CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 07-Feb-2023
Day Change Summary
Previous Current
06-Feb-2023 07-Feb-2023 Change Change % Previous Week
Open 0.7466 0.7472 0.0007 0.1% 0.7513
High 0.7466 0.7482 0.0016 0.2% 0.7537
Low 0.7460 0.7472 0.0013 0.2% 0.7470
Close 0.7460 0.7479 0.0019 0.3% 0.7489
Range 0.0006 0.0010 0.0004 58.3% 0.0067
ATR 0.0033 0.0032 -0.0001 -2.4% 0.0000
Volume 23 2 -21 -91.3% 22
Daily Pivots for day following 07-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7506 0.7502 0.7484
R3 0.7496 0.7492 0.7481
R2 0.7487 0.7487 0.7480
R1 0.7483 0.7483 0.7479 0.7485
PP 0.7477 0.7477 0.7477 0.7478
S1 0.7473 0.7473 0.7478 0.7475
S2 0.7468 0.7468 0.7477
S3 0.7458 0.7464 0.7476
S4 0.7449 0.7454 0.7473
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% 0.0014 0.2% 25% False False 5
10 0.7537 0.7460 0.0078 1.0% 0.0012 0.2% 25% False False 5
20 0.7537 0.7435 0.0103 1.4% 0.0017 0.2% 43% False False 6
40 0.7537 0.7329 0.0209 2.8% 0.0019 0.3% 72% False False 7
60 0.7593 0.7329 0.0265 3.5% 0.0018 0.2% 57% False False 9
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7522
2.618 0.7506
1.618 0.7497
1.000 0.7491
0.618 0.7487
HIGH 0.7482
0.618 0.7478
0.500 0.7477
0.382 0.7476
LOW 0.7472
0.618 0.7466
1.000 0.7463
1.618 0.7457
2.618 0.7447
4.250 0.7432
Fisher Pivots for day following 07-Feb-2023
Pivot 1 day 3 day
R1 0.7478 0.7492
PP 0.7477 0.7487
S1 0.7477 0.7483

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

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