CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 01-Mar-2023
Day Change Summary
Previous Current
28-Feb-2023 01-Mar-2023 Change Change % Previous Week
Open 0.7368 0.7332 -0.0036 -0.5% 0.7422
High 0.7375 0.7362 -0.0013 -0.2% 0.7441
Low 0.7327 0.7321 -0.0006 -0.1% 0.7318
Close 0.7339 0.7348 0.0010 0.1% 0.7349
Range 0.0048 0.0041 -0.0007 -14.7% 0.0123
ATR 0.0055 0.0054 -0.0001 -1.9% 0.0000
Volume 74,160 78,535 4,375 5.9% 322,211
Daily Pivots for day following 01-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7465 0.7447 0.7370
R3 0.7425 0.7407 0.7359
R2 0.7384 0.7384 0.7355
R1 0.7366 0.7366 0.7352 0.7375
PP 0.7344 0.7344 0.7344 0.7348
S1 0.7326 0.7326 0.7344 0.7335
S2 0.7303 0.7303 0.7341
S3 0.7263 0.7285 0.7337
S4 0.7222 0.7245 0.7326
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7737 0.7665 0.7416
R3 0.7614 0.7543 0.7382
R2 0.7492 0.7492 0.7371
R1 0.7420 0.7420 0.7360 0.7395
PP 0.7369 0.7369 0.7369 0.7356
S1 0.7298 0.7298 0.7337 0.7272
S2 0.7247 0.7247 0.7326
S3 0.7124 0.7175 0.7315
S4 0.7002 0.7053 0.7281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7400 0.7318 0.0082 1.1% 0.0050 0.7% 37% False False 74,027
10 0.7501 0.7318 0.0183 2.5% 0.0051 0.7% 16% False False 77,369
20 0.7542 0.7318 0.0224 3.0% 0.0053 0.7% 13% False False 79,923
40 0.7542 0.7310 0.0232 3.2% 0.0057 0.8% 16% False False 74,904
60 0.7542 0.7304 0.0238 3.2% 0.0057 0.8% 19% False False 64,336
80 0.7571 0.7258 0.0313 4.3% 0.0060 0.8% 29% False False 48,390
100 0.7571 0.7170 0.0401 5.5% 0.0061 0.8% 44% False False 38,762
120 0.7716 0.7170 0.0546 7.4% 0.0060 0.8% 33% False False 32,343
Crabel Price Patterns
NR True
NR4 True
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 0.0010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7534
2.618 0.7468
1.618 0.7427
1.000 0.7402
0.618 0.7387
HIGH 0.7362
0.618 0.7346
0.500 0.7341
0.382 0.7336
LOW 0.7321
0.618 0.7296
1.000 0.7281
1.618 0.7255
2.618 0.7215
4.250 0.7149
Fisher Pivots for day following 01-Mar-2023
Pivot 1 day 3 day
R1 0.7346 0.7355
PP 0.7344 0.7353
S1 0.7341 0.7350

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

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