CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-Mar-2023
Day Change Summary
Previous Current
15-Mar-2023 16-Mar-2023 Change Change % Previous Week
Open 0.7306 0.7291 -0.0015 -0.2% 0.7384
High 0.7306 0.7316 0.0010 0.1% 0.7384
Low 0.7263 0.7278 0.0016 0.2% 0.7244
Close 0.7297 0.7309 0.0012 0.2% 0.7257
Range 0.0043 0.0038 -0.0006 -12.8% 0.0140
ATR 0.0042 0.0042 0.0000 -0.8% 0.0000
Volume 696 140 -556 -79.9% 2,317
Daily Pivots for day following 16-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7413 0.7398 0.7329
R3 0.7376 0.7361 0.7319
R2 0.7338 0.7338 0.7315
R1 0.7323 0.7323 0.7312 0.7331
PP 0.7301 0.7301 0.7301 0.7304
S1 0.7286 0.7286 0.7305 0.7293
S2 0.7263 0.7263 0.7302
S3 0.7226 0.7248 0.7298
S4 0.7188 0.7211 0.7288
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% 0.0049 0.7% 62% False False 315
10 0.7401 0.7244 0.0157 2.1% 0.0043 0.6% 41% False False 344
20 0.7470 0.7244 0.0226 3.1% 0.0037 0.5% 29% False False 199
40 0.7537 0.7244 0.0293 4.0% 0.0027 0.4% 22% False False 103
60 0.7537 0.7244 0.0293 4.0% 0.0025 0.3% 22% False False 71
80 0.7549 0.7244 0.0305 4.2% 0.0024 0.3% 21% False False 57
100 0.7593 0.7244 0.0349 4.8% 0.0024 0.3% 18% False False 47
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7475
2.618 0.7414
1.618 0.7376
1.000 0.7353
0.618 0.7339
HIGH 0.7316
0.618 0.7301
0.500 0.7297
0.382 0.7292
LOW 0.7278
0.618 0.7255
1.000 0.7241
1.618 0.7217
2.618 0.7180
4.250 0.7119
Fisher Pivots for day following 16-Mar-2023
Pivot 1 day 3 day
R1 0.7305 0.7307
PP 0.7301 0.7306
S1 0.7297 0.7305

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

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