CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 0.7336 0.7376 0.0041 0.6% 0.7310
High 0.7375 0.7393 0.0018 0.2% 0.7356
Low 0.7335 0.7376 0.0041 0.6% 0.7264
Close 0.7371 0.7391 0.0021 0.3% 0.7298
Range 0.0040 0.0017 -0.0023 -57.5% 0.0092
ATR 0.0043 0.0042 -0.0001 -3.4% 0.0000
Volume 63 44 -19 -30.2% 374
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7438 0.7431 0.7400
R3 0.7421 0.7414 0.7396
R2 0.7404 0.7404 0.7394
R1 0.7397 0.7397 0.7393 0.7401
PP 0.7387 0.7387 0.7387 0.7388
S1 0.7380 0.7380 0.7389 0.7384
S2 0.7370 0.7370 0.7388
S3 0.7353 0.7363 0.7386
S4 0.7336 0.7346 0.7382
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 0.7393 0.7264 0.0129 1.7% 0.0040 0.5% 98% True False 88
10 0.7393 0.7264 0.0129 1.7% 0.0040 0.5% 98% True False 72
20 0.7401 0.7244 0.0157 2.1% 0.0041 0.6% 94% False False 207
40 0.7537 0.7244 0.0293 4.0% 0.0033 0.4% 50% False False 116
60 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 50% False False 80
80 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 50% False False 62
100 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 42% False False 52
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7465
2.618 0.7438
1.618 0.7421
1.000 0.7410
0.618 0.7404
HIGH 0.7393
0.618 0.7387
0.500 0.7385
0.382 0.7382
LOW 0.7376
0.618 0.7365
1.000 0.7359
1.618 0.7348
2.618 0.7331
4.250 0.7304
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 0.7389 0.7377
PP 0.7387 0.7363
S1 0.7385 0.7350

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

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