CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 0.7340 0.7367 0.0027 0.4% 0.7433
High 0.7372 0.7370 -0.0002 0.0% 0.7450
Low 0.7333 0.7344 0.0011 0.1% 0.7330
Close 0.7358 0.7363 0.0005 0.1% 0.7359
Range 0.0039 0.0027 -0.0013 -32.1% 0.0120
ATR 0.0049 0.0047 -0.0002 -3.3% 0.0000
Volume 2,131 4,316 2,185 102.5% 4,599
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7438 0.7427 0.7378
R3 0.7412 0.7401 0.7370
R2 0.7385 0.7385 0.7368
R1 0.7374 0.7374 0.7365 0.7367
PP 0.7359 0.7359 0.7359 0.7355
S1 0.7348 0.7348 0.7361 0.7340
S2 0.7332 0.7332 0.7358
S3 0.7306 0.7321 0.7356
S4 0.7279 0.7295 0.7348
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7738 0.7668 0.7425
R3 0.7619 0.7549 0.7392
R2 0.7499 0.7499 0.7381
R1 0.7429 0.7429 0.7370 0.7404
PP 0.7380 0.7380 0.7380 0.7367
S1 0.7310 0.7310 0.7348 0.7285
S2 0.7260 0.7260 0.7337
S3 0.7141 0.7190 0.7326
S4 0.7021 0.7071 0.7293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7403 0.7330 0.0073 1.0% 0.0046 0.6% 45% False False 1,912
10 0.7497 0.7330 0.0167 2.3% 0.0045 0.6% 20% False False 1,457
20 0.7549 0.7330 0.0219 3.0% 0.0046 0.6% 15% False False 883
40 0.7549 0.7330 0.0219 3.0% 0.0049 0.7% 15% False False 530
60 0.7549 0.7320 0.0229 3.1% 0.0043 0.6% 19% False False 411
80 0.7581 0.7307 0.0274 3.7% 0.0043 0.6% 20% False False 322
100 0.7581 0.7200 0.0381 5.2% 0.0042 0.6% 43% False False 262
120 0.7713 0.7200 0.0513 7.0% 0.0043 0.6% 32% False False 225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7483
2.618 0.7439
1.618 0.7413
1.000 0.7397
0.618 0.7386
HIGH 0.7370
0.618 0.7360
0.500 0.7357
0.382 0.7354
LOW 0.7344
0.618 0.7327
1.000 0.7317
1.618 0.7301
2.618 0.7274
4.250 0.7231
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 0.7361 0.7361
PP 0.7359 0.7359
S1 0.7357 0.7358

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

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