CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 28-Mar-2023
Day Change Summary
Previous Current
27-Mar-2023 28-Mar-2023 Change Change % Previous Week
Open 0.7307 0.7336 0.0029 0.4% 0.7310
High 0.7346 0.7375 0.0029 0.4% 0.7356
Low 0.7306 0.7335 0.0029 0.4% 0.7264
Close 0.7346 0.7371 0.0025 0.3% 0.7298
Range 0.0040 0.0040 0.0000 0.0% 0.0092
ATR 0.0043 0.0043 0.0000 -0.5% 0.0000
Volume 82 63 -19 -23.2% 374
Daily Pivots for day following 28-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7480 0.7465 0.7393
R3 0.7440 0.7425 0.7382
R2 0.7400 0.7400 0.7378
R1 0.7385 0.7385 0.7374 0.7393
PP 0.7360 0.7360 0.7360 0.7364
S1 0.7345 0.7345 0.7367 0.7353
S2 0.7320 0.7320 0.7363
S3 0.7280 0.7305 0.7360
S4 0.7240 0.7265 0.7349
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 0.7375 0.7264 0.0111 1.5% 0.0044 0.6% 96% True False 89
10 0.7375 0.7263 0.0113 1.5% 0.0043 0.6% 96% True False 137
20 0.7401 0.7244 0.0157 2.1% 0.0041 0.6% 81% False False 213
40 0.7537 0.7244 0.0293 4.0% 0.0032 0.4% 43% False False 115
60 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 43% False False 79
80 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 43% False False 61
100 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 36% False False 52
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7480
1.618 0.7440
1.000 0.7415
0.618 0.7400
HIGH 0.7375
0.618 0.7360
0.500 0.7355
0.382 0.7350
LOW 0.7335
0.618 0.7310
1.000 0.7295
1.618 0.7270
2.618 0.7230
4.250 0.7165
Fisher Pivots for day following 28-Mar-2023
Pivot 1 day 3 day
R1 0.7365 0.7354
PP 0.7360 0.7337
S1 0.7355 0.7320

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

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