CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 05-Jan-2023

Day Change Summary
	Previous	Current
	04-Jan-2023	05-Jan-2023	Change	Change %	Previous Week
Open	0.7320	0.7423	0.0104	1.4%	0.7365
High	0.7425	0.7428	0.0004	0.0%	0.7422
Low	0.7313	0.7359	0.0047	0.6%	0.7351
Close	0.7421	0.7375	-0.0046	-0.6%	0.7392
Range	0.0112	0.0069	-0.0043	-38.4%	0.0071
ATR	0.0063	0.0064	0.0000	0.7%	0.0000
Volume	85,962	73,544	-12,418	-14.4%	223,554

Daily Pivots for day following 05-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7594	0.7553	0.7412
R3	0.7525	0.7484	0.7393
R2	0.7456	0.7456	0.7387
R1	0.7415	0.7415	0.7381	0.7401
PP	0.7387	0.7387	0.7387	0.7380
S1	0.7346	0.7346	0.7368	0.7332
S2	0.7318	0.7318	0.7362
S3	0.7249	0.7277	0.7356
S4	0.7180	0.7208	0.7337

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	0.7428	0.7310	0.0118	1.6%	0.0069	0.9%	55%	True	False	71,173
10	0.7428	0.7310	0.0118	1.6%	0.0061	0.8%	55%	True	False	65,645
20	0.7428	0.7304	0.0125	1.7%	0.0059	0.8%	57%	True	False	55,189
40	0.7571	0.7304	0.0268	3.6%	0.0063	0.8%	27%	False	False	28,017
60	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	51%	False	False	18,751
80	0.7712	0.7170	0.0542	7.3%	0.0064	0.9%	38%	False	False	14,137
100	0.7784	0.7170	0.0614	8.3%	0.0057	0.8%	33%	False	False	11,326

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7721
2.618	0.7609
1.618	0.7540
1.000	0.7497
0.618	0.7471
HIGH	0.7428
0.618	0.7402
0.500	0.7394
0.382	0.7385
LOW	0.7359
0.618	0.7316
1.000	0.7290
1.618	0.7247
2.618	0.7178
4.250	0.7066

Fisher Pivots for day following 05-Jan-2023
Pivot	1 day	3 day
R1	0.7394	0.7373
PP	0.7387	0.7371
S1	0.7381	0.7369

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

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