CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 09-Mar-2023
Day Change Summary
Previous Current
08-Mar-2023 09-Mar-2023 Change Change % Previous Week
Open 0.7303 0.7279 -0.0024 -0.3% 0.7389
High 0.7303 0.7300 -0.0003 0.0% 0.7405
Low 0.7272 0.7264 -0.0008 -0.1% 0.7354
Close 0.7278 0.7264 -0.0014 -0.2% 0.7384
Range 0.0031 0.0036 0.0005 16.1% 0.0052
ATR 0.0035 0.0035 0.0000 0.2% 0.0000
Volume 986 409 -577 -58.5% 464
Daily Pivots for day following 09-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7384 0.7360 0.7284
R3 0.7348 0.7324 0.7274
R2 0.7312 0.7312 0.7271
R1 0.7288 0.7288 0.7267 0.7282
PP 0.7276 0.7276 0.7276 0.7273
S1 0.7252 0.7252 0.7261 0.7246
S2 0.7240 0.7240 0.7257
S3 0.7204 0.7216 0.7254
S4 0.7168 0.7180 0.7244
Weekly Pivots for week ending 03-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7535 0.7511 0.7412
R3 0.7484 0.7460 0.7398
R2 0.7432 0.7432 0.7393
R1 0.7408 0.7408 0.7389 0.7395
PP 0.7381 0.7381 0.7381 0.7374
S1 0.7357 0.7357 0.7379 0.7343
S2 0.7329 0.7329 0.7375
S3 0.7278 0.7305 0.7370
S4 0.7226 0.7254 0.7356
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7401 0.7264 0.0137 1.9% 0.0038 0.5% 0% False True 373
10 0.7415 0.7264 0.0151 2.1% 0.0035 0.5% 0% False True 225
20 0.7520 0.7264 0.0256 3.5% 0.0031 0.4% 0% False True 122
40 0.7537 0.7264 0.0273 3.8% 0.0024 0.3% 0% False True 65
60 0.7537 0.7264 0.0273 3.8% 0.0022 0.3% 0% False True 46
80 0.7593 0.7264 0.0329 4.5% 0.0021 0.3% 0% False True 38
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7394
1.618 0.7358
1.000 0.7336
0.618 0.7322
HIGH 0.7300
0.618 0.7286
0.500 0.7282
0.382 0.7278
LOW 0.7264
0.618 0.7242
1.000 0.7228
1.618 0.7206
2.618 0.7170
4.250 0.7111
Fisher Pivots for day following 09-Mar-2023
Pivot 1 day 3 day
R1 0.7282 0.7312
PP 0.7276 0.7296
S1 0.7270 0.7280

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

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