CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 0.7420 0.7413 -0.0007 -0.1% 0.7455
High 0.7420 0.7415 -0.0006 -0.1% 0.7455
Low 0.7395 0.7349 -0.0047 -0.6% 0.7349
Close 0.7406 0.7373 -0.0033 -0.4% 0.7373
Range 0.0025 0.0066 0.0041 164.0% 0.0107
ATR 0.0033 0.0036 0.0002 7.1% 0.0000
Volume 33 12 -21 -63.6% 99
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7577 0.7541 0.7409
R3 0.7511 0.7475 0.7391
R2 0.7445 0.7445 0.7385
R1 0.7409 0.7409 0.7379 0.7394
PP 0.7379 0.7379 0.7379 0.7371
S1 0.7343 0.7343 0.7367 0.7328
S2 0.7313 0.7313 0.7361
S3 0.7247 0.7277 0.7355
S4 0.7181 0.7211 0.7337
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7712 0.7649 0.7432
R3 0.7605 0.7542 0.7402
R2 0.7499 0.7499 0.7393
R1 0.7436 0.7436 0.7383 0.7414
PP 0.7392 0.7392 0.7392 0.7381
S1 0.7329 0.7329 0.7363 0.7308
S2 0.7286 0.7286 0.7353
S3 0.7179 0.7223 0.7344
S4 0.7073 0.7116 0.7314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7455 0.7349 0.0107 1.4% 0.0038 0.5% 23% False True 22
10 0.7520 0.7349 0.0171 2.3% 0.0033 0.5% 14% False True 20
20 0.7537 0.7349 0.0189 2.6% 0.0023 0.3% 13% False True 14
40 0.7537 0.7331 0.0206 2.8% 0.0024 0.3% 20% False False 10
60 0.7537 0.7329 0.0209 2.8% 0.0021 0.3% 21% False False 9
80 0.7593 0.7311 0.0282 3.8% 0.0021 0.3% 22% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7587
1.618 0.7521
1.000 0.7481
0.618 0.7455
HIGH 0.7415
0.618 0.7389
0.500 0.7382
0.382 0.7374
LOW 0.7349
0.618 0.7308
1.000 0.7283
1.618 0.7242
2.618 0.7176
4.250 0.7068
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 0.7382 0.7384
PP 0.7379 0.7381
S1 0.7376 0.7377

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

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