CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 26-Jan-2023

Day Change Summary
	Previous	Current
	25-Jan-2023	26-Jan-2023	Change	Change %	Previous Week
Open	0.7484	0.7471	-0.0013	-0.2%	0.7469
High	0.7499	0.7519	0.0021	0.3%	0.7493
Low	0.7449	0.7460	0.0012	0.2%	0.7399
Close	0.7474	0.7501	0.0028	0.4%	0.7474
Range	0.0050	0.0059	0.0009	18.0%	0.0094
ATR	0.0058	0.0058	0.0000	0.1%	0.0000
Volume	84,024	67,133	-16,891	-20.1%	283,501

Daily Pivots for day following 26-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7670	0.7645	0.7533
R3	0.7611	0.7586	0.7517
R2	0.7552	0.7552	0.7512
R1	0.7527	0.7527	0.7506	0.7540
PP	0.7493	0.7493	0.7493	0.7500
S1	0.7468	0.7468	0.7496	0.7481
S2	0.7434	0.7434	0.7490
S3	0.7375	0.7409	0.7485
S4	0.7316	0.7350	0.7469

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	0.7519	0.7411	0.0108	1.4%	0.0052	0.7%	83%	True	False	62,427
10	0.7519	0.7399	0.0121	1.6%	0.0056	0.7%	85%	True	False	68,020
20	0.7519	0.7310	0.0209	2.8%	0.0061	0.8%	91%	True	False	67,735
40	0.7519	0.7304	0.0216	2.9%	0.0062	0.8%	92%	True	False	51,353
60	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	78%	False	False	34,336
80	0.7571	0.7170	0.0401	5.3%	0.0063	0.8%	83%	False	False	25,813
100	0.7716	0.7170	0.0546	7.3%	0.0061	0.8%	61%	False	False	20,700
120	0.7851	0.7170	0.0681	9.1%	0.0055	0.7%	49%	False	False	17,259

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7770
2.618	0.7673
1.618	0.7614
1.000	0.7578
0.618	0.7555
HIGH	0.7519
0.618	0.7496
0.500	0.7490
0.382	0.7483
LOW	0.7460
0.618	0.7424
1.000	0.7401
1.618	0.7365
2.618	0.7306
4.250	0.7209

Fisher Pivots for day following 26-Jan-2023
Pivot	1 day	3 day
R1	0.7497	0.7495
PP	0.7493	0.7490
S1	0.7490	0.7484

Download as Excel Spreadsheet

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

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