CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.7395 0.7410 0.0016 0.2% 0.7466
High 0.7429 0.7410 -0.0019 -0.2% 0.7466
Low 0.7360 0.7402 0.0042 0.6% 0.7360
Close 0.7387 0.7402 0.0015 0.2% 0.7387
Range 0.0069 0.0008 -0.0061 -88.3% 0.0106
ATR 0.0033 0.0033 -0.0001 -2.2% 0.0000
Volume 49 5 -44 -89.8% 109
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7429 0.7423 0.7406
R3 0.7421 0.7415 0.7404
R2 0.7413 0.7413 0.7403
R1 0.7407 0.7407 0.7403 0.7406
PP 0.7405 0.7405 0.7405 0.7404
S1 0.7399 0.7399 0.7401 0.7398
S2 0.7397 0.7397 0.7401
S3 0.7389 0.7391 0.7400
S4 0.7381 0.7383 0.7398
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7721 0.7659 0.7445
R3 0.7615 0.7554 0.7416
R2 0.7510 0.7510 0.7406
R1 0.7448 0.7448 0.7397 0.7426
PP 0.7404 0.7404 0.7404 0.7393
S1 0.7343 0.7343 0.7377 0.7321
S2 0.7299 0.7299 0.7368
S3 0.7193 0.7237 0.7358
S4 0.7088 0.7132 0.7329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7466 0.7360 0.0106 1.4% 0.0030 0.4% 40% False False 22
10 0.7532 0.7360 0.0172 2.3% 0.0021 0.3% 24% False False 18
20 0.7550 0.7360 0.0190 2.6% 0.0026 0.3% 22% False False 16
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7444
2.618 0.7431
1.618 0.7423
1.000 0.7418
0.618 0.7415
HIGH 0.7410
0.618 0.7407
0.500 0.7406
0.382 0.7405
LOW 0.7402
0.618 0.7397
1.000 0.7394
1.618 0.7389
2.618 0.7381
4.250 0.7368
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.7406 0.7401
PP 0.7405 0.7400
S1 0.7403 0.7399

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

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