CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 25-Jan-2023

Day Change Summary
	Previous	Current
	24-Jan-2023	25-Jan-2023	Change	Change %	Previous Week
Open	0.7482	0.7484	0.0002	0.0%	0.7469
High	0.7496	0.7499	0.0003	0.0%	0.7493
Low	0.7458	0.7449	-0.0009	-0.1%	0.7399
Close	0.7487	0.7474	-0.0013	-0.2%	0.7474
Range	0.0038	0.0050	0.0012	31.6%	0.0094
ATR	0.0059	0.0058	-0.0001	-1.1%	0.0000
Volume	54,064	84,024	29,960	55.4%	283,501

Daily Pivots for day following 25-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7624	0.7599	0.7501
R3	0.7574	0.7549	0.7487
R2	0.7524	0.7524	0.7483
R1	0.7499	0.7499	0.7478	0.7486
PP	0.7474	0.7474	0.7474	0.7467
S1	0.7449	0.7449	0.7469	0.7436
S2	0.7424	0.7424	0.7464
S3	0.7374	0.7399	0.7460
S4	0.7324	0.7349	0.7446

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	0.7499	0.7399	0.0100	1.3%	0.0048	0.6%	75%	True	False	62,519
10	0.7510	0.7399	0.0111	1.5%	0.0052	0.7%	68%	False	False	65,764
20	0.7510	0.7310	0.0200	2.7%	0.0061	0.8%	82%	False	False	67,056
40	0.7510	0.7304	0.0206	2.8%	0.0061	0.8%	83%	False	False	49,685
60	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	69%	False	False	33,220
80	0.7571	0.7170	0.0401	5.4%	0.0064	0.9%	76%	False	False	24,980
100	0.7716	0.7170	0.0546	7.3%	0.0061	0.8%	56%	False	False	20,030
120	0.7851	0.7170	0.0681	9.1%	0.0055	0.7%	45%	False	False	16,700

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7711
2.618	0.7629
1.618	0.7579
1.000	0.7549
0.618	0.7529
HIGH	0.7499
0.618	0.7479
0.500	0.7474
0.382	0.7468
LOW	0.7449
0.618	0.7418
1.000	0.7399
1.618	0.7368
2.618	0.7318
4.250	0.7236

Fisher Pivots for day following 25-Jan-2023
Pivot	1 day	3 day
R1	0.7474	0.7474
PP	0.7474	0.7474
S1	0.7474	0.7474

Download as Excel Spreadsheet

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

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