CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 0.7282 0.7346 0.0064 0.9% 0.7303
High 0.7322 0.7355 0.0034 0.5% 0.7364
Low 0.7274 0.7346 0.0072 1.0% 0.7274
Close 0.7307 0.7355 0.0048 0.7% 0.7307
Range 0.0048 0.0010 -0.0038 -80.0% 0.0090
ATR 0.0038 0.0039 0.0001 1.8% 0.0000
Volume 38 17 -21 -55.3% 165
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7380 0.7377 0.7360
R3 0.7371 0.7368 0.7358
R2 0.7361 0.7361 0.7357
R1 0.7358 0.7358 0.7356 0.7360
PP 0.7352 0.7352 0.7352 0.7353
S1 0.7349 0.7349 0.7354 0.7350
S2 0.7342 0.7342 0.7353
S3 0.7333 0.7339 0.7352
S4 0.7323 0.7330 0.7350
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7583 0.7535 0.7356
R3 0.7494 0.7445 0.7332
R2 0.7404 0.7404 0.7323
R1 0.7356 0.7356 0.7315 0.7380
PP 0.7315 0.7315 0.7315 0.7327
S1 0.7266 0.7266 0.7299 0.7291
S2 0.7225 0.7225 0.7291
S3 0.7136 0.7177 0.7282
S4 0.7046 0.7087 0.7258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7364 0.7274 0.0090 1.2% 0.0029 0.4% 91% False False 33
10 0.7364 0.7270 0.0094 1.3% 0.0031 0.4% 91% False False 27
20 0.7414 0.7264 0.0151 2.0% 0.0030 0.4% 61% False False 48
40 0.7550 0.7264 0.0287 3.9% 0.0028 0.4% 32% False False 32
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 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7395
2.618 0.7380
1.618 0.7370
1.000 0.7365
0.618 0.7361
HIGH 0.7355
0.618 0.7351
0.500 0.7350
0.382 0.7349
LOW 0.7346
0.618 0.7340
1.000 0.7336
1.618 0.7330
2.618 0.7321
4.250 0.7305
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 0.7353 0.7343
PP 0.7352 0.7331
S1 0.7350 0.7319

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

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