CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 08-Mar-2023
Day Change Summary
Previous Current
07-Mar-2023 08-Mar-2023 Change Change % Previous Week
Open 0.7367 0.7307 -0.0060 -0.8% 0.7410
High 0.7378 0.7309 -0.0069 -0.9% 0.7414
Low 0.7315 0.7292 -0.0023 -0.3% 0.7374
Close 0.7315 0.7295 -0.0020 -0.3% 0.7400
Range 0.0063 0.0017 -0.0046 -73.6% 0.0041
ATR 0.0032 0.0032 -0.0001 -2.1% 0.0000
Volume 251 169 -82 -32.7% 100
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7348 0.7338 0.7304
R3 0.7332 0.7322 0.7300
R2 0.7315 0.7315 0.7298
R1 0.7305 0.7305 0.7297 0.7302
PP 0.7299 0.7299 0.7299 0.7297
S1 0.7289 0.7289 0.7293 0.7285
S2 0.7282 0.7282 0.7292
S3 0.7266 0.7272 0.7290
S4 0.7249 0.7256 0.7286
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 0.7292 0.0122 1.7% 0.0026 0.4% 2% False True 110
10 0.7438 0.7292 0.0146 2.0% 0.0027 0.4% 2% False True 73
20 0.7532 0.7292 0.0240 3.3% 0.0024 0.3% 1% False True 40
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7379
2.618 0.7352
1.618 0.7335
1.000 0.7325
0.618 0.7319
HIGH 0.7309
0.618 0.7302
0.500 0.7300
0.382 0.7298
LOW 0.7292
0.618 0.7282
1.000 0.7276
1.618 0.7265
2.618 0.7249
4.250 0.7222
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 0.7300 0.7340
PP 0.7299 0.7325
S1 0.7297 0.7310

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

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