CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Mar-2023
Day Change Summary
Previous Current
29-Mar-2023 30-Mar-2023 Change Change % Previous Week
Open 0.7376 0.7381 0.0005 0.1% 0.7310
High 0.7393 0.7417 0.0024 0.3% 0.7356
Low 0.7376 0.7381 0.0005 0.1% 0.7264
Close 0.7391 0.7417 0.0026 0.4% 0.7298
Range 0.0017 0.0036 0.0019 111.8% 0.0092
ATR 0.0042 0.0041 0.0000 -1.0% 0.0000
Volume 44 109 65 147.7% 374
Daily Pivots for day following 30-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7513 0.7501 0.7437
R3 0.7477 0.7465 0.7427
R2 0.7441 0.7441 0.7424
R1 0.7429 0.7429 0.7420 0.7435
PP 0.7405 0.7405 0.7405 0.7408
S1 0.7393 0.7393 0.7414 0.7399
S2 0.7369 0.7369 0.7410
S3 0.7333 0.7357 0.7407
S4 0.7297 0.7321 0.7397
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 0.7417 0.7264 0.0153 2.1% 0.0037 0.5% 100% True False 83
10 0.7417 0.7264 0.0153 2.1% 0.0040 0.5% 100% True False 69
20 0.7417 0.7244 0.0173 2.3% 0.0042 0.6% 100% True False 206
40 0.7524 0.7244 0.0280 3.8% 0.0034 0.5% 62% False False 119
60 0.7537 0.7244 0.0293 4.0% 0.0029 0.4% 59% False False 81
80 0.7537 0.7244 0.0293 4.0% 0.0026 0.3% 59% False False 63
100 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 50% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7511
1.618 0.7475
1.000 0.7453
0.618 0.7439
HIGH 0.7417
0.618 0.7403
0.500 0.7399
0.382 0.7395
LOW 0.7381
0.618 0.7359
1.000 0.7345
1.618 0.7323
2.618 0.7287
4.250 0.7228
Fisher Pivots for day following 30-Mar-2023
Pivot 1 day 3 day
R1 0.7411 0.7403
PP 0.7405 0.7390
S1 0.7399 0.7376

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

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