CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 0.7303 0.7325 0.0022 0.3% 0.7311
High 0.7344 0.7325 -0.0019 -0.3% 0.7360
Low 0.7303 0.7316 0.0013 0.2% 0.7270
Close 0.7344 0.7325 -0.0020 -0.3% 0.7318
Range 0.0041 0.0010 -0.0032 -76.8% 0.0090
ATR 0.0038 0.0037 -0.0001 -1.8% 0.0000
Volume 13 50 37 284.6% 105
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7350 0.7347 0.7330
R3 0.7341 0.7337 0.7327
R2 0.7331 0.7331 0.7326
R1 0.7328 0.7328 0.7325 0.7325
PP 0.7322 0.7322 0.7322 0.7320
S1 0.7318 0.7318 0.7324 0.7315
S2 0.7312 0.7312 0.7323
S3 0.7303 0.7309 0.7322
S4 0.7293 0.7299 0.7319
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7586 0.7542 0.7368
R3 0.7496 0.7452 0.7343
R2 0.7406 0.7406 0.7335
R1 0.7362 0.7362 0.7326 0.7384
PP 0.7316 0.7316 0.7316 0.7327
S1 0.7272 0.7272 0.7310 0.7294
S2 0.7226 0.7226 0.7302
S3 0.7136 0.7182 0.7293
S4 0.7046 0.7092 0.7269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7344 0.7270 0.0074 1.0% 0.0032 0.4% 74% False False 29
10 0.7360 0.7264 0.0097 1.3% 0.0030 0.4% 63% False False 39
20 0.7438 0.7264 0.0175 2.4% 0.0029 0.4% 35% False False 47
40 0.7550 0.7264 0.0287 3.9% 0.0026 0.4% 21% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7365
2.618 0.7350
1.618 0.7340
1.000 0.7335
0.618 0.7331
HIGH 0.7325
0.618 0.7321
0.500 0.7320
0.382 0.7319
LOW 0.7316
0.618 0.7310
1.000 0.7306
1.618 0.7300
2.618 0.7291
4.250 0.7275
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 0.7323 0.7323
PP 0.7322 0.7321
S1 0.7320 0.7319

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

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