CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Mar-2023
Day Change Summary
Previous Current
23-Mar-2023 24-Mar-2023 Change Change % Previous Week
Open 0.7304 0.7316 0.0013 0.2% 0.7310
High 0.7356 0.7316 -0.0040 -0.5% 0.7356
Low 0.7304 0.7264 -0.0040 -0.5% 0.7264
Close 0.7310 0.7298 -0.0012 -0.2% 0.7298
Range 0.0053 0.0052 -0.0001 -1.0% 0.0092
ATR 0.0042 0.0043 0.0001 1.7% 0.0000
Volume 133 118 -15 -11.3% 374
Daily Pivots for day following 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7449 0.7425 0.7327
R3 0.7397 0.7373 0.7312
R2 0.7345 0.7345 0.7308
R1 0.7321 0.7321 0.7303 0.7307
PP 0.7293 0.7293 0.7293 0.7286
S1 0.7269 0.7269 0.7293 0.7255
S2 0.7241 0.7241 0.7288
S3 0.7189 0.7217 0.7284
S4 0.7137 0.7165 0.7269
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7582 0.7532 0.7349
R3 0.7490 0.7440 0.7323
R2 0.7398 0.7398 0.7315
R1 0.7348 0.7348 0.7306 0.7327
PP 0.7306 0.7306 0.7306 0.7296
S1 0.7256 0.7256 0.7290 0.7235
S2 0.7214 0.7214 0.7281
S3 0.7122 0.7164 0.7273
S4 0.7030 0.7072 0.7247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7356 0.7264 0.0092 1.3% 0.0044 0.6% 37% False True 74
10 0.7356 0.7263 0.0094 1.3% 0.0046 0.6% 38% False False 143
20 0.7405 0.7244 0.0161 2.2% 0.0040 0.5% 34% False False 210
40 0.7537 0.7244 0.0293 4.0% 0.0032 0.4% 18% False False 112
60 0.7537 0.7244 0.0293 4.0% 0.0029 0.4% 18% False False 77
80 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 18% False False 59
100 0.7593 0.7244 0.0349 4.8% 0.0024 0.3% 15% False False 50
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 0.7537
2.618 0.7452
1.618 0.7400
1.000 0.7368
0.618 0.7348
HIGH 0.7316
0.618 0.7296
0.500 0.7290
0.382 0.7284
LOW 0.7264
0.618 0.7232
1.000 0.7212
1.618 0.7180
2.618 0.7128
4.250 0.7043
Fisher Pivots for day following 24-Mar-2023
Pivot 1 day 3 day
R1 0.7295 0.7310
PP 0.7293 0.7306
S1 0.7290 0.7302

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

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