CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 04-Jan-2023

Day Change Summary
	Previous	Current
	03-Jan-2023	04-Jan-2023	Change	Change %	Previous Week
Open	0.7382	0.7320	-0.0063	-0.8%	0.7365
High	0.7400	0.7425	0.0025	0.3%	0.7422
Low	0.7310	0.7313	0.0003	0.0%	0.7351
Close	0.7322	0.7421	0.0099	1.4%	0.7392
Range	0.0090	0.0112	0.0023	25.1%	0.0071
ATR	0.0059	0.0063	0.0004	6.3%	0.0000
Volume	86,979	85,962	-1,017	-1.2%	223,554

Daily Pivots for day following 04-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7722	0.7683	0.7482
R3	0.7610	0.7571	0.7451
R2	0.7498	0.7498	0.7441
R1	0.7459	0.7459	0.7431	0.7479
PP	0.7386	0.7386	0.7386	0.7396
S1	0.7347	0.7347	0.7410	0.7367
S2	0.7274	0.7274	0.7400
S3	0.7162	0.7235	0.7390
S4	0.7050	0.7123	0.7359

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	0.7425	0.7310	0.0115	1.5%	0.0070	0.9%	97%	True	False	68,591
10	0.7425	0.7304	0.0121	1.6%	0.0061	0.8%	97%	True	False	65,510
20	0.7425	0.7304	0.0121	1.6%	0.0058	0.8%	97%	True	False	51,621
40	0.7571	0.7304	0.0268	3.6%	0.0062	0.8%	44%	False	False	26,182
60	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	62%	False	False	17,526
80	0.7716	0.7170	0.0546	7.4%	0.0063	0.9%	46%	False	False	13,219
100	0.7851	0.7170	0.0681	9.2%	0.0057	0.8%	37%	False	False	10,591

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 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7901
2.618	0.7718
1.618	0.7606
1.000	0.7537
0.618	0.7494
HIGH	0.7425
0.618	0.7382
0.500	0.7369
0.382	0.7355
LOW	0.7313
0.618	0.7243
1.000	0.7201
1.618	0.7131
2.618	0.7019
4.250	0.6837

Fisher Pivots for day following 04-Jan-2023
Pivot	1 day	3 day
R1	0.7403	0.7403
PP	0.7386	0.7385
S1	0.7369	0.7367

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

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