CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 13-Feb-2023
Day Change Summary
Previous Current
10-Feb-2023 13-Feb-2023 Change Change % Previous Week
Open 0.7435 0.7495 0.0060 0.8% 0.7458
High 0.7499 0.7506 0.0008 0.1% 0.7499
Low 0.7424 0.7476 0.0052 0.7% 0.7421
Close 0.7495 0.7499 0.0004 0.1% 0.7495
Range 0.0075 0.0031 -0.0044 -59.1% 0.0078
ATR 0.0058 0.0056 -0.0002 -3.4% 0.0000
Volume 90,069 56,244 -33,825 -37.6% 392,413
Daily Pivots for day following 13-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7585 0.7572 0.7515
R3 0.7554 0.7542 0.7507
R2 0.7524 0.7524 0.7504
R1 0.7511 0.7511 0.7501 0.7518
PP 0.7493 0.7493 0.7493 0.7497
S1 0.7481 0.7481 0.7496 0.7487
S2 0.7463 0.7463 0.7493
S3 0.7432 0.7450 0.7490
S4 0.7402 0.7420 0.7482
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7704 0.7677 0.7537
R3 0.7626 0.7599 0.7516
R2 0.7549 0.7549 0.7509
R1 0.7522 0.7522 0.7502 0.7535
PP 0.7471 0.7471 0.7471 0.7478
S1 0.7444 0.7444 0.7487 0.7458
S2 0.7394 0.7394 0.7480
S3 0.7316 0.7367 0.7473
S4 0.7239 0.7289 0.7452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7506 0.7424 0.0082 1.1% 0.0051 0.7% 91% True False 74,694
10 0.7542 0.7421 0.0121 1.6% 0.0057 0.8% 64% False False 83,581
20 0.7542 0.7399 0.0143 1.9% 0.0054 0.7% 70% False False 74,303
40 0.7542 0.7304 0.0238 3.2% 0.0057 0.8% 82% False False 70,302
60 0.7571 0.7304 0.0268 3.6% 0.0059 0.8% 73% False False 50,030
80 0.7571 0.7231 0.0341 4.5% 0.0061 0.8% 79% False False 37,594
100 0.7571 0.7170 0.0401 5.3% 0.0063 0.8% 82% False False 30,127
120 0.7746 0.7170 0.0576 7.7% 0.0059 0.8% 57% False False 25,128
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0016
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7636
2.618 0.7586
1.618 0.7555
1.000 0.7537
0.618 0.7525
HIGH 0.7506
0.618 0.7494
0.500 0.7491
0.382 0.7487
LOW 0.7476
0.618 0.7457
1.000 0.7445
1.618 0.7426
2.618 0.7396
4.250 0.7346
Fisher Pivots for day following 13-Feb-2023
Pivot 1 day 3 day
R1 0.7496 0.7487
PP 0.7493 0.7476
S1 0.7491 0.7465

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

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