CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 14-Feb-2023
Day Change Summary
Previous Current
13-Feb-2023 14-Feb-2023 Change Change % Previous Week
Open 0.7495 0.7501 0.0007 0.1% 0.7458
High 0.7506 0.7535 0.0029 0.4% 0.7499
Low 0.7476 0.7469 -0.0007 -0.1% 0.7421
Close 0.7499 0.7499 0.0000 0.0% 0.7495
Range 0.0031 0.0066 0.0036 116.4% 0.0078
ATR 0.0056 0.0057 0.0001 1.3% 0.0000
Volume 56,244 93,007 36,763 65.4% 392,413
Daily Pivots for day following 14-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7699 0.7665 0.7535
R3 0.7633 0.7599 0.7517
R2 0.7567 0.7567 0.7511
R1 0.7533 0.7533 0.7505 0.7517
PP 0.7501 0.7501 0.7501 0.7493
S1 0.7467 0.7467 0.7492 0.7451
S2 0.7435 0.7435 0.7486
S3 0.7369 0.7401 0.7480
S4 0.7303 0.7335 0.7462
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 0.7535 0.7424 0.0111 1.5% 0.0054 0.7% 67% True False 75,614
10 0.7542 0.7421 0.0121 1.6% 0.0054 0.7% 64% False False 82,477
20 0.7542 0.7399 0.0143 1.9% 0.0055 0.7% 70% False False 74,829
40 0.7542 0.7304 0.0238 3.2% 0.0057 0.8% 82% False False 71,083
60 0.7542 0.7304 0.0238 3.2% 0.0059 0.8% 82% False False 51,576
80 0.7571 0.7231 0.0341 4.5% 0.0062 0.8% 79% False False 38,752
100 0.7571 0.7170 0.0401 5.3% 0.0063 0.8% 82% False False 31,054
120 0.7746 0.7170 0.0576 7.7% 0.0059 0.8% 57% False False 25,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7816
2.618 0.7708
1.618 0.7642
1.000 0.7601
0.618 0.7576
HIGH 0.7535
0.618 0.7510
0.500 0.7502
0.382 0.7494
LOW 0.7469
0.618 0.7428
1.000 0.7403
1.618 0.7362
2.618 0.7296
4.250 0.7189
Fisher Pivots for day following 14-Feb-2023
Pivot 1 day 3 day
R1 0.7502 0.7492
PP 0.7501 0.7486
S1 0.7500 0.7480

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

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