CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 0.7484 0.7469 -0.0015 -0.2% 0.7444
High 0.7510 0.7492 -0.0018 -0.2% 0.7510
Low 0.7443 0.7445 0.0002 0.0% 0.7432
Close 0.7472 0.7474 0.0003 0.0% 0.7472
Range 0.0067 0.0047 -0.0020 -29.3% 0.0078
ATR 0.0063 0.0061 -0.0001 -1.8% 0.0000
Volume 58,385 82,492 24,107 41.3% 298,740
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7611 0.7590 0.7500
R3 0.7564 0.7543 0.7487
R2 0.7517 0.7517 0.7483
R1 0.7496 0.7496 0.7478 0.7507
PP 0.7470 0.7470 0.7470 0.7476
S1 0.7449 0.7449 0.7470 0.7460
S2 0.7423 0.7423 0.7465
S3 0.7376 0.7402 0.7461
S4 0.7329 0.7355 0.7448
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7704 0.7665 0.7514
R3 0.7626 0.7588 0.7493
R2 0.7549 0.7549 0.7486
R1 0.7510 0.7510 0.7479 0.7529
PP 0.7471 0.7471 0.7471 0.7481
S1 0.7433 0.7433 0.7464 0.7452
S2 0.7394 0.7394 0.7457
S3 0.7316 0.7355 0.7450
S4 0.7239 0.7278 0.7429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7510 0.7432 0.0078 1.0% 0.0048 0.6% 54% False False 63,401
10 0.7510 0.7310 0.0200 2.7% 0.0069 0.9% 82% False False 72,587
20 0.7510 0.7304 0.0206 2.8% 0.0059 0.8% 83% False False 67,337
40 0.7532 0.7304 0.0229 3.1% 0.0061 0.8% 75% False False 39,950
60 0.7571 0.7231 0.0341 4.6% 0.0064 0.9% 72% False False 26,726
80 0.7571 0.7170 0.0401 5.4% 0.0065 0.9% 76% False False 20,110
100 0.7746 0.7170 0.0576 7.7% 0.0059 0.8% 53% False False 16,118
120 0.7851 0.7170 0.0681 9.1% 0.0053 0.7% 45% False False 13,437
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7615
1.618 0.7568
1.000 0.7539
0.618 0.7521
HIGH 0.7492
0.618 0.7474
0.500 0.7469
0.382 0.7463
LOW 0.7445
0.618 0.7416
1.000 0.7398
1.618 0.7369
2.618 0.7322
4.250 0.7245
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 0.7472 0.7473
PP 0.7470 0.7472
S1 0.7469 0.7471

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

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