CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 12-Jan-2023

Day Change Summary
	Previous	Current
	11-Jan-2023	12-Jan-2023	Change	Change %	Previous Week
Open	0.7452	0.7453	0.0001	0.0%	0.7382
High	0.7464	0.7497	0.0033	0.4%	0.7448
Low	0.7441	0.7432	-0.0009	-0.1%	0.7310
Close	0.7455	0.7491	0.0036	0.5%	0.7448
Range	0.0023	0.0065	0.0042	186.7%	0.0138
ATR	0.0062	0.0062	0.0000	0.3%	0.0000
Volume	44,578	80,501	35,923	80.6%	344,642

Daily Pivots for day following 12-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7667	0.7643	0.7526
R3	0.7602	0.7579	0.7508
R2	0.7538	0.7538	0.7502
R1	0.7514	0.7514	0.7496	0.7526
PP	0.7473	0.7473	0.7473	0.7479
S1	0.7450	0.7450	0.7485	0.7461
S2	0.7409	0.7409	0.7479
S3	0.7344	0.7385	0.7473
S4	0.7280	0.7321	0.7455

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	0.7497	0.7320	0.0177	2.4%	0.0061	0.8%	97%	True	False	67,702
10	0.7497	0.7310	0.0187	2.5%	0.0065	0.9%	97%	True	False	69,438
20	0.7497	0.7304	0.0193	2.6%	0.0059	0.8%	97%	True	False	66,508
40	0.7571	0.7304	0.0268	3.6%	0.0061	0.8%	70%	False	False	36,439
60	0.7571	0.7231	0.0341	4.5%	0.0063	0.8%	76%	False	False	24,385
80	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	80%	False	False	18,354
100	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	56%	False	False	14,710
120	0.7851	0.7170	0.0681	9.1%	0.0052	0.7%	47%	False	False	12,263

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

Fibonacci Retracements and Extensions
4.250	0.7771
2.618	0.7665
1.618	0.7601
1.000	0.7561
0.618	0.7536
HIGH	0.7497
0.618	0.7472
0.500	0.7464
0.382	0.7457
LOW	0.7432
0.618	0.7392
1.000	0.7368
1.618	0.7328
2.618	0.7263
4.250	0.7158

Fisher Pivots for day following 12-Jan-2023
Pivot	1 day	3 day
R1	0.7482	0.7482
PP	0.7473	0.7473
S1	0.7464	0.7464

Download as Excel Spreadsheet

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

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