CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 13-Mar-2023
Day Change Summary
Previous Current
10-Mar-2023 13-Mar-2023 Change Change % Previous Week
Open 0.7255 0.7270 0.0015 0.2% 0.7384
High 0.7294 0.7331 0.0037 0.5% 0.7384
Low 0.7244 0.7270 0.0026 0.4% 0.7244
Close 0.7257 0.7310 0.0053 0.7% 0.7257
Range 0.0050 0.0061 0.0011 22.2% 0.0140
ATR 0.0036 0.0039 0.0003 7.3% 0.0000
Volume 537 147 -390 -72.6% 2,317
Daily Pivots for day following 13-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7485 0.7458 0.7343
R3 0.7424 0.7397 0.7326
R2 0.7364 0.7364 0.7321
R1 0.7337 0.7337 0.7315 0.7350
PP 0.7303 0.7303 0.7303 0.7310
S1 0.7276 0.7276 0.7304 0.7290
S2 0.7243 0.7243 0.7298
S3 0.7182 0.7216 0.7293
S4 0.7122 0.7155 0.7276
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7715 0.7626 0.7334
R3 0.7575 0.7486 0.7296
R2 0.7435 0.7435 0.7283
R1 0.7346 0.7346 0.7270 0.7321
PP 0.7295 0.7295 0.7295 0.7282
S1 0.7206 0.7206 0.7244 0.7181
S2 0.7155 0.7155 0.7231
S3 0.7015 0.7066 0.7219
S4 0.6875 0.6926 0.7180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7360 0.7244 0.0116 1.6% 0.0048 0.7% 56% False False 442
10 0.7401 0.7244 0.0157 2.1% 0.0038 0.5% 42% False False 292
20 0.7520 0.7244 0.0276 3.8% 0.0033 0.5% 24% False False 156
40 0.7537 0.7244 0.0293 4.0% 0.0027 0.4% 22% False False 82
60 0.7537 0.7244 0.0293 4.0% 0.0024 0.3% 22% False False 56
80 0.7568 0.7244 0.0324 4.4% 0.0022 0.3% 20% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7588
2.618 0.7489
1.618 0.7428
1.000 0.7391
0.618 0.7368
HIGH 0.7331
0.618 0.7307
0.500 0.7300
0.382 0.7293
LOW 0.7270
0.618 0.7233
1.000 0.7210
1.618 0.7172
2.618 0.7112
4.250 0.7013
Fisher Pivots for day following 13-Mar-2023
Pivot 1 day 3 day
R1 0.7306 0.7302
PP 0.7303 0.7295
S1 0.7300 0.7287

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

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