CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 20-Dec-2022

Day Change Summary
	Previous	Current
	19-Dec-2022	20-Dec-2022	Change	Change %	Previous Week
Open	0.7313	0.7331	0.0018	0.2%	0.7336
High	0.7347	0.7369	0.0023	0.3%	0.7406
Low	0.7309	0.7304	-0.0006	-0.1%	0.7304
Close	0.7324	0.7353	0.0029	0.4%	0.7311
Range	0.0038	0.0066	0.0028	74.7%	0.0102
ATR	0.0062	0.0062	0.0000	0.4%	0.0000
Volume	55,736	72,202	16,466	29.5%	292,598

Daily Pivots for day following 20-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7538	0.7511	0.7389
R3	0.7473	0.7446	0.7371
R2	0.7407	0.7407	0.7365
R1	0.7380	0.7380	0.7359	0.7394
PP	0.7342	0.7342	0.7342	0.7349
S1	0.7315	0.7315	0.7347	0.7328
S2	0.7276	0.7276	0.7341
S3	0.7211	0.7249	0.7335
S4	0.7145	0.7184	0.7317

Weekly Pivots for week ending 16-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7646	0.7581	0.7367
R3	0.7544	0.7479	0.7339
R2	0.7442	0.7442	0.7330
R1	0.7377	0.7377	0.7320	0.7358
PP	0.7340	0.7340	0.7340	0.7331
S1	0.7275	0.7275	0.7302	0.7256
S2	0.7238	0.7238	0.7292
S3	0.7136	0.7173	0.7283
S4	0.7034	0.7071	0.7255

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7405	0.7304	0.0102	1.4%	0.0055	0.7%	49%	False	True	67,040
10	0.7406	0.7304	0.0102	1.4%	0.0056	0.8%	49%	False	True	44,734
20	0.7522	0.7304	0.0219	3.0%	0.0062	0.8%	23%	False	True	23,085
40	0.7571	0.7258	0.0313	4.3%	0.0064	0.9%	30%	False	False	11,674
60	0.7571	0.7170	0.0401	5.5%	0.0066	0.9%	46%	False	False	7,858
80	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	34%	False	False	5,949
100	0.7851	0.7170	0.0681	9.3%	0.0053	0.7%	27%	False	False	4,765

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
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	0.7647
2.618	0.7540
1.618	0.7475
1.000	0.7435
0.618	0.7409
HIGH	0.7369
0.618	0.7344
0.500	0.7336
0.382	0.7329
LOW	0.7304
0.618	0.7263
1.000	0.7238
1.618	0.7198
2.618	0.7132
4.250	0.7025

Fisher Pivots for day following 20-Dec-2022
Pivot	1 day	3 day
R1	0.7347	0.7347
PP	0.7342	0.7342
S1	0.7336	0.7336

Download as Excel Spreadsheet

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

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