CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 19-Jan-2023

Day Change Summary
	Previous	Current
	18-Jan-2023	19-Jan-2023	Change	Change %	Previous Week
Open	0.7473	0.7413	-0.0060	-0.8%	0.7444
High	0.7493	0.7440	-0.0053	-0.7%	0.7510
Low	0.7410	0.7399	-0.0011	-0.1%	0.7432
Close	0.7416	0.7435	0.0019	0.3%	0.7472
Range	0.0083	0.0041	-0.0042	-50.6%	0.0078
ATR	0.0063	0.0061	-0.0002	-2.5%	0.0000
Volume	79,097	67,590	-11,507	-14.5%	298,740

Daily Pivots for day following 19-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7547	0.7532	0.7457
R3	0.7506	0.7491	0.7446
R2	0.7465	0.7465	0.7442
R1	0.7450	0.7450	0.7438	0.7458
PP	0.7424	0.7424	0.7424	0.7428
S1	0.7409	0.7409	0.7431	0.7417
S2	0.7383	0.7383	0.7427
S3	0.7342	0.7368	0.7423
S4	0.7301	0.7327	0.7412

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	0.7399	0.0111	1.5%	0.0060	0.8%	32%	False	True	73,613
10	0.7510	0.7320	0.0190	2.5%	0.0061	0.8%	60%	False	False	69,962
20	0.7510	0.7304	0.0206	2.8%	0.0061	0.8%	64%	False	False	67,736
40	0.7522	0.7304	0.0219	2.9%	0.0062	0.8%	60%	False	False	43,608
60	0.7571	0.7258	0.0313	4.2%	0.0063	0.8%	56%	False	False	29,160
80	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	66%	False	False	21,929
100	0.7746	0.7170	0.0576	7.7%	0.0060	0.8%	46%	False	False	17,584
120	0.7851	0.7170	0.0681	9.2%	0.0054	0.7%	39%	False	False	14,659

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7614
2.618	0.7547
1.618	0.7506
1.000	0.7481
0.618	0.7465
HIGH	0.7440
0.618	0.7424
0.500	0.7419
0.382	0.7414
LOW	0.7399
0.618	0.7373
1.000	0.7358
1.618	0.7332
2.618	0.7291
4.250	0.7224

Fisher Pivots for day following 19-Jan-2023
Pivot	1 day	3 day
R1	0.7429	0.7446
PP	0.7424	0.7442
S1	0.7419	0.7438

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

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