0027	-0.4%	0.7482
Low	0.7313	0.7317	0.0005	0.1%	0.7312
Close	0.7347	0.7340	-0.0007	-0.1%	0.7347
Range	0.0065	0.0034	-0.0031	-47.7%	0.0171
ATR	0.0068	0.0065	-0.0002	-3.6%	0.0000
Volume	10,791	25,902	15,111	140.0%	31,325

Daily Pivots for day following 12-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7438	0.7423	0.7358
R3	0.7404	0.7389	0.7349
R2	0.7370	0.7370	0.7346
R1	0.7355	0.7355	0.7343	0.7362
PP	0.7336	0.7336	0.7336	0.7340
S1	0.7321	0.7321	0.7336	0.7328
S2	0.7302	0.7302	0.7333
S3	0.7268	0.7287	0.7330
S4	0.7234	0.7253	0.7321

Weekly Pivots for week ending 09-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7790	0.7440
R3	0.7721	0.7619	0.7393
R2	0.7551	0.7551	0.7378
R1	0.7449	0.7449	0.7362	0.7414
PP	0.7380	0.7380	0.7380	0.7363
S1	0.7278	0.7278	0.7331	0.7244
S2	0.7210	0.7210	0.7315
S3	0.7039	0.7108	0.7300
S4	0.6869	0.6937	0.7253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7382	0.7312	0.0071	1.0%	0.0055	0.7%	40%	False	False	10,979
10	0.7482	0.7312	0.0171	2.3%	0.0071	1.0%	16%	False	False	6,483
20	0.7571	0.7312	0.0260	3.5%	0.0060	0.8%	11%	False	False	3,407
40	0.7571	0.7224	0.0347	4.7%	0.0066	0.9%	33%	False	False	1,838
60	0.7571	0.7170	0.0401	5.5%	0.0066	0.9%	42%	False	False	1,313
80	0.7746	0.7170	0.0576	7.8%	0.0058	0.8%	29%	False	False	1,018
100	0.7851	0.7170	0.0681	9.3%	0.0050	0.7%	25%	False	False	820

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7496
2.618	0.7440
1.618	0.7406
1.000	0.7385
0.618	0.7372
HIGH	0.7351
0.618	0.7338
0.500	0.7334
0.382	0.7330
LOW	0.7317
0.618	0.7296
1.000	0.7283
1.618	0.7262
2.618	0.7228
4.250	0.7173

Fisher Pivots for day following 12-Dec-2022
Pivot	1 day	3 day
R1	0.7338	0.7347
PP	0.7336	0.7345
S1	0.7334	0.7342

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

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