CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 0.7323 0.7310 -0.0014 -0.2% 0.7389
High 0.7323 0.7318 -0.0005 -0.1% 0.7389
Low 0.7270 0.7310 0.0040 0.5% 0.7264
Close 0.7304 0.7318 0.0014 0.2% 0.7270
Range 0.0053 0.0009 -0.0045 -84.0% 0.0125
ATR 0.0039 0.0037 -0.0002 -4.6% 0.0000
Volume 70 4 -66 -94.3% 579
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7341 0.7338 0.7323
R3 0.7332 0.7329 0.7320
R2 0.7324 0.7324 0.7320
R1 0.7321 0.7321 0.7319 0.7322
PP 0.7315 0.7315 0.7315 0.7316
S1 0.7312 0.7312 0.7317 0.7314
S2 0.7307 0.7307 0.7316
S3 0.7298 0.7304 0.7316
S4 0.7290 0.7295 0.7313
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% 0.0031 0.4% 56% False False 27
10 0.7414 0.7264 0.0151 2.1% 0.0031 0.4% 36% False False 70
20 0.7481 0.7264 0.0218 3.0% 0.0028 0.4% 25% False False 47
40 0.7550 0.7264 0.0287 3.9% 0.0025 0.3% 19% False False 29
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 0.0004
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7354
2.618 0.7340
1.618 0.7332
1.000 0.7327
0.618 0.7323
HIGH 0.7318
0.618 0.7315
0.500 0.7314
0.382 0.7313
LOW 0.7310
0.618 0.7304
1.000 0.7301
1.618 0.7296
2.618 0.7287
4.250 0.7273
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 0.7317 0.7317
PP 0.7315 0.7316
S1 0.7314 0.7315

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

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