CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 17-Jan-2023

Day Change Summary
	Previous	Current
	13-Jan-2023	17-Jan-2023	Change	Change %	Previous Week
Open	0.7484	0.7469	-0.0015	-0.2%	0.7444
High	0.7510	0.7492	-0.0018	-0.2%	0.7510
Low	0.7443	0.7445	0.0002	0.0%	0.7432
Close	0.7472	0.7474	0.0003	0.0%	0.7472
Range	0.0067	0.0047	-0.0020	-29.3%	0.0078
ATR	0.0063	0.0061	-0.0001	-1.8%	0.0000
Volume	58,385	82,492	24,107	41.3%	298,740

Daily Pivots for day following 17-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7611	0.7590	0.7500
R3	0.7564	0.7543	0.7487
R2	0.7517	0.7517	0.7483
R1	0.7496	0.7496	0.7478	0.7507
PP	0.7470	0.7470	0.7470	0.7476
S1	0.7449	0.7449	0.7470	0.7460
S2	0.7423	0.7423	0.7465
S3	0.7376	0.7402	0.7461
S4	0.7329	0.7355	0.7448

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%	54%	False	False	63,401
10	0.7510	0.7310	0.0200	2.7%	0.0069	0.9%	82%	False	False	72,587
20	0.7510	0.7304	0.0206	2.8%	0.0059	0.8%	83%	False	False	67,337
40	0.7532	0.7304	0.0229	3.1%	0.0061	0.8%	75%	False	False	39,950
60	0.7571	0.7231	0.0341	4.6%	0.0064	0.9%	72%	False	False	26,726
80	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	76%	False	False	20,110
100	0.7746	0.7170	0.0576	7.7%	0.0059	0.8%	53%	False	False	16,118
120	0.7851	0.7170	0.0681	9.1%	0.0053	0.7%	45%	False	False	13,437

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7692
2.618	0.7615
1.618	0.7568
1.000	0.7539
0.618	0.7521
HIGH	0.7492
0.618	0.7474
0.500	0.7469
0.382	0.7463
LOW	0.7445
0.618	0.7416
1.000	0.7398
1.618	0.7369
2.618	0.7322
4.250	0.7245

Fisher Pivots for day following 17-Jan-2023
Pivot	1 day	3 day
R1	0.7472	0.7473
PP	0.7470	0.7472
S1	0.7469	0.7471

Download as Excel Spreadsheet

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

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