This feature is in Coinbase Commerce for WooCommerce Pro
Go to Dashboard > WooCommerce > Settings > Payments> Coinbase
Click Manage
Set the Order Status When Payment Done, which could be the following, according to you use case
- Pending Payment:
pending
- Failed:
failed
- Processing:
processing
- On Hold:
on-hold
- Completed:
completed
- Cancelled:
cancelled
- Refunded:
refunded
- Draft:
draft
(if used, though not a standard status like the others)