CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 07-Mar-2023
Day Change Summary
Previous Current
06-Mar-2023 07-Mar-2023 Change Change % Previous Week
Open 0.7384 0.7360 -0.0024 -0.3% 0.7389
High 0.7384 0.7360 -0.0024 -0.3% 0.7405
Low 0.7370 0.7298 -0.0072 -1.0% 0.7354
Close 0.7370 0.7298 -0.0072 -1.0% 0.7384
Range 0.0015 0.0063 0.0048 331.0% 0.0052
ATR 0.0033 0.0036 0.0003 8.6% 0.0000
Volume 253 132 -121 -47.8% 464
Daily Pivots for day following 07-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7506 0.7464 0.7332
R3 0.7443 0.7402 0.7315
R2 0.7381 0.7381 0.7309
R1 0.7339 0.7339 0.7303 0.7329
PP 0.7318 0.7318 0.7318 0.7313
S1 0.7277 0.7277 0.7292 0.7266
S2 0.7256 0.7256 0.7286
S3 0.7193 0.7214 0.7280
S4 0.7131 0.7152 0.7263
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7535 0.7511 0.7412
R3 0.7484 0.7460 0.7398
R2 0.7432 0.7432 0.7393
R1 0.7408 0.7408 0.7389 0.7395
PP 0.7381 0.7381 0.7381 0.7374
S1 0.7357 0.7357 0.7379 0.7343
S2 0.7329 0.7329 0.7375
S3 0.7278 0.7305 0.7370
S4 0.7226 0.7254 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7401 0.7298 0.0104 1.4% 0.0034 0.5% 0% False True 152
10 0.7420 0.7298 0.0123 1.7% 0.0033 0.5% 0% False True 91
20 0.7520 0.7298 0.0222 3.0% 0.0029 0.4% 0% False True 54
40 0.7537 0.7298 0.0240 3.3% 0.0023 0.3% 0% False True 30
60 0.7537 0.7298 0.0240 3.3% 0.0023 0.3% 0% False True 22
80 0.7593 0.7298 0.0296 4.0% 0.0021 0.3% 0% False True 20
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7626
2.618 0.7524
1.618 0.7461
1.000 0.7423
0.618 0.7399
HIGH 0.7360
0.618 0.7336
0.500 0.7329
0.382 0.7321
LOW 0.7298
0.618 0.7259
1.000 0.7235
1.618 0.7196
2.618 0.7134
4.250 0.7032
Fisher Pivots for day following 07-Mar-2023
Pivot 1 day 3 day
R1 0.7329 0.7349
PP 0.7318 0.7332
S1 0.7308 0.7315

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

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