CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 07-Mar-2023

Day Change Summary
	Previous	Current
	06-Mar-2023	07-Mar-2023	Change	Change %	Previous Week
Open	0.7352	0.7346	-0.0006	-0.1%	0.7348
High	0.7363	0.7353	-0.0010	-0.1%	0.7389
Low	0.7338	0.7266	-0.0072	-1.0%	0.7321
Close	0.7343	0.7268	-0.0075	-1.0%	0.7358
Range	0.0025	0.0088	0.0063	250.0%	0.0068
ATR	0.0050	0.0053	0.0003	5.4%	0.0000
Volume	62,905	137,365	74,460	118.4%	353,429

Daily Pivots for day following 07-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7558	0.7500	0.7316
R3	0.7470	0.7413	0.7292
R2	0.7383	0.7383	0.7284
R1	0.7325	0.7325	0.7276	0.7310
PP	0.7295	0.7295	0.7295	0.7288
S1	0.7238	0.7238	0.7259	0.7223
S2	0.7208	0.7208	0.7251
S3	0.7120	0.7150	0.7243
S4	0.7033	0.7063	0.7219

Weekly Pivots for week ending 03-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7560	0.7527	0.7395
R3	0.7492	0.7459	0.7376
R2	0.7424	0.7424	0.7370
R1	0.7391	0.7391	0.7364	0.7407
PP	0.7356	0.7356	0.7356	0.7364
S1	0.7323	0.7323	0.7351	0.7339
S2	0.7288	0.7288	0.7345
S3	0.7220	0.7255	0.7339
S4	0.7152	0.7187	0.7320

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7377	0.7266	0.0112	1.5%	0.0047	0.6%	2%	False	True	83,450
10	0.7400	0.7266	0.0135	1.9%	0.0047	0.6%	1%	False	True	77,687
20	0.7535	0.7266	0.0270	3.7%	0.0051	0.7%	1%	False	True	78,944
40	0.7542	0.7266	0.0276	3.8%	0.0052	0.7%	1%	False	True	74,756
60	0.7542	0.7266	0.0276	3.8%	0.0056	0.8%	1%	False	True	69,704
80	0.7571	0.7266	0.0306	4.2%	0.0058	0.8%	1%	False	True	52,612
100	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	24%	False	False	42,133
120	0.7619	0.7170	0.0449	6.2%	0.0060	0.8%	22%	False	False	35,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.7725
2.618	0.7582
1.618	0.7495
1.000	0.7441
0.618	0.7407
HIGH	0.7353
0.618	0.7320
0.500	0.7309
0.382	0.7299
LOW	0.7266
0.618	0.7211
1.000	0.7178
1.618	0.7124
2.618	0.7036
4.250	0.6894

Fisher Pivots for day following 07-Mar-2023
Pivot	1 day	3 day
R1	0.7309	0.7321
PP	0.7295	0.7303
S1	0.7281	0.7285

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