CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 29-Dec-2022

Day Change Summary
	Previous	Current
	28-Dec-2022	29-Dec-2022	Change	Change %	Previous Week
Open	0.7401	0.7355	-0.0047	-0.6%	0.7313
High	0.7421	0.7392	-0.0029	-0.4%	0.7378
Low	0.7351	0.7353	0.0002	0.0%	0.7304
Close	0.7360	0.7391	0.0032	0.4%	0.7358
Range	0.0070	0.0039	-0.0031	-44.3%	0.0074
ATR	0.0060	0.0059	-0.0002	-2.5%	0.0000
Volume	60,634	48,347	-12,287	-20.3%	314,350

Daily Pivots for day following 29-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7495	0.7482	0.7412
R3	0.7456	0.7443	0.7402
R2	0.7417	0.7417	0.7398
R1	0.7404	0.7404	0.7395	0.7411
PP	0.7378	0.7378	0.7378	0.7382
S1	0.7365	0.7365	0.7387	0.7372
S2	0.7339	0.7339	0.7384
S3	0.7300	0.7326	0.7380
S4	0.7261	0.7287	0.7370

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	0.7312	0.0110	1.5%	0.0056	0.8%	72%	False	False	58,058
10	0.7422	0.7304	0.0118	1.6%	0.0053	0.7%	74%	False	False	62,159
20	0.7482	0.7304	0.0179	2.4%	0.0057	0.8%	49%	False	False	40,215
40	0.7571	0.7258	0.0313	4.2%	0.0063	0.9%	42%	False	False	20,355
60	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	55%	False	False	13,653
80	0.7716	0.7170	0.0546	7.4%	0.0062	0.8%	41%	False	False	10,303
100	0.7851	0.7170	0.0681	9.2%	0.0055	0.7%	32%	False	False	8,253

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7557
2.618	0.7494
1.618	0.7455
1.000	0.7431
0.618	0.7416
HIGH	0.7392
0.618	0.7377
0.500	0.7372
0.382	0.7367
LOW	0.7353
0.618	0.7328
1.000	0.7314
1.618	0.7289
2.618	0.7250
4.250	0.7187

Fisher Pivots for day following 29-Dec-2022
Pivot	1 day	3 day
R1	0.7385	0.7389
PP	0.7378	0.7388
S1	0.7372	0.7386

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

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