CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 18-Jan-2023
Day Change Summary
Previous Current
17-Jan-2023 18-Jan-2023 Change Change % Previous Week
Open 0.7486 0.7486 0.0001 0.0% 0.7501
High 0.7492 0.7486 -0.0006 -0.1% 0.7524
Low 0.7486 0.7435 -0.0051 -0.7% 0.7463
Close 0.7492 0.7435 -0.0058 -0.8% 0.7489
Range 0.0007 0.0052 0.0045 692.3% 0.0061
ATR 0.0041 0.0042 0.0001 2.9% 0.0000
Volume 50 13 -37 -74.0% 9
Daily Pivots for day following 18-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7606 0.7572 0.7463
R3 0.7555 0.7520 0.7449
R2 0.7503 0.7503 0.7444
R1 0.7469 0.7469 0.7439 0.7460
PP 0.7452 0.7452 0.7452 0.7447
S1 0.7417 0.7417 0.7430 0.7409
S2 0.7400 0.7400 0.7425
S3 0.7349 0.7366 0.7420
S4 0.7297 0.7314 0.7406
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7675 0.7643 0.7523
R3 0.7614 0.7582 0.7506
R2 0.7553 0.7553 0.7500
R1 0.7521 0.7521 0.7495 0.7506
PP 0.7492 0.7492 0.7492 0.7484
S1 0.7460 0.7460 0.7483 0.7445
S2 0.7431 0.7431 0.7478
S3 0.7370 0.7399 0.7472
S4 0.7309 0.7338 0.7455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7524 0.7435 0.0089 1.2% 0.0028 0.4% 0% False True 14
10 0.7524 0.7343 0.0181 2.4% 0.0027 0.4% 51% False False 9
20 0.7524 0.7331 0.0193 2.6% 0.0022 0.3% 54% False False 8
40 0.7549 0.7329 0.0221 3.0% 0.0020 0.3% 48% False False 12
60 0.7593 0.7255 0.0338 4.5% 0.0022 0.3% 53% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7705
2.618 0.7621
1.618 0.7569
1.000 0.7538
0.618 0.7518
HIGH 0.7486
0.618 0.7466
0.500 0.7460
0.382 0.7454
LOW 0.7435
0.618 0.7403
1.000 0.7383
1.618 0.7351
2.618 0.7300
4.250 0.7216
Fisher Pivots for day following 18-Jan-2023
Pivot 1 day 3 day
R1 0.7460 0.7479
PP 0.7452 0.7464
S1 0.7443 0.7449

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

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