CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	0.7477	0.7482	0.0005	0.1%	0.7469
High	0.7498	0.7496	-0.0002	0.0%	0.7493
Low	0.7456	0.7458	0.0002	0.0%	0.7399
Close	0.7471	0.7487	0.0016	0.2%	0.7474
Range	0.0042	0.0038	-0.0004	-9.5%	0.0094
ATR	0.0061	0.0059	-0.0002	-2.7%	0.0000
Volume	52,596	54,064	1,468	2.8%	283,501

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7594	0.7578	0.7507
R3	0.7556	0.7540	0.7497
R2	0.7518	0.7518	0.7493
R1	0.7502	0.7502	0.7490	0.7510
PP	0.7480	0.7480	0.7480	0.7484
S1	0.7464	0.7464	0.7483	0.7472
S2	0.7442	0.7442	0.7480
S3	0.7404	0.7426	0.7476
S4	0.7366	0.7388	0.7466

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%	0.0055	0.7%	89%	False	False	61,533
10	0.7510	0.7399	0.0111	1.5%	0.0051	0.7%	79%	False	False	62,467
20	0.7510	0.7310	0.0200	2.7%	0.0061	0.8%	88%	False	False	66,095
40	0.7522	0.7304	0.0219	2.9%	0.0061	0.8%	84%	False	False	47,605
60	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	73%	False	False	31,825
80	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	79%	False	False	23,935
100	0.7716	0.7170	0.0546	7.3%	0.0060	0.8%	58%	False	False	19,192
120	0.7851	0.7170	0.0681	9.1%	0.0055	0.7%	47%	False	False	16,000

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

Fibonacci Retracements and Extensions
4.250	0.7657
2.618	0.7595
1.618	0.7557
1.000	0.7534
0.618	0.7519
HIGH	0.7496
0.618	0.7481
0.500	0.7477
0.382	0.7472
LOW	0.7458
0.618	0.7434
1.000	0.7420
1.618	0.7396
2.618	0.7358
4.250	0.7296

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	0.7483	0.7476
PP	0.7480	0.7465
S1	0.7477	0.7454

Download as Excel Spreadsheet

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

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