CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 02-Mar-2023
Day Change Summary
Previous Current
01-Mar-2023 02-Mar-2023 Change Change % Previous Week
Open 0.7354 0.7368 0.0014 0.2% 0.7455
High 0.7382 0.7378 -0.0005 -0.1% 0.7455
Low 0.7354 0.7360 0.0007 0.1% 0.7349
Close 0.7373 0.7378 0.0005 0.1% 0.7373
Range 0.0029 0.0018 -0.0011 -38.6% 0.0107
ATR 0.0034 0.0033 -0.0001 -3.5% 0.0000
Volume 167 121 -46 -27.5% 99
Daily Pivots for day following 02-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7424 0.7418 0.7387
R3 0.7407 0.7401 0.7382
R2 0.7389 0.7389 0.7381
R1 0.7383 0.7383 0.7379 0.7386
PP 0.7372 0.7372 0.7372 0.7373
S1 0.7366 0.7366 0.7376 0.7369
S2 0.7354 0.7354 0.7374
S3 0.7337 0.7348 0.7373
S4 0.7319 0.7331 0.7368
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 0.7415 0.7349 0.0066 0.9% 0.0032 0.4% 44% False False 77
10 0.7470 0.7349 0.0121 1.6% 0.0031 0.4% 24% False False 53
20 0.7524 0.7349 0.0176 2.4% 0.0026 0.4% 17% False False 32
40 0.7537 0.7343 0.0195 2.6% 0.0023 0.3% 18% False False 19
60 0.7537 0.7329 0.0209 2.8% 0.0021 0.3% 24% False False 15
80 0.7593 0.7329 0.0265 3.6% 0.0021 0.3% 19% False False 15
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7452
2.618 0.7423
1.618 0.7406
1.000 0.7395
0.618 0.7388
HIGH 0.7378
0.618 0.7371
0.500 0.7369
0.382 0.7367
LOW 0.7360
0.618 0.7349
1.000 0.7343
1.618 0.7332
2.618 0.7314
4.250 0.7286
Fisher Pivots for day following 02-Mar-2023
Pivot 1 day 3 day
R1 0.7375 0.7376
PP 0.7372 0.7375
S1 0.7369 0.7374

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

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