CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 23-Jan-2023

Day Change Summary
	Previous	Current
	20-Jan-2023	23-Jan-2023	Change	Change %	Previous Week
Open	0.7429	0.7477	0.0049	0.7%	0.7469
High	0.7480	0.7498	0.0018	0.2%	0.7493
Low	0.7411	0.7456	0.0045	0.6%	0.7399
Close	0.7474	0.7471	-0.0003	0.0%	0.7474
Range	0.0069	0.0042	-0.0027	-39.1%	0.0094
ATR	0.0062	0.0061	-0.0001	-2.3%	0.0000
Volume	54,322	52,596	-1,726	-3.2%	283,501

Daily Pivots for day following 23-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7601	0.7578	0.7494
R3	0.7559	0.7536	0.7483
R2	0.7517	0.7517	0.7479
R1	0.7494	0.7494	0.7475	0.7484
PP	0.7475	0.7475	0.7475	0.7470
S1	0.7452	0.7452	0.7467	0.7442
S2	0.7433	0.7433	0.7463
S3	0.7391	0.7410	0.7459
S4	0.7349	0.7368	0.7448

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	0.7498	0.7399	0.0099	1.3%	0.0056	0.8%	73%	True	False	67,219
10	0.7510	0.7399	0.0111	1.5%	0.0052	0.7%	65%	False	False	63,483
20	0.7510	0.7310	0.0200	2.7%	0.0062	0.8%	81%	False	False	66,540
40	0.7522	0.7304	0.0219	2.9%	0.0062	0.8%	77%	False	False	46,274
60	0.7571	0.7258	0.0313	4.2%	0.0063	0.8%	68%	False	False	30,938
80	0.7571	0.7170	0.0401	5.4%	0.0065	0.9%	75%	False	False	23,261
100	0.7716	0.7170	0.0546	7.3%	0.0060	0.8%	55%	False	False	18,652
120	0.7851	0.7170	0.0681	9.1%	0.0054	0.7%	44%	False	False	15,549

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7676
2.618	0.7607
1.618	0.7565
1.000	0.7540
0.618	0.7523
HIGH	0.7498
0.618	0.7481
0.500	0.7477
0.382	0.7472
LOW	0.7456
0.618	0.7430
1.000	0.7414
1.618	0.7388
2.618	0.7346
4.250	0.7277

Fisher Pivots for day following 23-Jan-2023
Pivot	1 day	3 day
R1	0.7477	0.7463
PP	0.7475	0.7456
S1	0.7473	0.7448

Download as Excel Spreadsheet

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

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