CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 21-Dec-2022

Day Change Summary
	Previous	Current
	20-Dec-2022	21-Dec-2022	Change	Change %	Previous Week
Open	0.7331	0.7354	0.0023	0.3%	0.7336
High	0.7369	0.7365	-0.0005	-0.1%	0.7406
Low	0.7304	0.7337	0.0034	0.5%	0.7304
Close	0.7353	0.7352	-0.0001	0.0%	0.7311
Range	0.0066	0.0028	-0.0038	-58.0%	0.0102
ATR	0.0062	0.0060	-0.0002	-4.0%	0.0000
Volume	72,202	58,637	-13,565	-18.8%	292,598

Daily Pivots for day following 21-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7434	0.7420	0.7367
R3	0.7406	0.7393	0.7360
R2	0.7379	0.7379	0.7357
R1	0.7365	0.7365	0.7355	0.7358
PP	0.7351	0.7351	0.7351	0.7348
S1	0.7338	0.7338	0.7349	0.7331
S2	0.7324	0.7324	0.7347
S3	0.7296	0.7310	0.7344
S4	0.7269	0.7283	0.7337

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	0.7393	0.7304	0.0090	1.2%	0.0050	0.7%	54%	False	False	66,261
10	0.7406	0.7304	0.0102	1.4%	0.0054	0.7%	48%	False	False	49,604
20	0.7522	0.7304	0.0219	3.0%	0.0061	0.8%	22%	False	False	26,008
40	0.7571	0.7258	0.0313	4.3%	0.0063	0.9%	30%	False	False	13,137
60	0.7571	0.7170	0.0401	5.5%	0.0066	0.9%	45%	False	False	8,834
80	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	33%	False	False	6,680
100	0.7851	0.7170	0.0681	9.3%	0.0053	0.7%	27%	False	False	5,351

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	0.7481
2.618	0.7436
1.618	0.7409
1.000	0.7392
0.618	0.7381
HIGH	0.7365
0.618	0.7354
0.500	0.7351
0.382	0.7348
LOW	0.7337
0.618	0.7320
1.000	0.7310
1.618	0.7293
2.618	0.7265
4.250	0.7220

Fisher Pivots for day following 21-Dec-2022
Pivot	1 day	3 day
R1	0.7352	0.7347
PP	0.7351	0.7342
S1	0.7351	0.7336

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

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