CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 13-Jan-2023

Day Change Summary
	Previous	Current
	12-Jan-2023	13-Jan-2023	Change	Change %	Previous Week
Open	0.7453	0.7484	0.0031	0.4%	0.7444
High	0.7497	0.7510	0.0013	0.2%	0.7510
Low	0.7432	0.7443	0.0011	0.1%	0.7432
Close	0.7491	0.7472	-0.0019	-0.3%	0.7472
Range	0.0065	0.0067	0.0002	3.1%	0.0078
ATR	0.0062	0.0063	0.0000	0.5%	0.0000
Volume	80,501	58,385	-22,116	-27.5%	298,740

Daily Pivots for day following 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7674	0.7639	0.7508
R3	0.7608	0.7573	0.7490
R2	0.7541	0.7541	0.7484
R1	0.7506	0.7506	0.7478	0.7491
PP	0.7475	0.7475	0.7475	0.7467
S1	0.7440	0.7440	0.7465	0.7424
S2	0.7408	0.7408	0.7459
S3	0.7342	0.7373	0.7453
S4	0.7275	0.7307	0.7435

Weekly Pivots for week ending 13-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7704	0.7665	0.7514
R3	0.7626	0.7588	0.7493
R2	0.7549	0.7549	0.7486
R1	0.7510	0.7510	0.7479	0.7529
PP	0.7471	0.7471	0.7471	0.7481
S1	0.7433	0.7433	0.7464	0.7452
S2	0.7394	0.7394	0.7457
S3	0.7316	0.7355	0.7450
S4	0.7239	0.7278	0.7429

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7510	0.7432	0.0078	1.0%	0.0048	0.6%	51%	True	False	59,748
10	0.7510	0.7310	0.0200	2.7%	0.0068	0.9%	81%	True	False	70,441
20	0.7510	0.7304	0.0206	2.8%	0.0060	0.8%	82%	True	False	66,300
40	0.7571	0.7304	0.0268	3.6%	0.0062	0.8%	63%	False	False	37,894
60	0.7571	0.7231	0.0341	4.6%	0.0063	0.8%	71%	False	False	25,357
80	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	75%	False	False	19,083
100	0.7746	0.7170	0.0576	7.7%	0.0060	0.8%	52%	False	False	15,293
120	0.7851	0.7170	0.0681	9.1%	0.0053	0.7%	44%	False	False	12,750

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7792
2.618	0.7684
1.618	0.7617
1.000	0.7576
0.618	0.7551
HIGH	0.7510
0.618	0.7484
0.500	0.7476
0.382	0.7468
LOW	0.7443
0.618	0.7402
1.000	0.7377
1.618	0.7335
2.618	0.7269
4.250	0.7160

Fisher Pivots for day following 13-Jan-2023
Pivot	1 day	3 day
R1	0.7476	0.7471
PP	0.7475	0.7471
S1	0.7473	0.7471

Download as Excel Spreadsheet

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

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