CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 15-Mar-2023
Day Change Summary
Previous Current
14-Mar-2023 15-Mar-2023 Change Change % Previous Week
Open 0.7357 0.7323 -0.0034 -0.5% 0.7389
High 0.7360 0.7323 -0.0037 -0.5% 0.7389
Low 0.7343 0.7270 -0.0073 -1.0% 0.7264
Close 0.7343 0.7304 -0.0039 -0.5% 0.7270
Range 0.0017 0.0053 0.0036 211.8% 0.0125
ATR 0.0036 0.0039 0.0003 7.4% 0.0000
Volume 4 70 66 1,650.0% 579
Daily Pivots for day following 15-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7458 0.7434 0.7333
R3 0.7405 0.7381 0.7319
R2 0.7352 0.7352 0.7314
R1 0.7328 0.7328 0.7309 0.7314
PP 0.7299 0.7299 0.7299 0.7292
S1 0.7275 0.7275 0.7299 0.7261
S2 0.7246 0.7246 0.7294
S3 0.7193 0.7222 0.7289
S4 0.7140 0.7169 0.7275
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7682 0.7601 0.7339
R3 0.7557 0.7476 0.7304
R2 0.7432 0.7432 0.7293
R1 0.7351 0.7351 0.7281 0.7329
PP 0.7307 0.7307 0.7307 0.7296
S1 0.7226 0.7226 0.7259 0.7204
S2 0.7182 0.7182 0.7247
S3 0.7057 0.7101 0.7236
S4 0.6932 0.6976 0.7201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7360 0.7264 0.0097 1.3% 0.0036 0.5% 42% False False 29
10 0.7414 0.7264 0.0151 2.1% 0.0031 0.4% 27% False False 70
20 0.7495 0.7264 0.0231 3.2% 0.0028 0.4% 18% False False 47
40 0.7550 0.7264 0.0287 3.9% 0.0026 0.4% 14% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7462
1.618 0.7409
1.000 0.7376
0.618 0.7356
HIGH 0.7323
0.618 0.7303
0.500 0.7297
0.382 0.7290
LOW 0.7270
0.618 0.7237
1.000 0.7217
1.618 0.7184
2.618 0.7131
4.250 0.7045
Fisher Pivots for day following 15-Mar-2023
Pivot 1 day 3 day
R1 0.7302 0.7315
PP 0.7299 0.7311
S1 0.7297 0.7308

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

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