CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Mar-2023
Day Change Summary
Previous Current
02-Mar-2023 03-Mar-2023 Change Change % Previous Week
Open 0.7368 0.7379 0.0012 0.2% 0.7389
High 0.7378 0.7401 0.0024 0.3% 0.7405
Low 0.7360 0.7356 -0.0004 -0.1% 0.7354
Close 0.7378 0.7384 0.0007 0.1% 0.7384
Range 0.0018 0.0045 0.0028 157.1% 0.0052
ATR 0.0033 0.0034 0.0001 2.5% 0.0000
Volume 121 88 -33 -27.3% 464
Daily Pivots for day following 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7515 0.7495 0.7409
R3 0.7470 0.7450 0.7396
R2 0.7425 0.7425 0.7392
R1 0.7405 0.7405 0.7388 0.7415
PP 0.7380 0.7380 0.7380 0.7386
S1 0.7360 0.7360 0.7380 0.7370
S2 0.7335 0.7335 0.7376
S3 0.7290 0.7315 0.7372
S4 0.7245 0.7270 0.7359
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7535 0.7511 0.7412
R3 0.7484 0.7460 0.7398
R2 0.7432 0.7432 0.7393
R1 0.7408 0.7408 0.7389 0.7395
PP 0.7381 0.7381 0.7381 0.7374
S1 0.7357 0.7357 0.7379 0.7343
S2 0.7329 0.7329 0.7375
S3 0.7278 0.7305 0.7370
S4 0.7226 0.7254 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7405 0.7354 0.0052 0.7% 0.0028 0.4% 59% False False 92
10 0.7455 0.7349 0.0107 1.4% 0.0033 0.4% 33% False False 57
20 0.7524 0.7349 0.0176 2.4% 0.0028 0.4% 20% False False 36
40 0.7537 0.7343 0.0195 2.6% 0.0024 0.3% 21% False False 21
60 0.7537 0.7329 0.0209 2.8% 0.0021 0.3% 27% False False 17
80 0.7593 0.7329 0.0265 3.6% 0.0020 0.3% 21% False False 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7592
2.618 0.7519
1.618 0.7474
1.000 0.7446
0.618 0.7429
HIGH 0.7401
0.618 0.7384
0.500 0.7379
0.382 0.7373
LOW 0.7356
0.618 0.7328
1.000 0.7311
1.618 0.7283
2.618 0.7238
4.250 0.7165
Fisher Pivots for day following 03-Mar-2023
Pivot 1 day 3 day
R1 0.7382 0.7382
PP 0.7380 0.7380
S1 0.7379 0.7377

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

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