CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-Feb-2023
Day Change Summary
Previous Current
15-Feb-2023 16-Feb-2023 Change Change % Previous Week
Open 0.7498 0.7451 -0.0048 -0.6% 0.7466
High 0.7498 0.7470 -0.0029 -0.4% 0.7517
Low 0.7465 0.7445 -0.0021 -0.3% 0.7455
Close 0.7483 0.7470 -0.0014 -0.2% 0.7515
Range 0.0033 0.0025 -0.0008 -24.2% 0.0062
ATR 0.0032 0.0032 0.0000 1.6% 0.0000
Volume 35 53 18 51.4% 62
Daily Pivots for day following 16-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7536 0.7528 0.7483
R3 0.7511 0.7503 0.7476
R2 0.7486 0.7486 0.7474
R1 0.7478 0.7478 0.7472 0.7482
PP 0.7461 0.7461 0.7461 0.7463
S1 0.7453 0.7453 0.7467 0.7457
S2 0.7436 0.7436 0.7465
S3 0.7411 0.7428 0.7463
S4 0.7386 0.7403 0.7456
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 0.7445 0.0075 1.0% 0.0029 0.4% 33% False True 19
10 0.7524 0.7445 0.0080 1.1% 0.0024 0.3% 31% False True 15
20 0.7537 0.7435 0.0103 1.4% 0.0018 0.2% 34% False False 10
40 0.7537 0.7331 0.0206 2.8% 0.0020 0.3% 67% False False 9
60 0.7548 0.7329 0.0219 2.9% 0.0019 0.3% 64% False False 11
80 0.7593 0.7300 0.0293 3.9% 0.0019 0.3% 58% 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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7576
2.618 0.7535
1.618 0.7510
1.000 0.7495
0.618 0.7485
HIGH 0.7470
0.618 0.7460
0.500 0.7457
0.382 0.7454
LOW 0.7445
0.618 0.7429
1.000 0.7420
1.618 0.7404
2.618 0.7379
4.250 0.7338
Fisher Pivots for day following 16-Feb-2023
Pivot 1 day 3 day
R1 0.7465 0.7482
PP 0.7461 0.7478
S1 0.7457 0.7474

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

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