CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Feb-2023
Day Change Summary
Previous Current
17-Feb-2023 21-Feb-2023 Change Change % Previous Week
Open 0.7426 0.7455 0.0029 0.4% 0.7520
High 0.7442 0.7455 0.0013 0.2% 0.7520
Low 0.7412 0.7410 -0.0002 0.0% 0.7412
Close 0.7446 0.7413 -0.0033 -0.4% 0.7446
Range 0.0031 0.0045 0.0015 47.5% 0.0108
ATR 0.0034 0.0035 0.0001 2.3% 0.0000
Volume 11 37 26 236.4% 107
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7561 0.7532 0.7438
R3 0.7516 0.7487 0.7425
R2 0.7471 0.7471 0.7421
R1 0.7442 0.7442 0.7417 0.7434
PP 0.7426 0.7426 0.7426 0.7422
S1 0.7397 0.7397 0.7409 0.7389
S2 0.7381 0.7381 0.7405
S3 0.7336 0.7352 0.7401
S4 0.7291 0.7307 0.7388
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7783 0.7722 0.7505
R3 0.7675 0.7614 0.7475
R2 0.7567 0.7567 0.7465
R1 0.7506 0.7506 0.7455 0.7483
PP 0.7459 0.7459 0.7459 0.7447
S1 0.7398 0.7398 0.7436 0.7375
S2 0.7351 0.7351 0.7426
S3 0.7243 0.7290 0.7416
S4 0.7135 0.7182 0.7386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7519 0.7410 0.0109 1.5% 0.0032 0.4% 3% False True 28
10 0.7520 0.7410 0.0110 1.5% 0.0025 0.3% 3% False True 18
20 0.7537 0.7410 0.0127 1.7% 0.0019 0.3% 2% False True 12
40 0.7537 0.7331 0.0206 2.8% 0.0022 0.3% 40% False False 10
60 0.7548 0.7329 0.0219 3.0% 0.0020 0.3% 39% False False 8
80 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 36% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7573
1.618 0.7528
1.000 0.7500
0.618 0.7483
HIGH 0.7455
0.618 0.7438
0.500 0.7433
0.382 0.7427
LOW 0.7410
0.618 0.7382
1.000 0.7365
1.618 0.7337
2.618 0.7292
4.250 0.7219
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 0.7433 0.7440
PP 0.7426 0.7431
S1 0.7420 0.7422

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

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