CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 15-Dec-2022

Day Change Summary
	Previous	Current
	14-Dec-2022	15-Dec-2022	Change	Change %	Previous Week
Open	0.7388	0.7392	0.0004	0.0%	0.7438
High	0.7405	0.7393	-0.0012	-0.2%	0.7482
Low	0.7355	0.7320	-0.0035	-0.5%	0.7312
Close	0.7382	0.7330	-0.0052	-0.7%	0.7347
Range	0.0050	0.0073	0.0023	46.0%	0.0171
ATR	0.0064	0.0065	0.0001	1.0%	0.0000
Volume	62,534	61,769	-765	-1.2%	31,325

Daily Pivots for day following 15-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7567	0.7521	0.7370
R3	0.7494	0.7448	0.7350
R2	0.7421	0.7421	0.7343
R1	0.7375	0.7375	0.7336	0.7361
PP	0.7348	0.7348	0.7348	0.7341
S1	0.7302	0.7302	0.7323	0.7288
S2	0.7275	0.7275	0.7316
S3	0.7202	0.7229	0.7309
S4	0.7129	0.7156	0.7289

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	0.7313	0.0093	1.3%	0.0058	0.8%	18%	False	False	44,085
10	0.7482	0.7312	0.0171	2.3%	0.0064	0.9%	11%	False	False	24,318
20	0.7532	0.7312	0.0221	3.0%	0.0063	0.9%	8%	False	False	12,564
40	0.7571	0.7231	0.0341	4.6%	0.0066	0.9%	29%	False	False	6,421
60	0.7571	0.7170	0.0401	5.5%	0.0067	0.9%	40%	False	False	4,368
80	0.7746	0.7170	0.0576	7.9%	0.0060	0.8%	28%	False	False	3,313
100	0.7851	0.7170	0.0681	9.3%	0.0052	0.7%	23%	False	False	2,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7703
2.618	0.7584
1.618	0.7511
1.000	0.7466
0.618	0.7438
HIGH	0.7393
0.618	0.7365
0.500	0.7357
0.382	0.7348
LOW	0.7320
0.618	0.7275
1.000	0.7247
1.618	0.7202
2.618	0.7129
4.250	0.7010

Fisher Pivots for day following 15-Dec-2022
Pivot	1 day	3 day
R1	0.7357	0.7363
PP	0.7348	0.7352
S1	0.7339	0.7341

Download as Excel Spreadsheet

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

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