CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 23-Dec-2022

Day Change Summary
	Previous	Current
	22-Dec-2022	23-Dec-2022	Change	Change %	Previous Week
Open	0.7352	0.7333	-0.0019	-0.3%	0.7313
High	0.7373	0.7378	0.0005	0.1%	0.7378
Low	0.7312	0.7326	0.0015	0.2%	0.7304
Close	0.7331	0.7358	0.0027	0.4%	0.7358
Range	0.0062	0.0052	-0.0010	-16.3%	0.0074
ATR	0.0060	0.0059	-0.0001	-1.0%	0.0000
Volume	62,963	64,812	1,849	2.9%	314,350

Daily Pivots for day following 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7508	0.7484	0.7386
R3	0.7457	0.7433	0.7372
R2	0.7405	0.7405	0.7367
R1	0.7381	0.7381	0.7362	0.7393
PP	0.7354	0.7354	0.7354	0.7360
S1	0.7330	0.7330	0.7353	0.7342
S2	0.7302	0.7302	0.7348
S3	0.7251	0.7278	0.7343
S4	0.7199	0.7227	0.7329

Weekly Pivots for week ending 23-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7568	0.7537	0.7398
R3	0.7494	0.7463	0.7378
R2	0.7420	0.7420	0.7371
R1	0.7389	0.7389	0.7364	0.7405
PP	0.7346	0.7346	0.7346	0.7354
S1	0.7315	0.7315	0.7351	0.7331
S2	0.7272	0.7272	0.7344
S3	0.7198	0.7241	0.7337
S4	0.7124	0.7167	0.7317

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7378	0.7304	0.0074	1.0%	0.0049	0.7%	73%	True	False	62,870
10	0.7406	0.7304	0.0102	1.4%	0.0052	0.7%	53%	False	False	60,694
20	0.7482	0.7304	0.0179	2.4%	0.0062	0.8%	30%	False	False	32,315
40	0.7571	0.7258	0.0313	4.3%	0.0063	0.9%	32%	False	False	16,302
60	0.7571	0.7170	0.0401	5.5%	0.0065	0.9%	47%	False	False	10,955
80	0.7716	0.7170	0.0546	7.4%	0.0061	0.8%	34%	False	False	8,274
100	0.7851	0.7170	0.0681	9.2%	0.0054	0.7%	28%	False	False	6,629

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7596
2.618	0.7512
1.618	0.7461
1.000	0.7429
0.618	0.7409
HIGH	0.7378
0.618	0.7358
0.500	0.7352
0.382	0.7346
LOW	0.7326
0.618	0.7294
1.000	0.7275
1.618	0.7243
2.618	0.7191
4.250	0.7107

Fisher Pivots for day following 23-Dec-2022
Pivot	1 day	3 day
R1	0.7356	0.7353
PP	0.7354	0.7349
S1	0.7352	0.7345

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

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