CME Canadian Dollar Future September 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 0.7360 0.7303 -0.0058 -0.8% 0.7389
High 0.7360 0.7303 -0.0058 -0.8% 0.7405
Low 0.7298 0.7272 -0.0026 -0.4% 0.7354
Close 0.7298 0.7278 -0.0020 -0.3% 0.7384
Range 0.0063 0.0031 -0.0032 -50.4% 0.0052
ATR 0.0036 0.0035 0.0000 -0.9% 0.0000
Volume 132 986 854 647.0% 464
Daily Pivots for day following 08-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7377 0.7359 0.7295
R3 0.7346 0.7328 0.7287
R2 0.7315 0.7315 0.7284
R1 0.7297 0.7297 0.7281 0.7290
PP 0.7284 0.7284 0.7284 0.7281
S1 0.7266 0.7266 0.7275 0.7259
S2 0.7253 0.7253 0.7272
S3 0.7222 0.7235 0.7269
S4 0.7191 0.7204 0.7261
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 0.7401 0.7272 0.0130 1.8% 0.0034 0.5% 5% False True 316
10 0.7420 0.7272 0.0149 2.0% 0.0034 0.5% 4% False True 188
20 0.7520 0.7272 0.0248 3.4% 0.0030 0.4% 3% False True 103
40 0.7537 0.7272 0.0266 3.6% 0.0023 0.3% 2% False True 55
60 0.7537 0.7272 0.0266 3.6% 0.0023 0.3% 2% False True 39
80 0.7593 0.7272 0.0322 4.4% 0.0021 0.3% 2% False True 33
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7434
2.618 0.7384
1.618 0.7353
1.000 0.7334
0.618 0.7322
HIGH 0.7303
0.618 0.7291
0.500 0.7287
0.382 0.7283
LOW 0.7272
0.618 0.7252
1.000 0.7241
1.618 0.7221
2.618 0.7190
4.250 0.7140
Fisher Pivots for day following 08-Mar-2023
Pivot 1 day 3 day
R1 0.7287 0.7328
PP 0.7284 0.7311
S1 0.7281 0.7295

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

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