CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 0.7299 0.7311 0.0013 0.2% 0.7389
High 0.7305 0.7348 0.0043 0.6% 0.7389
Low 0.7264 0.7311 0.0048 0.7% 0.7264
Close 0.7270 0.7321 0.0051 0.7% 0.7270
Range 0.0042 0.0037 -0.0005 -12.0% 0.0125
ATR 0.0032 0.0036 0.0003 9.9% 0.0000
Volume 43 17 -26 -60.5% 579
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7436 0.7415 0.7341
R3 0.7399 0.7378 0.7331
R2 0.7363 0.7363 0.7327
R1 0.7342 0.7342 0.7324 0.7352
PP 0.7326 0.7326 0.7326 0.7332
S1 0.7305 0.7305 0.7317 0.7316
S2 0.7290 0.7290 0.7314
S3 0.7253 0.7269 0.7310
S4 0.7217 0.7232 0.7300
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7682 0.7601 0.7339
R3 0.7557 0.7476 0.7304
R2 0.7432 0.7432 0.7293
R1 0.7351 0.7351 0.7281 0.7329
PP 0.7307 0.7307 0.7307 0.7296
S1 0.7226 0.7226 0.7259 0.7204
S2 0.7182 0.7182 0.7247
S3 0.7057 0.7101 0.7236
S4 0.6932 0.6976 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7378 0.7264 0.0114 1.6% 0.0038 0.5% 50% False False 98
10 0.7414 0.7264 0.0151 2.1% 0.0029 0.4% 38% False False 69
20 0.7532 0.7264 0.0268 3.7% 0.0025 0.3% 21% False False 43
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7503
2.618 0.7443
1.618 0.7407
1.000 0.7384
0.618 0.7370
HIGH 0.7348
0.618 0.7334
0.500 0.7329
0.382 0.7325
LOW 0.7311
0.618 0.7288
1.000 0.7275
1.618 0.7252
2.618 0.7215
4.250 0.7156
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.7329 0.7316
PP 0.7326 0.7311
S1 0.7323 0.7306

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

View Archives - Comment on this page... - Back to Index of Symbols