CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 11-Jan-2023

Day Change Summary
	Previous	Current
	10-Jan-2023	11-Jan-2023	Change	Change %	Previous Week
Open	0.7472	0.7452	-0.0020	-0.3%	0.7382
High	0.7480	0.7464	-0.0016	-0.2%	0.7448
Low	0.7441	0.7441	0.0000	0.0%	0.7310
Close	0.7457	0.7455	-0.0002	0.0%	0.7448
Range	0.0039	0.0023	-0.0016	-41.6%	0.0138
ATR	0.0065	0.0062	-0.0003	-4.7%	0.0000
Volume	51,052	44,578	-6,474	-12.7%	344,642

Daily Pivots for day following 11-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7521	0.7510	0.7467
R3	0.7498	0.7488	0.7461
R2	0.7476	0.7476	0.7459
R1	0.7465	0.7465	0.7457	0.7470
PP	0.7453	0.7453	0.7453	0.7456
S1	0.7443	0.7443	0.7452	0.7448
S2	0.7431	0.7431	0.7450
S3	0.7408	0.7420	0.7448
S4	0.7386	0.7398	0.7442

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	0.7320	0.0171	2.3%	0.0061	0.8%	79%	False	False	66,311
10	0.7491	0.7310	0.0181	2.4%	0.0065	0.9%	80%	False	False	67,451
20	0.7491	0.7304	0.0187	2.5%	0.0060	0.8%	81%	False	False	65,454
40	0.7571	0.7304	0.0268	3.6%	0.0060	0.8%	56%	False	False	34,430
60	0.7571	0.7224	0.0347	4.7%	0.0064	0.9%	66%	False	False	23,044
80	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	71%	False	False	17,349
100	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	49%	False	False	13,905
120	0.7851	0.7170	0.0681	9.1%	0.0052	0.7%	42%	False	False	11,592

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	0.7559
2.618	0.7522
1.618	0.7500
1.000	0.7486
0.618	0.7477
HIGH	0.7464
0.618	0.7455
0.500	0.7452
0.382	0.7450
LOW	0.7441
0.618	0.7427
1.000	0.7419
1.618	0.7405
2.618	0.7382
4.250	0.7345

Fisher Pivots for day following 11-Jan-2023
Pivot	1 day	3 day
R1	0.7454	0.7466
PP	0.7453	0.7462
S1	0.7452	0.7458

Download as Excel Spreadsheet

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

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