CME Canadian Dollar Future March 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 0.7240 0.7276 0.0036 0.5% 0.7352
High 0.7310 0.7324 0.0014 0.2% 0.7363
Low 0.7240 0.7274 0.0034 0.5% 0.7214
Close 0.7287 0.7321 0.0035 0.5% 0.7230
Range 0.0070 0.0051 -0.0020 -27.9% 0.0149
ATR 0.0053 0.0053 0.0000 -0.4% 0.0000
Volume 8,396 98 -8,298 -98.8% 567,394
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7458 0.7440 0.7349
R3 0.7407 0.7389 0.7335
R2 0.7357 0.7357 0.7330
R1 0.7339 0.7339 0.7326 0.7348
PP 0.7306 0.7306 0.7306 0.7311
S1 0.7288 0.7288 0.7316 0.7297
S2 0.7256 0.7256 0.7312
S3 0.7205 0.7238 0.7307
S4 0.7155 0.7187 0.7293
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7714 0.7620 0.7311
R3 0.7566 0.7472 0.7270
R2 0.7417 0.7417 0.7257
R1 0.7323 0.7323 0.7243 0.7296
PP 0.7269 0.7269 0.7269 0.7255
S1 0.7175 0.7175 0.7216 0.7148
S2 0.7120 0.7120 0.7202
S3 0.6972 0.7026 0.7189
S4 0.6823 0.6878 0.7148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7324 0.7214 0.0110 1.5% 0.0051 0.7% 97% True False 75,123
10 0.7377 0.7214 0.0163 2.2% 0.0049 0.7% 66% False False 79,287
20 0.7535 0.7214 0.0321 4.4% 0.0051 0.7% 33% False False 79,052
40 0.7542 0.7214 0.0328 4.5% 0.0053 0.7% 33% False False 76,677
60 0.7542 0.7214 0.0328 4.5% 0.0055 0.8% 33% False False 73,218
80 0.7571 0.7214 0.0357 4.9% 0.0057 0.8% 30% False False 57,286
100 0.7571 0.7214 0.0357 4.9% 0.0059 0.8% 30% False False 45,885
120 0.7571 0.7170 0.0401 5.5% 0.0061 0.8% 38% False False 38,281
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7539
2.618 0.7456
1.618 0.7406
1.000 0.7375
0.618 0.7355
HIGH 0.7324
0.618 0.7305
0.500 0.7299
0.382 0.7293
LOW 0.7274
0.618 0.7242
1.000 0.7223
1.618 0.7192
2.618 0.7141
4.250 0.7059
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 0.7314 0.7304
PP 0.7306 0.7286
S1 0.7299 0.7269

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

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