CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 01-Mar-2023

Day Change Summary
	Previous	Current
	28-Feb-2023	01-Mar-2023	Change	Change %	Previous Week
Open	0.7368	0.7332	-0.0036	-0.5%	0.7422
High	0.7375	0.7362	-0.0013	-0.2%	0.7441
Low	0.7327	0.7321	-0.0006	-0.1%	0.7318
Close	0.7339	0.7348	0.0010	0.1%	0.7349
Range	0.0048	0.0041	-0.0007	-14.7%	0.0123
ATR	0.0055	0.0054	-0.0001	-1.9%	0.0000
Volume	74,160	78,535	4,375	5.9%	322,211

Daily Pivots for day following 01-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7465	0.7447	0.7370
R3	0.7425	0.7407	0.7359
R2	0.7384	0.7384	0.7355
R1	0.7366	0.7366	0.7352	0.7375
PP	0.7344	0.7344	0.7344	0.7348
S1	0.7326	0.7326	0.7344	0.7335
S2	0.7303	0.7303	0.7341
S3	0.7263	0.7285	0.7337
S4	0.7222	0.7245	0.7326

Weekly Pivots for week ending 24-Feb-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7737	0.7665	0.7416
R3	0.7614	0.7543	0.7382
R2	0.7492	0.7492	0.7371
R1	0.7420	0.7420	0.7360	0.7395
PP	0.7369	0.7369	0.7369	0.7356
S1	0.7298	0.7298	0.7337	0.7272
S2	0.7247	0.7247	0.7326
S3	0.7124	0.7175	0.7315
S4	0.7002	0.7053	0.7281

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7400	0.7318	0.0082	1.1%	0.0050	0.7%	37%	False	False	74,027
10	0.7501	0.7318	0.0183	2.5%	0.0051	0.7%	16%	False	False	77,369
20	0.7542	0.7318	0.0224	3.0%	0.0053	0.7%	13%	False	False	79,923
40	0.7542	0.7310	0.0232	3.2%	0.0057	0.8%	16%	False	False	74,904
60	0.7542	0.7304	0.0238	3.2%	0.0057	0.8%	19%	False	False	64,336
80	0.7571	0.7258	0.0313	4.3%	0.0060	0.8%	29%	False	False	48,390
100	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	44%	False	False	38,762
120	0.7716	0.7170	0.0546	7.4%	0.0060	0.8%	33%	False	False	32,343

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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7534
2.618	0.7468
1.618	0.7427
1.000	0.7402
0.618	0.7387
HIGH	0.7362
0.618	0.7346
0.500	0.7341
0.382	0.7336
LOW	0.7321
0.618	0.7296
1.000	0.7281
1.618	0.7255
2.618	0.7215
4.250	0.7149

Fisher Pivots for day following 01-Mar-2023
Pivot	1 day	3 day
R1	0.7346	0.7355
PP	0.7344	0.7353
S1	0.7341	0.7350

Download as Excel Spreadsheet

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

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