CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 01-Mar-2023
Day Change Summary
Previous Current
28-Feb-2023 01-Mar-2023 Change Change % Previous Week
Open 0.7394 0.7354 -0.0041 -0.5% 0.7455
High 0.7394 0.7382 -0.0012 -0.2% 0.7455
Low 0.7363 0.7354 -0.0010 -0.1% 0.7349
Close 0.7363 0.7373 0.0010 0.1% 0.7373
Range 0.0031 0.0029 -0.0003 -8.1% 0.0107
ATR 0.0035 0.0034 0.0000 -1.3% 0.0000
Volume 81 167 86 106.2% 99
Daily Pivots for day following 01-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7455 0.7442 0.7388
R3 0.7426 0.7414 0.7380
R2 0.7398 0.7398 0.7378
R1 0.7385 0.7385 0.7375 0.7392
PP 0.7369 0.7369 0.7369 0.7373
S1 0.7357 0.7357 0.7370 0.7363
S2 0.7341 0.7341 0.7367
S3 0.7312 0.7328 0.7365
S4 0.7284 0.7300 0.7357
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% 0.0034 0.5% 34% False False 60
10 0.7498 0.7349 0.0150 2.0% 0.0032 0.4% 16% False False 45
20 0.7537 0.7349 0.0189 2.6% 0.0025 0.3% 13% False False 26
40 0.7537 0.7331 0.0206 2.8% 0.0024 0.3% 20% False False 16
60 0.7537 0.7329 0.0209 2.8% 0.0021 0.3% 21% False False 13
80 0.7593 0.7311 0.0282 3.8% 0.0021 0.3% 22% False False 13
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7503
2.618 0.7457
1.618 0.7428
1.000 0.7411
0.618 0.7400
HIGH 0.7382
0.618 0.7371
0.500 0.7368
0.382 0.7364
LOW 0.7354
0.618 0.7336
1.000 0.7325
1.618 0.7307
2.618 0.7279
4.250 0.7232
Fisher Pivots for day following 01-Mar-2023
Pivot 1 day 3 day
R1 0.7371 0.7379
PP 0.7369 0.7377
S1 0.7368 0.7375

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

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