CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 18-Jan-2023

Day Change Summary
	Previous	Current
	17-Jan-2023	18-Jan-2023	Change	Change %	Previous Week
Open	0.7469	0.7473	0.0004	0.1%	0.7444
High	0.7492	0.7493	0.0001	0.0%	0.7510
Low	0.7445	0.7410	-0.0036	-0.5%	0.7432
Close	0.7474	0.7416	-0.0059	-0.8%	0.7472
Range	0.0047	0.0083	0.0036	76.6%	0.0078
ATR	0.0061	0.0063	0.0002	2.5%	0.0000
Volume	82,492	79,097	-3,395	-4.1%	298,740

Daily Pivots for day following 18-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7688	0.7635	0.7461
R3	0.7605	0.7552	0.7438
R2	0.7522	0.7522	0.7431
R1	0.7469	0.7469	0.7423	0.7454
PP	0.7439	0.7439	0.7439	0.7432
S1	0.7386	0.7386	0.7408	0.7371
S2	0.7356	0.7356	0.7400
S3	0.7273	0.7303	0.7393
S4	0.7190	0.7220	0.7370

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	0.7410	0.0100	1.3%	0.0057	0.8%	6%	False	True	69,010
10	0.7510	0.7313	0.0197	2.7%	0.0068	0.9%	52%	False	False	71,799
20	0.7510	0.7304	0.0206	2.8%	0.0061	0.8%	54%	False	False	67,143
40	0.7532	0.7304	0.0229	3.1%	0.0062	0.8%	49%	False	False	41,921
60	0.7571	0.7231	0.0341	4.6%	0.0064	0.9%	54%	False	False	28,036
80	0.7571	0.7170	0.0401	5.4%	0.0066	0.9%	61%	False	False	21,086
100	0.7746	0.7170	0.0576	7.8%	0.0060	0.8%	43%	False	False	16,908
120	0.7851	0.7170	0.0681	9.2%	0.0054	0.7%	36%	False	False	14,096

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7845
2.618	0.7710
1.618	0.7627
1.000	0.7576
0.618	0.7544
HIGH	0.7493
0.618	0.7461
0.500	0.7451
0.382	0.7441
LOW	0.7410
0.618	0.7358
1.000	0.7327
1.618	0.7275
2.618	0.7192
4.250	0.7057

Fisher Pivots for day following 18-Jan-2023
Pivot	1 day	3 day
R1	0.7451	0.7460
PP	0.7439	0.7445
S1	0.7427	0.7430

Download as Excel Spreadsheet

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

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