CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Dec-2022

Day Change Summary
	Previous	Current
	12-Dec-2022	13-Dec-2022	Change	Change %	Previous Week
Open	0.7336	0.7342	0.0006	0.1%	0.7438
High	0.7351	0.7406	0.0055	0.7%	0.7482
Low	0.7317	0.7338	0.0021	0.3%	0.7312
Close	0.7340	0.7386	0.0046	0.6%	0.7347
Range	0.0034	0.0068	0.0034	100.0%	0.0171
ATR	0.0065	0.0065	0.0000	0.3%	0.0000
Volume	25,902	59,430	33,528	129.4%	31,325

Daily Pivots for day following 13-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7551	0.7423
R3	0.7512	0.7483	0.7404
R2	0.7444	0.7444	0.7398
R1	0.7415	0.7415	0.7392	0.7430
PP	0.7376	0.7376	0.7376	0.7384
S1	0.7347	0.7347	0.7379	0.7362
S2	0.7308	0.7308	0.7373
S3	0.7240	0.7279	0.7367
S4	0.7172	0.7211	0.7348

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	0.7406	0.7312	0.0094	1.3%	0.0058	0.8%	79%	True	False	22,428
10	0.7482	0.7312	0.0171	2.3%	0.0065	0.9%	43%	False	False	12,169
20	0.7571	0.7312	0.0260	3.5%	0.0062	0.8%	29%	False	False	6,370
40	0.7571	0.7231	0.0341	4.6%	0.0065	0.9%	46%	False	False	3,323
60	0.7571	0.7170	0.0401	5.4%	0.0067	0.9%	54%	False	False	2,303
80	0.7746	0.7170	0.0576	7.8%	0.0059	0.8%	37%	False	False	1,761
100	0.7851	0.7170	0.0681	9.2%	0.0051	0.7%	32%	False	False	1,414

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7695
2.618	0.7584
1.618	0.7516
1.000	0.7474
0.618	0.7448
HIGH	0.7406
0.618	0.7380
0.500	0.7372
0.382	0.7363
LOW	0.7338
0.618	0.7295
1.000	0.7270
1.618	0.7227
2.618	0.7159
4.250	0.7049

Fisher Pivots for day following 13-Dec-2022
Pivot	1 day	3 day
R1	0.7381	0.7377
PP	0.7376	0.7368
S1	0.7372	0.7359

Download as Excel Spreadsheet

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

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