CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 0.7535 0.7513 -0.0023 -0.3% 0.7486
High 0.7536 0.7513 -0.0023 -0.3% 0.7536
Low 0.7515 0.7492 -0.0024 -0.3% 0.7486
Close 0.7535 0.7492 -0.0044 -0.6% 0.7535
Range 0.0021 0.0022 0.0001 4.9% 0.0050
ATR 0.0034 0.0035 0.0001 1.9% 0.0000
Volume 0 22 22 13
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7563 0.7549 0.7503
R3 0.7542 0.7527 0.7497
R2 0.7520 0.7520 0.7495
R1 0.7506 0.7506 0.7493 0.7502
PP 0.7499 0.7499 0.7499 0.7497
S1 0.7484 0.7484 0.7490 0.7481
S2 0.7477 0.7477 0.7488
S3 0.7456 0.7463 0.7486
S4 0.7434 0.7441 0.7480
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 0.7492 0.0044 0.6% 0.0013 0.2% 0% False True 6
10 0.7536 0.7435 0.0101 1.3% 0.0018 0.2% 56% False False 10
20 0.7536 0.7331 0.0205 2.7% 0.0025 0.3% 78% False False 6
40 0.7536 0.7329 0.0207 2.8% 0.0020 0.3% 79% False False 7
60 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 64% 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 0.0000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7604
2.618 0.7569
1.618 0.7548
1.000 0.7535
0.618 0.7526
HIGH 0.7513
0.618 0.7505
0.500 0.7502
0.382 0.7500
LOW 0.7492
0.618 0.7478
1.000 0.7470
1.618 0.7457
2.618 0.7435
4.250 0.7400
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 0.7502 0.7514
PP 0.7499 0.7506
S1 0.7495 0.7499

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

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