CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 20-Jan-2023

Day Change Summary
	Previous	Current
	19-Jan-2023	20-Jan-2023	Change	Change %	Previous Week
Open	0.7413	0.7429	0.0016	0.2%	0.7469
High	0.7440	0.7480	0.0041	0.5%	0.7493
Low	0.7399	0.7411	0.0013	0.2%	0.7399
Close	0.7435	0.7474	0.0039	0.5%	0.7474
Range	0.0041	0.0069	0.0028	68.3%	0.0094
ATR	0.0061	0.0062	0.0001	0.9%	0.0000
Volume	67,590	54,322	-13,268	-19.6%	283,501

Daily Pivots for day following 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7662	0.7637	0.7511
R3	0.7593	0.7568	0.7492
R2	0.7524	0.7524	0.7486
R1	0.7499	0.7499	0.7480	0.7511
PP	0.7455	0.7455	0.7455	0.7461
S1	0.7430	0.7430	0.7467	0.7442
S2	0.7386	0.7386	0.7461
S3	0.7317	0.7361	0.7455
S4	0.7248	0.7292	0.7436

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7699	0.7525
R3	0.7643	0.7605	0.7499
R2	0.7549	0.7549	0.7491
R1	0.7511	0.7511	0.7482	0.7530
PP	0.7455	0.7455	0.7455	0.7464
S1	0.7417	0.7417	0.7465	0.7436
S2	0.7361	0.7361	0.7456
S3	0.7267	0.7323	0.7448
S4	0.7173	0.7229	0.7422

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%	0.0061	0.8%	68%	False	False	68,377
10	0.7510	0.7320	0.0190	2.5%	0.0061	0.8%	81%	False	False	68,039
20	0.7510	0.7310	0.0200	2.7%	0.0061	0.8%	82%	False	False	66,842
40	0.7522	0.7304	0.0219	2.9%	0.0062	0.8%	78%	False	False	44,964
60	0.7571	0.7258	0.0313	4.2%	0.0063	0.8%	69%	False	False	30,063
80	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	76%	False	False	22,604
100	0.7716	0.7170	0.0546	7.3%	0.0060	0.8%	56%	False	False	18,127
120	0.7851	0.7170	0.0681	9.1%	0.0054	0.7%	45%	False	False	15,111

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7773
2.618	0.7661
1.618	0.7592
1.000	0.7549
0.618	0.7523
HIGH	0.7480
0.618	0.7454
0.500	0.7446
0.382	0.7437
LOW	0.7411
0.618	0.7368
1.000	0.7342
1.618	0.7299
2.618	0.7230
4.250	0.7118

Fisher Pivots for day following 20-Jan-2023
Pivot	1 day	3 day
R1	0.7464	0.7464
PP	0.7455	0.7455
S1	0.7446	0.7446

Download as Excel Spreadsheet

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

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