CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 0.7389 0.7394 0.0005 0.1% 0.7455
High 0.7405 0.7394 -0.0011 -0.1% 0.7455
Low 0.7388 0.7363 -0.0025 -0.3% 0.7349
Close 0.7388 0.7363 -0.0025 -0.3% 0.7373
Range 0.0017 0.0031 0.0014 82.4% 0.0107
ATR 0.0035 0.0035 0.0000 -0.9% 0.0000
Volume 7 81 74 1,057.1% 99
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7466 0.7446 0.7380
R3 0.7435 0.7415 0.7372
R2 0.7404 0.7404 0.7369
R1 0.7384 0.7384 0.7366 0.7379
PP 0.7373 0.7373 0.7373 0.7371
S1 0.7353 0.7353 0.7360 0.7348
S2 0.7342 0.7342 0.7357
S3 0.7311 0.7322 0.7354
S4 0.7280 0.7291 0.7346
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 0.7420 0.7349 0.0072 1.0% 0.0032 0.4% 20% False False 30
10 0.7519 0.7349 0.0171 2.3% 0.0032 0.4% 9% False False 29
20 0.7537 0.7349 0.0189 2.6% 0.0024 0.3% 8% False False 17
40 0.7537 0.7331 0.0206 2.8% 0.0024 0.3% 16% False False 12
60 0.7537 0.7329 0.0209 2.8% 0.0021 0.3% 17% False False 10
80 0.7593 0.7311 0.0282 3.8% 0.0021 0.3% 18% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7526
2.618 0.7475
1.618 0.7444
1.000 0.7425
0.618 0.7413
HIGH 0.7394
0.618 0.7382
0.500 0.7379
0.382 0.7375
LOW 0.7363
0.618 0.7344
1.000 0.7332
1.618 0.7313
2.618 0.7282
4.250 0.7231
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 0.7379 0.7382
PP 0.7373 0.7375
S1 0.7368 0.7369

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

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