CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-Feb-2023
Day Change Summary
Previous Current
21-Feb-2023 22-Feb-2023 Change Change % Previous Week
Open 0.7455 0.7417 -0.0038 -0.5% 0.7520
High 0.7455 0.7417 -0.0038 -0.5% 0.7520
Low 0.7410 0.7395 -0.0015 -0.2% 0.7412
Close 0.7413 0.7395 -0.0018 -0.2% 0.7446
Range 0.0045 0.0022 -0.0023 -51.1% 0.0108
ATR 0.0035 0.0034 -0.0001 -2.6% 0.0000
Volume 37 17 -20 -54.1% 107
Daily Pivots for day following 22-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7468 0.7454 0.7407
R3 0.7446 0.7432 0.7401
R2 0.7424 0.7424 0.7399
R1 0.7410 0.7410 0.7397 0.7406
PP 0.7402 0.7402 0.7402 0.7401
S1 0.7388 0.7388 0.7393 0.7384
S2 0.7380 0.7380 0.7391
S3 0.7358 0.7366 0.7389
S4 0.7336 0.7344 0.7383
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 0.7498 0.7395 0.0103 1.4% 0.0031 0.4% 0% False True 30
10 0.7520 0.7395 0.0125 1.7% 0.0026 0.4% 0% False True 19
20 0.7537 0.7395 0.0142 1.9% 0.0019 0.3% 0% False True 12
40 0.7537 0.7331 0.0206 2.8% 0.0022 0.3% 31% False False 9
60 0.7548 0.7329 0.0219 3.0% 0.0020 0.3% 30% False False 8
80 0.7593 0.7311 0.0282 3.8% 0.0020 0.3% 30% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7475
1.618 0.7453
1.000 0.7439
0.618 0.7431
HIGH 0.7417
0.618 0.7409
0.500 0.7406
0.382 0.7403
LOW 0.7395
0.618 0.7381
1.000 0.7373
1.618 0.7359
2.618 0.7337
4.250 0.7302
Fisher Pivots for day following 22-Feb-2023
Pivot 1 day 3 day
R1 0.7406 0.7425
PP 0.7402 0.7415
S1 0.7399 0.7405

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

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