CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 22-Dec-2022

Day Change Summary
	Previous	Current
	21-Dec-2022	22-Dec-2022	Change	Change %	Previous Week
Open	0.7354	0.7352	-0.0002	0.0%	0.7336
High	0.7365	0.7373	0.0009	0.1%	0.7406
Low	0.7337	0.7312	-0.0026	-0.3%	0.7304
Close	0.7352	0.7331	-0.0021	-0.3%	0.7311
Range	0.0028	0.0062	0.0034	123.6%	0.0102
ATR	0.0060	0.0060	0.0000	0.2%	0.0000
Volume	58,637	62,963	4,326	7.4%	292,598

Daily Pivots for day following 22-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7523	0.7489	0.7365
R3	0.7462	0.7427	0.7348
R2	0.7400	0.7400	0.7342
R1	0.7366	0.7366	0.7337	0.7352
PP	0.7339	0.7339	0.7339	0.7332
S1	0.7304	0.7304	0.7325	0.7291
S2	0.7277	0.7277	0.7320
S3	0.7216	0.7243	0.7314
S4	0.7154	0.7181	0.7297

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	0.7373	0.7304	0.0070	0.9%	0.0048	0.7%	40%	True	False	66,500
10	0.7406	0.7304	0.0102	1.4%	0.0053	0.7%	27%	False	False	55,292
20	0.7522	0.7304	0.0219	3.0%	0.0062	0.8%	13%	False	False	29,114
40	0.7571	0.7258	0.0313	4.3%	0.0063	0.9%	23%	False	False	14,690
60	0.7571	0.7170	0.0401	5.5%	0.0065	0.9%	40%	False	False	9,882
80	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	30%	False	False	7,466
100	0.7851	0.7170	0.0681	9.3%	0.0053	0.7%	24%	False	False	5,981

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7634
2.618	0.7534
1.618	0.7473
1.000	0.7435
0.618	0.7411
HIGH	0.7373
0.618	0.7350
0.500	0.7342
0.382	0.7335
LOW	0.7312
0.618	0.7273
1.000	0.7250
1.618	0.7212
2.618	0.7150
4.250	0.7050

Fisher Pivots for day following 22-Dec-2022
Pivot	1 day	3 day
R1	0.7342	0.7338
PP	0.7339	0.7336
S1	0.7335	0.7333

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

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