CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Jan-2023
Day Change Summary
Previous Current
20-Jan-2023 23-Jan-2023 Change Change % Previous Week
Open 0.7493 0.7486 -0.0007 -0.1% 0.7486
High 0.7495 0.7490 -0.0006 -0.1% 0.7495
Low 0.7435 0.7486 0.0052 0.7% 0.7435
Close 0.7493 0.7490 -0.0004 0.0% 0.7493
Range 0.0061 0.0004 -0.0057 -94.2% 0.0061
ATR 0.0042 0.0039 -0.0002 -6.0% 0.0000
Volume 9 1 -8 -88.9% 72
Daily Pivots for day following 23-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7499 0.7498 0.7491
R3 0.7495 0.7494 0.7490
R2 0.7492 0.7492 0.7490
R1 0.7491 0.7491 0.7490 0.7491
PP 0.7488 0.7488 0.7488 0.7489
S1 0.7487 0.7487 0.7489 0.7488
S2 0.7485 0.7485 0.7489
S3 0.7481 0.7484 0.7489
S4 0.7478 0.7480 0.7488
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7656 0.7635 0.7526
R3 0.7595 0.7574 0.7510
R2 0.7535 0.7535 0.7504
R1 0.7514 0.7514 0.7499 0.7524
PP 0.7474 0.7474 0.7474 0.7479
S1 0.7453 0.7453 0.7487 0.7464
S2 0.7414 0.7414 0.7482
S3 0.7353 0.7393 0.7476
S4 0.7293 0.7332 0.7460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7495 0.7435 0.0061 0.8% 0.0024 0.3% 91% False False 14
10 0.7524 0.7435 0.0089 1.2% 0.0020 0.3% 62% False False 8
20 0.7524 0.7331 0.0193 2.6% 0.0025 0.3% 82% False False 8
40 0.7548 0.7329 0.0219 2.9% 0.0020 0.3% 74% False False 6
60 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 63% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7499
1.618 0.7495
1.000 0.7493
0.618 0.7492
HIGH 0.7490
0.618 0.7488
0.500 0.7488
0.382 0.7487
LOW 0.7486
0.618 0.7484
1.000 0.7483
1.618 0.7480
2.618 0.7477
4.250 0.7471
Fisher Pivots for day following 23-Jan-2023
Pivot 1 day 3 day
R1 0.7489 0.7481
PP 0.7488 0.7473
S1 0.7488 0.7465

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

View Archives - Comment on this page... - Back to Index of Symbols