CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 0.7489 0.7466 -0.0023 -0.3% 0.7513
High 0.7524 0.7466 -0.0059 -0.8% 0.7537
Low 0.7470 0.7460 -0.0011 -0.1% 0.7470
Close 0.7489 0.7460 -0.0029 -0.4% 0.7489
Range 0.0054 0.0006 -0.0048 -88.9% 0.0067
ATR 0.0033 0.0033 0.0000 -0.9% 0.0000
Volume 0 23 23 22
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7480 0.7476 0.7463
R3 0.7474 0.7470 0.7461
R2 0.7468 0.7468 0.7461
R1 0.7464 0.7464 0.7460 0.7463
PP 0.7462 0.7462 0.7462 0.7461
S1 0.7458 0.7458 0.7459 0.7457
S2 0.7456 0.7456 0.7458
S3 0.7450 0.7452 0.7458
S4 0.7444 0.7446 0.7456
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7700 0.7661 0.7525
R3 0.7633 0.7594 0.7507
R2 0.7566 0.7566 0.7501
R1 0.7527 0.7527 0.7495 0.7513
PP 0.7499 0.7499 0.7499 0.7491
S1 0.7460 0.7460 0.7482 0.7446
S2 0.7432 0.7432 0.7476
S3 0.7365 0.7393 0.7470
S4 0.7298 0.7326 0.7452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7537 0.7460 0.0078 1.0% 0.0012 0.2% 0% False True 4
10 0.7537 0.7460 0.0078 1.0% 0.0012 0.2% 0% False True 5
20 0.7537 0.7435 0.0103 1.4% 0.0016 0.2% 24% False False 6
40 0.7537 0.7329 0.0209 2.8% 0.0019 0.3% 63% False False 7
60 0.7593 0.7329 0.0265 3.5% 0.0018 0.2% 50% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7491
2.618 0.7481
1.618 0.7475
1.000 0.7472
0.618 0.7469
HIGH 0.7466
0.618 0.7463
0.500 0.7463
0.382 0.7462
LOW 0.7460
0.618 0.7456
1.000 0.7454
1.618 0.7450
2.618 0.7444
4.250 0.7434
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 0.7463 0.7492
PP 0.7462 0.7481
S1 0.7461 0.7470

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

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