CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 09-Jan-2023

Day Change Summary
	Previous	Current
	06-Jan-2023	09-Jan-2023	Change	Change %	Previous Week
Open	0.7375	0.7444	0.0070	0.9%	0.7382
High	0.7448	0.7491	0.0043	0.6%	0.7448
Low	0.7320	0.7442	0.0122	1.7%	0.7310
Close	0.7448	0.7485	0.0037	0.5%	0.7448
Range	0.0128	0.0049	-0.0079	-61.7%	0.0138
ATR	0.0068	0.0067	-0.0001	-2.0%	0.0000
Volume	98,157	64,224	-33,933	-34.6%	344,642

Daily Pivots for day following 09-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7619	0.7601	0.7511
R3	0.7570	0.7552	0.7498
R2	0.7521	0.7521	0.7493
R1	0.7503	0.7503	0.7489	0.7512
PP	0.7472	0.7472	0.7472	0.7477
S1	0.7454	0.7454	0.7480	0.7463
S2	0.7423	0.7423	0.7476
S3	0.7374	0.7405	0.7471
S4	0.7325	0.7356	0.7458

Weekly Pivots for week ending 06-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7816	0.7770	0.7523
R3	0.7678	0.7632	0.7485
R2	0.7540	0.7540	0.7473
R1	0.7494	0.7494	0.7460	0.7517
PP	0.7402	0.7402	0.7402	0.7413
S1	0.7356	0.7356	0.7435	0.7379
S2	0.7264	0.7264	0.7422
S3	0.7126	0.7218	0.7410
S4	0.6988	0.7080	0.7372

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7491	0.7310	0.0181	2.4%	0.0090	1.2%	97%	True	False	81,773
10	0.7491	0.7310	0.0181	2.4%	0.0070	0.9%	97%	True	False	69,723
20	0.7491	0.7304	0.0187	2.5%	0.0062	0.8%	97%	True	False	62,507
40	0.7571	0.7304	0.0268	3.6%	0.0064	0.8%	68%	False	False	32,072
60	0.7571	0.7170	0.0401	5.4%	0.0067	0.9%	78%	False	False	21,454
80	0.7604	0.7170	0.0434	5.8%	0.0064	0.9%	72%	False	False	16,162
100	0.7754	0.7170	0.0584	7.8%	0.0058	0.8%	54%	False	False	12,949
120	0.7851	0.7170	0.0681	9.1%	0.0052	0.7%	46%	False	False	10,795

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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7699
2.618	0.7619
1.618	0.7570
1.000	0.7540
0.618	0.7521
HIGH	0.7491
0.618	0.7472
0.500	0.7466
0.382	0.7460
LOW	0.7442
0.618	0.7411
1.000	0.7393
1.618	0.7362
2.618	0.7313
4.250	0.7233

Fisher Pivots for day following 09-Jan-2023
Pivot	1 day	3 day
R1	0.7478	0.7458
PP	0.7472	0.7432
S1	0.7466	0.7405

Download as Excel Spreadsheet

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

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