CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 0.7311 0.7357 0.0046 0.6% 0.7389
High 0.7348 0.7360 0.0013 0.2% 0.7389
Low 0.7311 0.7343 0.0032 0.4% 0.7264
Close 0.7321 0.7343 0.0023 0.3% 0.7270
Range 0.0037 0.0017 -0.0020 -53.4% 0.0125
ATR 0.0036 0.0036 0.0000 0.8% 0.0000
Volume 17 4 -13 -76.5% 579
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7400 0.7388 0.7352
R3 0.7383 0.7371 0.7348
R2 0.7366 0.7366 0.7346
R1 0.7354 0.7354 0.7345 0.7352
PP 0.7349 0.7349 0.7349 0.7347
S1 0.7337 0.7337 0.7341 0.7335
S2 0.7332 0.7332 0.7340
S3 0.7315 0.7320 0.7338
S4 0.7298 0.7303 0.7334
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 0.7360 0.7264 0.0097 1.3% 0.0029 0.4% 82% True False 49
10 0.7414 0.7264 0.0151 2.0% 0.0027 0.4% 53% False False 63
20 0.7531 0.7264 0.0268 3.6% 0.0026 0.3% 30% False False 44
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7432
2.618 0.7405
1.618 0.7388
1.000 0.7377
0.618 0.7371
HIGH 0.7360
0.618 0.7354
0.500 0.7352
0.382 0.7349
LOW 0.7343
0.618 0.7332
1.000 0.7326
1.618 0.7315
2.618 0.7298
4.250 0.7271
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 0.7352 0.7333
PP 0.7349 0.7322
S1 0.7346 0.7312

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

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