CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 27-Jan-2023

Day Change Summary
	Previous	Current
	26-Jan-2023	27-Jan-2023	Change	Change %	Previous Week
Open	0.7471	0.7510	0.0039	0.5%	0.7477
High	0.7519	0.7521	0.0002	0.0%	0.7521
Low	0.7460	0.7494	0.0034	0.5%	0.7449
Close	0.7501	0.7518	0.0017	0.2%	0.7518
Range	0.0059	0.0027	-0.0032	-54.2%	0.0073
ATR	0.0058	0.0056	-0.0002	-3.8%	0.0000
Volume	67,133	53,464	-13,669	-20.4%	311,281

Daily Pivots for day following 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7592	0.7582	0.7533
R3	0.7565	0.7555	0.7525
R2	0.7538	0.7538	0.7523
R1	0.7528	0.7528	0.7520	0.7533
PP	0.7511	0.7511	0.7511	0.7514
S1	0.7501	0.7501	0.7516	0.7506
S2	0.7484	0.7484	0.7513
S3	0.7457	0.7474	0.7511
S4	0.7430	0.7447	0.7503

Weekly Pivots for week ending 27-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7713	0.7688	0.7558
R3	0.7641	0.7616	0.7538
R2	0.7568	0.7568	0.7531
R1	0.7543	0.7543	0.7525	0.7556
PP	0.7496	0.7496	0.7496	0.7502
S1	0.7471	0.7471	0.7511	0.7483
S2	0.7423	0.7423	0.7505
S3	0.7351	0.7398	0.7498
S4	0.7278	0.7326	0.7478

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7521	0.7449	0.0073	1.0%	0.0043	0.6%	96%	True	False	62,256
10	0.7521	0.7399	0.0123	1.6%	0.0052	0.7%	98%	True	False	65,316
20	0.7521	0.7310	0.0211	2.8%	0.0059	0.8%	99%	True	False	67,377
40	0.7521	0.7304	0.0218	2.9%	0.0059	0.8%	99%	True	False	52,625
60	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	83%	False	False	35,225
80	0.7571	0.7170	0.0401	5.3%	0.0063	0.8%	87%	False	False	26,481
100	0.7716	0.7170	0.0546	7.3%	0.0061	0.8%	64%	False	False	21,235
120	0.7851	0.7170	0.0681	9.1%	0.0055	0.7%	51%	False	False	17,704

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0017
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.7636
2.618	0.7592
1.618	0.7565
1.000	0.7548
0.618	0.7538
HIGH	0.7521
0.618	0.7511
0.500	0.7508
0.382	0.7504
LOW	0.7494
0.618	0.7477
1.000	0.7467
1.618	0.7450
2.618	0.7423
4.250	0.7379

Fisher Pivots for day following 27-Jan-2023
Pivot	1 day	3 day
R1	0.7515	0.7507
PP	0.7511	0.7496
S1	0.7508	0.7485

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

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