CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 23-Mar-2023
Day Change Summary
Previous Current
22-Mar-2023 23-Mar-2023 Change Change % Previous Week
Open 0.7337 0.7343 0.0006 0.1% 0.7311
High 0.7351 0.7364 0.0013 0.2% 0.7360
Low 0.7316 0.7321 0.0005 0.1% 0.7270
Close 0.7339 0.7321 -0.0019 -0.3% 0.7318
Range 0.0035 0.0043 0.0008 22.9% 0.0090
ATR 0.0037 0.0037 0.0000 1.2% 0.0000
Volume 58 6 -52 -89.7% 105
Daily Pivots for day following 23-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7464 0.7435 0.7344
R3 0.7421 0.7392 0.7332
R2 0.7378 0.7378 0.7328
R1 0.7349 0.7349 0.7324 0.7342
PP 0.7335 0.7335 0.7335 0.7331
S1 0.7306 0.7306 0.7317 0.7299
S2 0.7292 0.7292 0.7313
S3 0.7249 0.7263 0.7309
S4 0.7206 0.7220 0.7297
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 0.7364 0.7294 0.0070 1.0% 0.0035 0.5% 39% True False 27
10 0.7364 0.7264 0.0100 1.4% 0.0033 0.5% 57% True False 27
20 0.7429 0.7264 0.0165 2.3% 0.0031 0.4% 35% False False 48
40 0.7550 0.7264 0.0287 3.9% 0.0028 0.4% 20% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0005
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7546
2.618 0.7476
1.618 0.7433
1.000 0.7407
0.618 0.7390
HIGH 0.7364
0.618 0.7347
0.500 0.7342
0.382 0.7337
LOW 0.7321
0.618 0.7294
1.000 0.7278
1.618 0.7251
2.618 0.7208
4.250 0.7138
Fisher Pivots for day following 23-Mar-2023
Pivot 1 day 3 day
R1 0.7342 0.7340
PP 0.7335 0.7333
S1 0.7328 0.7327

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

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