CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 06-Mar-2023
Day Change Summary
Previous Current
03-Mar-2023 06-Mar-2023 Change Change % Previous Week
Open 0.7400 0.7389 -0.0012 -0.2% 0.7410
High 0.7414 0.7389 -0.0026 -0.3% 0.7414
Low 0.7374 0.7385 0.0011 0.1% 0.7374
Close 0.7400 0.7386 -0.0015 -0.2% 0.7400
Range 0.0041 0.0004 -0.0037 -90.1% 0.0041
ATR 0.0031 0.0030 -0.0001 -3.5% 0.0000
Volume 28 103 75 267.9% 100
Daily Pivots for day following 06-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7398 0.7396 0.7388
R3 0.7394 0.7392 0.7387
R2 0.7390 0.7390 0.7386
R1 0.7388 0.7388 0.7386 0.7387
PP 0.7386 0.7386 0.7386 0.7386
S1 0.7384 0.7384 0.7385 0.7383
S2 0.7382 0.7382 0.7385
S3 0.7378 0.7380 0.7384
S4 0.7374 0.7376 0.7383
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7517 0.7499 0.7422
R3 0.7477 0.7459 0.7411
R2 0.7436 0.7436 0.7407
R1 0.7418 0.7418 0.7404 0.7407
PP 0.7396 0.7396 0.7396 0.7390
S1 0.7378 0.7378 0.7396 0.7367
S2 0.7355 0.7355 0.7393
S3 0.7315 0.7337 0.7389
S4 0.7274 0.7297 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7374 0.0041 0.5% 0.0020 0.3% 30% False False 39
10 0.7466 0.7360 0.0106 1.4% 0.0025 0.3% 24% False False 31
20 0.7532 0.7360 0.0172 2.3% 0.0022 0.3% 15% False False 23
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 0.0006
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7406
2.618 0.7399
1.618 0.7395
1.000 0.7393
0.618 0.7391
HIGH 0.7389
0.618 0.7387
0.500 0.7387
0.382 0.7386
LOW 0.7385
0.618 0.7382
1.000 0.7381
1.618 0.7378
2.618 0.7374
4.250 0.7368
Fisher Pivots for day following 06-Mar-2023
Pivot 1 day 3 day
R1 0.7387 0.7394
PP 0.7386 0.7391
S1 0.7386 0.7388

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

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