CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Mar-2023
Day Change Summary
Previous Current
13-Mar-2023 14-Mar-2023 Change Change % Previous Week
Open 0.7270 0.7296 0.0026 0.4% 0.7384
High 0.7331 0.7348 0.0018 0.2% 0.7384
Low 0.7270 0.7296 0.0026 0.4% 0.7244
Close 0.7310 0.7332 0.0022 0.3% 0.7257
Range 0.0061 0.0053 -0.0008 -13.2% 0.0140
ATR 0.0039 0.0040 0.0001 2.5% 0.0000
Volume 147 57 -90 -61.2% 2,317
Daily Pivots for day following 14-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7483 0.7460 0.7360
R3 0.7430 0.7407 0.7346
R2 0.7378 0.7378 0.7341
R1 0.7355 0.7355 0.7336 0.7366
PP 0.7325 0.7325 0.7325 0.7331
S1 0.7302 0.7302 0.7327 0.7314
S2 0.7273 0.7273 0.7322
S3 0.7220 0.7250 0.7317
S4 0.7168 0.7197 0.7303
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 0.7348 0.7244 0.0104 1.4% 0.0046 0.6% 84% True False 427
10 0.7401 0.7244 0.0157 2.1% 0.0040 0.5% 56% False False 289
20 0.7519 0.7244 0.0275 3.8% 0.0036 0.5% 32% False False 159
40 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 30% False False 84
60 0.7537 0.7244 0.0293 4.0% 0.0025 0.3% 30% False False 57
80 0.7549 0.7244 0.0305 4.2% 0.0023 0.3% 29% False False 47
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 False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7571
2.618 0.7485
1.618 0.7433
1.000 0.7401
0.618 0.7380
HIGH 0.7348
0.618 0.7328
0.500 0.7322
0.382 0.7316
LOW 0.7296
0.618 0.7263
1.000 0.7243
1.618 0.7211
2.618 0.7158
4.250 0.7072
Fisher Pivots for day following 14-Mar-2023
Pivot 1 day 3 day
R1 0.7328 0.7320
PP 0.7325 0.7308
S1 0.7322 0.7296

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

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