CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 10-Jan-2023

Day Change Summary
	Previous	Current
	09-Jan-2023	10-Jan-2023	Change	Change %	Previous Week
Open	0.7444	0.7472	0.0028	0.4%	0.7382
High	0.7491	0.7480	-0.0011	-0.1%	0.7448
Low	0.7442	0.7441	-0.0001	0.0%	0.7310
Close	0.7485	0.7457	-0.0028	-0.4%	0.7448
Range	0.0049	0.0039	-0.0011	-21.4%	0.0138
ATR	0.0067	0.0065	-0.0002	-2.5%	0.0000
Volume	64,224	51,052	-13,172	-20.5%	344,642

Daily Pivots for day following 10-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7575	0.7554	0.7478
R3	0.7536	0.7516	0.7467
R2	0.7498	0.7498	0.7464
R1	0.7477	0.7477	0.7460	0.7468
PP	0.7459	0.7459	0.7459	0.7455
S1	0.7439	0.7439	0.7453	0.7430
S2	0.7421	0.7421	0.7449
S3	0.7382	0.7400	0.7446
S4	0.7344	0.7362	0.7435

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	0.7313	0.0178	2.4%	0.0079	1.1%	81%	False	False	74,587
10	0.7491	0.7310	0.0181	2.4%	0.0069	0.9%	81%	False	False	68,347
20	0.7491	0.7304	0.0187	2.5%	0.0060	0.8%	82%	False	False	64,521
40	0.7571	0.7304	0.0268	3.6%	0.0061	0.8%	57%	False	False	33,322
60	0.7571	0.7210	0.0361	4.8%	0.0065	0.9%	68%	False	False	22,302
80	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	71%	False	False	16,795
100	0.7754	0.7170	0.0584	7.8%	0.0059	0.8%	49%	False	False	13,460
120	0.7851	0.7170	0.0681	9.1%	0.0052	0.7%	42%	False	False	11,221

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	0.7643
2.618	0.7580
1.618	0.7542
1.000	0.7518
0.618	0.7503
HIGH	0.7480
0.618	0.7465
0.500	0.7460
0.382	0.7456
LOW	0.7441
0.618	0.7417
1.000	0.7403
1.618	0.7379
2.618	0.7340
4.250	0.7277

Fisher Pivots for day following 10-Jan-2023
Pivot	1 day	3 day
R1	0.7460	0.7439
PP	0.7459	0.7422
S1	0.7458	0.7405

Download as Excel Spreadsheet

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

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