CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 30-Jan-2023

Day Change Summary
	Previous	Current
	27-Jan-2023	30-Jan-2023	Change	Change %	Previous Week
Open	0.7510	0.7515	0.0005	0.1%	0.7477
High	0.7521	0.7521	0.0000	0.0%	0.7521
Low	0.7494	0.7470	-0.0024	-0.3%	0.7449
Close	0.7518	0.7474	-0.0044	-0.6%	0.7518
Range	0.0027	0.0051	0.0024	88.9%	0.0073
ATR	0.0056	0.0056	0.0000	-0.7%	0.0000
Volume	53,464	55,477	2,013	3.8%	311,281

Daily Pivots for day following 30-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7641	0.7609	0.7502
R3	0.7590	0.7558	0.7488
R2	0.7539	0.7539	0.7483
R1	0.7507	0.7507	0.7479	0.7498
PP	0.7488	0.7488	0.7488	0.7484
S1	0.7456	0.7456	0.7469	0.7447
S2	0.7437	0.7437	0.7465
S3	0.7386	0.7405	0.7460
S4	0.7335	0.7354	0.7446

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%	0.0045	0.6%	35%	True	False	62,832
10	0.7521	0.7399	0.0123	1.6%	0.0051	0.7%	62%	True	False	65,025
20	0.7521	0.7310	0.0211	2.8%	0.0059	0.8%	78%	True	False	67,733
40	0.7521	0.7304	0.0218	2.9%	0.0058	0.8%	78%	True	False	53,974
60	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	69%	False	False	36,147
80	0.7571	0.7170	0.0401	5.4%	0.0063	0.8%	76%	False	False	27,173
100	0.7716	0.7170	0.0546	7.3%	0.0061	0.8%	56%	False	False	21,789
120	0.7851	0.7170	0.0681	9.1%	0.0056	0.7%	45%	False	False	18,167

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7738
2.618	0.7655
1.618	0.7604
1.000	0.7572
0.618	0.7553
HIGH	0.7521
0.618	0.7502
0.500	0.7496
0.382	0.7489
LOW	0.7470
0.618	0.7438
1.000	0.7419
1.618	0.7387
2.618	0.7336
4.250	0.7253

Fisher Pivots for day following 30-Jan-2023
Pivot	1 day	3 day
R1	0.7496	0.7491
PP	0.7488	0.7485
S1	0.7481	0.7480

Download as Excel Spreadsheet

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

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