CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Mar-2023
Day Change Summary
Previous Current
22-Mar-2023 23-Mar-2023 Change Change % Previous Week
Open 0.7325 0.7304 -0.0021 -0.3% 0.7270
High 0.7340 0.7356 0.0017 0.2% 0.7348
Low 0.7305 0.7304 -0.0002 0.0% 0.7263
Close 0.7328 0.7310 -0.0018 -0.2% 0.7312
Range 0.0035 0.0053 0.0018 52.2% 0.0086
ATR 0.0041 0.0042 0.0001 1.9% 0.0000
Volume 53 133 80 150.9% 1,058
Daily Pivots for day following 23-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7481 0.7448 0.7339
R3 0.7428 0.7395 0.7324
R2 0.7376 0.7376 0.7320
R1 0.7343 0.7343 0.7315 0.7359
PP 0.7323 0.7323 0.7323 0.7331
S1 0.7290 0.7290 0.7305 0.7307
S2 0.7271 0.7271 0.7300
S3 0.7218 0.7238 0.7296
S4 0.7166 0.7185 0.7281
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7564 0.7523 0.7359
R3 0.7478 0.7438 0.7335
R2 0.7393 0.7393 0.7327
R1 0.7352 0.7352 0.7319 0.7373
PP 0.7307 0.7307 0.7307 0.7318
S1 0.7267 0.7267 0.7304 0.7287
S2 0.7222 0.7222 0.7296
S3 0.7136 0.7181 0.7288
S4 0.7051 0.7096 0.7264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7356 0.7283 0.0074 1.0% 0.0043 0.6% 37% True False 54
10 0.7356 0.7244 0.0112 1.5% 0.0046 0.6% 59% True False 185
20 0.7415 0.7244 0.0171 2.3% 0.0040 0.6% 39% False False 205
40 0.7537 0.7244 0.0293 4.0% 0.0031 0.4% 23% False False 109
60 0.7537 0.7244 0.0293 4.0% 0.0028 0.4% 23% False False 75
80 0.7537 0.7244 0.0293 4.0% 0.0025 0.3% 23% False False 58
100 0.7593 0.7244 0.0349 4.8% 0.0024 0.3% 19% False False 49
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7579
2.618 0.7493
1.618 0.7441
1.000 0.7409
0.618 0.7388
HIGH 0.7356
0.618 0.7336
0.500 0.7330
0.382 0.7324
LOW 0.7304
0.618 0.7271
1.000 0.7251
1.618 0.7219
2.618 0.7166
4.250 0.7080
Fisher Pivots for day following 23-Mar-2023
Pivot 1 day 3 day
R1 0.7330 0.7330
PP 0.7323 0.7323
S1 0.7317 0.7317

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

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