CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 27-Dec-2022

Day Change Summary
	Previous	Current
	23-Dec-2022	27-Dec-2022	Change	Change %	Previous Week
Open	0.7333	0.7365	0.0032	0.4%	0.7313
High	0.7378	0.7422	0.0044	0.6%	0.7378
Low	0.7326	0.7365	0.0039	0.5%	0.7304
Close	0.7358	0.7398	0.0041	0.6%	0.7358
Range	0.0052	0.0057	0.0006	10.7%	0.0074
ATR	0.0059	0.0059	0.0000	0.6%	0.0000
Volume	64,812	53,536	-11,276	-17.4%	314,350

Daily Pivots for day following 27-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7566	0.7539	0.7429
R3	0.7509	0.7482	0.7414
R2	0.7452	0.7452	0.7408
R1	0.7425	0.7425	0.7403	0.7438
PP	0.7395	0.7395	0.7395	0.7401
S1	0.7368	0.7368	0.7393	0.7381
S2	0.7338	0.7338	0.7388
S3	0.7281	0.7311	0.7382
S4	0.7224	0.7254	0.7367

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	0.7422	0.7304	0.0118	1.6%	0.0053	0.7%	80%	True	False	62,430
10	0.7422	0.7304	0.0118	1.6%	0.0054	0.7%	80%	True	False	63,458
20	0.7482	0.7304	0.0179	2.4%	0.0062	0.8%	53%	False	False	34,971
40	0.7571	0.7258	0.0313	4.2%	0.0063	0.9%	45%	False	False	17,637
60	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	57%	False	False	11,839
80	0.7716	0.7170	0.0546	7.4%	0.0061	0.8%	42%	False	False	8,942
100	0.7851	0.7170	0.0681	9.2%	0.0054	0.7%	34%	False	False	7,164

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7664
2.618	0.7571
1.618	0.7514
1.000	0.7479
0.618	0.7457
HIGH	0.7422
0.618	0.7400
0.500	0.7393
0.382	0.7386
LOW	0.7365
0.618	0.7329
1.000	0.7308
1.618	0.7272
2.618	0.7215
4.250	0.7122

Fisher Pivots for day following 27-Dec-2022
Pivot	1 day	3 day
R1	0.7396	0.7388
PP	0.7395	0.7377
S1	0.7393	0.7367

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

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