CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 0.7368 0.7388 0.0020 0.3% 0.7303
High 0.7382 0.7399 0.0017 0.2% 0.7364
Low 0.7362 0.7388 0.0026 0.4% 0.7274
Close 0.7378 0.7399 0.0021 0.3% 0.7307
Range 0.0020 0.0011 -0.0009 -46.2% 0.0090
ATR 0.0038 0.0037 -0.0001 -3.3% 0.0000
Volume 36 12 -24 -66.7% 165
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7427 0.7423 0.7404
R3 0.7416 0.7413 0.7401
R2 0.7406 0.7406 0.7400
R1 0.7402 0.7402 0.7399 0.7404
PP 0.7395 0.7395 0.7395 0.7396
S1 0.7392 0.7392 0.7398 0.7393
S2 0.7385 0.7385 0.7397
S3 0.7374 0.7381 0.7396
S4 0.7364 0.7371 0.7393
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 0.7399 0.7274 0.0125 1.7% 0.0026 0.4% 100% True False 21
10 0.7399 0.7274 0.0125 1.7% 0.0027 0.4% 100% True False 24
20 0.7414 0.7264 0.0151 2.0% 0.0029 0.4% 90% False False 47
40 0.7550 0.7264 0.0287 3.9% 0.0026 0.4% 47% False False 32
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7443
2.618 0.7426
1.618 0.7415
1.000 0.7409
0.618 0.7405
HIGH 0.7399
0.618 0.7394
0.500 0.7393
0.382 0.7392
LOW 0.7388
0.618 0.7382
1.000 0.7378
1.618 0.7371
2.618 0.7361
4.250 0.7343
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 0.7397 0.7390
PP 0.7395 0.7381
S1 0.7393 0.7372

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

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