CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 03-Jan-2023

Day Change Summary
	Previous	Current
	30-Dec-2022	03-Jan-2023	Change	Change %	Previous Week
Open	0.7387	0.7382	-0.0005	-0.1%	0.7365
High	0.7405	0.7400	-0.0005	-0.1%	0.7422
Low	0.7368	0.7310	-0.0058	-0.8%	0.7351
Close	0.7392	0.7322	-0.0071	-1.0%	0.7392
Range	0.0037	0.0090	0.0053	141.9%	0.0071
ATR	0.0057	0.0059	0.0002	4.0%	0.0000
Volume	61,037	86,979	25,942	42.5%	223,554

Daily Pivots for day following 03-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7612	0.7556	0.7371
R3	0.7523	0.7467	0.7346
R2	0.7433	0.7433	0.7338
R1	0.7377	0.7377	0.7330	0.7361
PP	0.7344	0.7344	0.7344	0.7335
S1	0.7288	0.7288	0.7313	0.7271
S2	0.7254	0.7254	0.7305
S3	0.7165	0.7198	0.7297
S4	0.7075	0.7109	0.7272

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	0.7310	0.0112	1.5%	0.0059	0.8%	10%	False	True	62,106
10	0.7422	0.7304	0.0118	1.6%	0.0054	0.7%	15%	False	False	62,488
20	0.7482	0.7304	0.0179	2.4%	0.0058	0.8%	10%	False	False	47,440
40	0.7571	0.7287	0.0284	3.9%	0.0063	0.9%	12%	False	False	24,048
60	0.7571	0.7170	0.0401	5.5%	0.0063	0.9%	38%	False	False	16,095
80	0.7716	0.7170	0.0546	7.5%	0.0062	0.9%	28%	False	False	12,147
100	0.7851	0.7170	0.0681	9.3%	0.0056	0.8%	22%	False	False	9,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7780
2.618	0.7634
1.618	0.7544
1.000	0.7489
0.618	0.7455
HIGH	0.7400
0.618	0.7365
0.500	0.7355
0.382	0.7344
LOW	0.7310
0.618	0.7255
1.000	0.7221
1.618	0.7165
2.618	0.7076
4.250	0.6930

Fisher Pivots for day following 03-Jan-2023
Pivot	1 day	3 day
R1	0.7355	0.7357
PP	0.7344	0.7345
S1	0.7333	0.7333

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

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