CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 30-Dec-2022

Day Change Summary
	Previous	Current
	29-Dec-2022	30-Dec-2022	Change	Change %	Previous Week
Open	0.7355	0.7387	0.0032	0.4%	0.7365
High	0.7392	0.7405	0.0013	0.2%	0.7422
Low	0.7353	0.7368	0.0015	0.2%	0.7351
Close	0.7391	0.7392	0.0001	0.0%	0.7392
Range	0.0039	0.0037	-0.0002	-5.1%	0.0071
ATR	0.0059	0.0057	-0.0002	-2.6%	0.0000
Volume	48,347	61,037	12,690	26.2%	223,554

Daily Pivots for day following 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7499	0.7483	0.7412
R3	0.7462	0.7446	0.7402
R2	0.7425	0.7425	0.7399
R1	0.7409	0.7409	0.7395	0.7417
PP	0.7388	0.7388	0.7388	0.7392
S1	0.7372	0.7372	0.7389	0.7380
S2	0.7351	0.7351	0.7385
S3	0.7314	0.7335	0.7382
S4	0.7277	0.7298	0.7372

Weekly Pivots for week ending 30-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7568	0.7431
R3	0.7530	0.7497	0.7412
R2	0.7459	0.7459	0.7405
R1	0.7426	0.7426	0.7399	0.7442
PP	0.7388	0.7388	0.7388	0.7396
S1	0.7355	0.7355	0.7385	0.7371
S2	0.7317	0.7317	0.7379
S3	0.7246	0.7284	0.7372
S4	0.7175	0.7213	0.7353

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7422	0.7326	0.0096	1.3%	0.0051	0.7%	69%	False	False	57,673
10	0.7422	0.7304	0.0118	1.6%	0.0049	0.7%	75%	False	False	62,086
20	0.7482	0.7304	0.0179	2.4%	0.0057	0.8%	50%	False	False	43,202
40	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	43%	False	False	21,877
60	0.7571	0.7170	0.0401	5.4%	0.0063	0.9%	55%	False	False	14,667
80	0.7716	0.7170	0.0546	7.4%	0.0062	0.8%	41%	False	False	11,063
100	0.7851	0.7170	0.0681	9.2%	0.0055	0.7%	33%	False	False	8,864

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7562
2.618	0.7501
1.618	0.7464
1.000	0.7442
0.618	0.7427
HIGH	0.7405
0.618	0.7390
0.500	0.7386
0.382	0.7382
LOW	0.7368
0.618	0.7345
1.000	0.7331
1.618	0.7308
2.618	0.7271
4.250	0.7210

Fisher Pivots for day following 30-Dec-2022
Pivot	1 day	3 day
R1	0.7390	0.7390
PP	0.7388	0.7388
S1	0.7386	0.7386

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

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