CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Jan-2023
Day Change Summary
Previous Current
26-Jan-2023 27-Jan-2023 Change Change % Previous Week
Open 0.7507 0.7535 0.0028 0.4% 0.7486
High 0.7520 0.7536 0.0016 0.2% 0.7536
Low 0.7507 0.7515 0.0009 0.1% 0.7486
Close 0.7520 0.7535 0.0016 0.2% 0.7535
Range 0.0013 0.0021 0.0008 57.7% 0.0050
ATR 0.0035 0.0034 -0.0001 -3.0% 0.0000
Volume 8 0 -8 -100.0% 13
Daily Pivots for day following 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7590 0.7583 0.7546
R3 0.7570 0.7563 0.7541
R2 0.7549 0.7549 0.7539
R1 0.7542 0.7542 0.7537 0.7545
PP 0.7529 0.7529 0.7529 0.7530
S1 0.7522 0.7522 0.7533 0.7525
S2 0.7508 0.7508 0.7531
S3 0.7488 0.7501 0.7529
S4 0.7467 0.7481 0.7524
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7667 0.7651 0.7562
R3 0.7618 0.7601 0.7549
R2 0.7568 0.7568 0.7544
R1 0.7552 0.7552 0.7540 0.7560
PP 0.7519 0.7519 0.7519 0.7523
S1 0.7502 0.7502 0.7530 0.7511
S2 0.7469 0.7469 0.7526
S3 0.7420 0.7453 0.7521
S4 0.7370 0.7403 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7536 0.7486 0.0050 0.7% 0.0009 0.1% 99% True False 2
10 0.7536 0.7435 0.0101 1.3% 0.0022 0.3% 100% True False 8
20 0.7536 0.7331 0.0205 2.7% 0.0025 0.3% 100% True False 7
40 0.7536 0.7329 0.0207 2.7% 0.0020 0.3% 100% True False 7
60 0.7593 0.7311 0.0282 3.7% 0.0020 0.3% 79% False False 9
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 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7623
2.618 0.7589
1.618 0.7569
1.000 0.7556
0.618 0.7548
HIGH 0.7536
0.618 0.7528
0.500 0.7525
0.382 0.7523
LOW 0.7515
0.618 0.7502
1.000 0.7495
1.618 0.7482
2.618 0.7461
4.250 0.7428
Fisher Pivots for day following 27-Jan-2023
Pivot 1 day 3 day
R1 0.7532 0.7528
PP 0.7529 0.7521
S1 0.7525 0.7514

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

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