CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 31-Jan-2023

Day Change Summary
	Previous	Current
	30-Jan-2023	31-Jan-2023	Change	Change %	Previous Week
Open	0.7515	0.7474	-0.0041	-0.5%	0.7477
High	0.7521	0.7522	0.0001	0.0%	0.7521
Low	0.7470	0.7425	-0.0045	-0.6%	0.7449
Close	0.7474	0.7518	0.0044	0.6%	0.7518
Range	0.0051	0.0097	0.0046	89.2%	0.0073
ATR	0.0056	0.0059	0.0003	5.2%	0.0000
Volume	55,477	104,053	48,576	87.6%	311,281

Daily Pivots for day following 31-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7778	0.7744	0.7571
R3	0.7681	0.7648	0.7544
R2	0.7585	0.7585	0.7535
R1	0.7551	0.7551	0.7526	0.7568
PP	0.7488	0.7488	0.7488	0.7496
S1	0.7455	0.7455	0.7509	0.7471
S2	0.7392	0.7392	0.7500
S3	0.7295	0.7358	0.7491
S4	0.7199	0.7262	0.7464

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	0.7522	0.7425	0.0097	1.3%	0.0057	0.8%	96%	True	True	72,830
10	0.7522	0.7399	0.0123	1.6%	0.0056	0.7%	97%	True	False	67,182
20	0.7522	0.7310	0.0212	2.8%	0.0062	0.8%	98%	True	False	69,884
40	0.7522	0.7304	0.0218	2.9%	0.0059	0.8%	98%	True	False	56,543
60	0.7571	0.7258	0.0313	4.2%	0.0062	0.8%	83%	False	False	37,879
80	0.7571	0.7170	0.0401	5.3%	0.0063	0.8%	87%	False	False	28,471
100	0.7716	0.7170	0.0546	7.3%	0.0062	0.8%	64%	False	False	22,827
120	0.7851	0.7170	0.0681	9.1%	0.0056	0.8%	51%	False	False	19,034

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

Fibonacci Retracements and Extensions
4.250	0.7932
2.618	0.7774
1.618	0.7678
1.000	0.7618
0.618	0.7581
HIGH	0.7522
0.618	0.7485
0.500	0.7473
0.382	0.7462
LOW	0.7425
0.618	0.7365
1.000	0.7329
1.618	0.7269
2.618	0.7172
4.250	0.7015

Fisher Pivots for day following 31-Jan-2023
Pivot	1 day	3 day
R1	0.7503	0.7503
PP	0.7488	0.7488
S1	0.7473	0.7473

Download as Excel Spreadsheet

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

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