CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-Jan-2023
Day Change Summary
Previous Current
18-Jan-2023 19-Jan-2023 Change Change % Previous Week
Open 0.7486 0.7455 -0.0032 -0.4% 0.7501
High 0.7486 0.7455 -0.0032 -0.4% 0.7524
Low 0.7435 0.7455 0.0020 0.3% 0.7463
Close 0.7435 0.7455 0.0020 0.3% 0.7489
Range 0.0052 0.0000 -0.0052 -100.0% 0.0061
ATR 0.0042 0.0041 -0.0002 -3.7% 0.0000
Volume 13 0 -13 -100.0% 9
Daily Pivots for day following 19-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7455 0.7455 0.7455
R3 0.7455 0.7455 0.7455
R2 0.7455 0.7455 0.7455
R1 0.7455 0.7455 0.7455 0.7455
PP 0.7455 0.7455 0.7455 0.7455
S1 0.7455 0.7455 0.7455 0.7455
S2 0.7455 0.7455 0.7455
S3 0.7455 0.7455 0.7455
S4 0.7455 0.7455 0.7455
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% 22% False False 14
10 0.7524 0.7343 0.0181 2.4% 0.0027 0.4% 62% False False 9
20 0.7524 0.7331 0.0193 2.6% 0.0022 0.3% 64% False False 8
40 0.7548 0.7329 0.0219 2.9% 0.0019 0.3% 58% False False 12
60 0.7593 0.7300 0.0293 3.9% 0.0020 0.3% 53% False False 9
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7455
2.618 0.7455
1.618 0.7455
1.000 0.7455
0.618 0.7455
HIGH 0.7455
0.618 0.7455
0.500 0.7455
0.382 0.7455
LOW 0.7455
0.618 0.7455
1.000 0.7455
1.618 0.7455
2.618 0.7455
4.250 0.7455
Fisher Pivots for day following 19-Jan-2023
Pivot 1 day 3 day
R1 0.7455 0.7463
PP 0.7455 0.7460
S1 0.7455 0.7457

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

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