CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 0.7401 0.7420 0.0019 0.2% 0.7307
High 0.7420 0.7475 0.0056 0.7% 0.7420
Low 0.7394 0.7420 0.0026 0.4% 0.7306
Close 0.7410 0.7474 0.0064 0.9% 0.7410
Range 0.0026 0.0056 0.0030 113.5% 0.0114
ATR 0.0040 0.0042 0.0002 4.5% 0.0000
Volume 73 87 14 19.2% 371
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7623 0.7604 0.7504
R3 0.7567 0.7548 0.7489
R2 0.7512 0.7512 0.7484
R1 0.7493 0.7493 0.7479 0.7502
PP 0.7456 0.7456 0.7456 0.7461
S1 0.7437 0.7437 0.7468 0.7447
S2 0.7401 0.7401 0.7463
S3 0.7345 0.7382 0.7458
S4 0.7290 0.7326 0.7443
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7719 0.7678 0.7472
R3 0.7605 0.7564 0.7441
R2 0.7492 0.7492 0.7430
R1 0.7451 0.7451 0.7420 0.7471
PP 0.7378 0.7378 0.7378 0.7389
S1 0.7337 0.7337 0.7399 0.7358
S2 0.7265 0.7265 0.7389
S3 0.7151 0.7224 0.7378
S4 0.7038 0.7110 0.7347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7475 0.7335 0.0140 1.9% 0.0035 0.5% 99% True False 75
10 0.7475 0.7264 0.0211 2.8% 0.0039 0.5% 99% True False 79
20 0.7475 0.7244 0.0231 3.1% 0.0043 0.6% 99% True False 197
40 0.7520 0.7244 0.0276 3.7% 0.0034 0.5% 83% False False 123
60 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 78% False False 84
80 0.7537 0.7244 0.0293 3.9% 0.0027 0.4% 78% False False 65
100 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 66% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7711
2.618 0.7620
1.618 0.7565
1.000 0.7531
0.618 0.7509
HIGH 0.7475
0.618 0.7454
0.500 0.7447
0.382 0.7441
LOW 0.7420
0.618 0.7385
1.000 0.7364
1.618 0.7330
2.618 0.7274
4.250 0.7184
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 0.7465 0.7458
PP 0.7456 0.7443
S1 0.7447 0.7428

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

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