CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.7413 0.7389 -0.0024 -0.3% 0.7455
High 0.7415 0.7405 -0.0010 -0.1% 0.7455
Low 0.7349 0.7388 0.0040 0.5% 0.7349
Close 0.7373 0.7388 0.0015 0.2% 0.7373
Range 0.0066 0.0017 -0.0049 -74.2% 0.0107
ATR 0.0036 0.0035 0.0000 -0.7% 0.0000
Volume 12 7 -5 -41.7% 99
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7445 0.7433 0.7397
R3 0.7428 0.7416 0.7393
R2 0.7411 0.7411 0.7391
R1 0.7399 0.7399 0.7390 0.7397
PP 0.7394 0.7394 0.7394 0.7392
S1 0.7382 0.7382 0.7386 0.7380
S2 0.7377 0.7377 0.7385
S3 0.7360 0.7365 0.7383
S4 0.7343 0.7348 0.7379
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% 0.0035 0.5% 37% False False 21
10 0.7520 0.7349 0.0171 2.3% 0.0029 0.4% 23% False False 21
20 0.7537 0.7349 0.0189 2.6% 0.0023 0.3% 21% False False 14
40 0.7537 0.7331 0.0206 2.8% 0.0024 0.3% 28% False False 10
60 0.7537 0.7329 0.0209 2.8% 0.0021 0.3% 29% False False 9
80 0.7593 0.7311 0.0282 3.8% 0.0021 0.3% 27% False False 10
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7477
2.618 0.7450
1.618 0.7433
1.000 0.7422
0.618 0.7416
HIGH 0.7405
0.618 0.7399
0.500 0.7397
0.382 0.7394
LOW 0.7388
0.618 0.7377
1.000 0.7371
1.618 0.7360
2.618 0.7343
4.250 0.7316
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.7397 0.7387
PP 0.7394 0.7386
S1 0.7391 0.7384

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

View Archives - Comment on this page... - Back to Index of Symbols