CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-Feb-2023
Day Change Summary
Previous Current
14-Feb-2023 15-Feb-2023 Change Change % Previous Week
Open 0.7515 0.7498 -0.0017 -0.2% 0.7466
High 0.7519 0.7498 -0.0021 -0.3% 0.7517
Low 0.7495 0.7465 -0.0030 -0.4% 0.7455
Close 0.7519 0.7483 -0.0036 -0.5% 0.7515
Range 0.0025 0.0033 0.0009 34.7% 0.0062
ATR 0.0030 0.0032 0.0002 5.8% 0.0000
Volume 8 35 27 337.5% 62
Daily Pivots for day following 15-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7581 0.7565 0.7501
R3 0.7548 0.7532 0.7492
R2 0.7515 0.7515 0.7489
R1 0.7499 0.7499 0.7486 0.7491
PP 0.7482 0.7482 0.7482 0.7478
S1 0.7466 0.7466 0.7480 0.7458
S2 0.7449 0.7449 0.7477
S3 0.7416 0.7433 0.7474
S4 0.7383 0.7400 0.7465
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7681 0.7660 0.7549
R3 0.7619 0.7598 0.7532
R2 0.7557 0.7557 0.7526
R1 0.7536 0.7536 0.7521 0.7547
PP 0.7495 0.7495 0.7495 0.7501
S1 0.7474 0.7474 0.7509 0.7485
S2 0.7433 0.7433 0.7504
S3 0.7371 0.7412 0.7498
S4 0.7309 0.7350 0.7481
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7520 0.7455 0.0065 0.9% 0.0024 0.3% 44% False False 8
10 0.7524 0.7455 0.0070 0.9% 0.0021 0.3% 41% False False 10
20 0.7537 0.7435 0.0103 1.4% 0.0017 0.2% 47% False False 7
40 0.7537 0.7331 0.0206 2.8% 0.0019 0.3% 74% False False 7
60 0.7549 0.7329 0.0221 2.9% 0.0019 0.3% 70% False False 10
80 0.7593 0.7255 0.0338 4.5% 0.0020 0.3% 67% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7638
2.618 0.7584
1.618 0.7551
1.000 0.7531
0.618 0.7518
HIGH 0.7498
0.618 0.7485
0.500 0.7482
0.382 0.7478
LOW 0.7465
0.618 0.7445
1.000 0.7432
1.618 0.7412
2.618 0.7379
4.250 0.7325
Fisher Pivots for day following 15-Feb-2023
Pivot 1 day 3 day
R1 0.7483 0.7492
PP 0.7482 0.7489
S1 0.7482 0.7486

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

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