CME Canadian Dollar Future March 2023

Trading Metrics calculated at close of trading on 08-Mar-2023

Day Change Summary
	Previous	Current
	07-Mar-2023	08-Mar-2023	Change	Change %	Previous Week
Open	0.7346	0.7270	-0.0077	-1.0%	0.7348
High	0.7353	0.7276	-0.0078	-1.1%	0.7389
Low	0.7266	0.7239	-0.0027	-0.4%	0.7321
Close	0.7268	0.7247	-0.0021	-0.3%	0.7358
Range	0.0088	0.0037	-0.0051	-57.7%	0.0068
ATR	0.0053	0.0052	-0.0001	-2.1%	0.0000
Volume	137,365	167,267	29,902	21.8%	353,429

Daily Pivots for day following 08-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7365	0.7343	0.7267
R3	0.7328	0.7306	0.7257
R2	0.7291	0.7291	0.7253
R1	0.7269	0.7269	0.7250	0.7261
PP	0.7254	0.7254	0.7254	0.7250
S1	0.7232	0.7232	0.7243	0.7224
S2	0.7217	0.7217	0.7240
S3	0.7180	0.7195	0.7236
S4	0.7143	0.7158	0.7226

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	0.7239	0.0139	1.9%	0.0046	0.6%	6%	False	True	101,197
10	0.7400	0.7239	0.0161	2.2%	0.0048	0.7%	5%	False	True	87,612
20	0.7535	0.7239	0.0297	4.1%	0.0050	0.7%	3%	False	True	82,887
40	0.7542	0.7239	0.0303	4.2%	0.0052	0.7%	3%	False	True	77,332
60	0.7542	0.7239	0.0303	4.2%	0.0055	0.8%	3%	False	True	72,390
80	0.7571	0.7239	0.0333	4.6%	0.0058	0.8%	2%	False	True	54,702
100	0.7571	0.7170	0.0401	5.5%	0.0061	0.8%	19%	False	False	43,805
120	0.7604	0.7170	0.0434	6.0%	0.0060	0.8%	18%	False	False	36,552

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7433
2.618	0.7372
1.618	0.7335
1.000	0.7313
0.618	0.7298
HIGH	0.7276
0.618	0.7261
0.500	0.7257
0.382	0.7253
LOW	0.7239
0.618	0.7216
1.000	0.7202
1.618	0.7179
2.618	0.7142
4.250	0.7081

Fisher Pivots for day following 08-Mar-2023
Pivot	1 day	3 day
R1	0.7257	0.7301
PP	0.7254	0.7283
S1	0.7250	0.7265

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