CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 0.7420 0.7470 0.0051 0.7% 0.7307
High 0.7475 0.7476 0.0001 0.0% 0.7420
Low 0.7420 0.7451 0.0031 0.4% 0.7306
Close 0.7474 0.7451 -0.0023 -0.3% 0.7410
Range 0.0056 0.0025 -0.0031 -55.0% 0.0114
ATR 0.0042 0.0041 -0.0001 -2.9% 0.0000
Volume 87 278 191 219.5% 371
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7517 0.7464
R3 0.7509 0.7492 0.7457
R2 0.7484 0.7484 0.7455
R1 0.7467 0.7467 0.7453 0.7463
PP 0.7459 0.7459 0.7459 0.7457
S1 0.7442 0.7442 0.7448 0.7438
S2 0.7434 0.7434 0.7446
S3 0.7409 0.7417 0.7444
S4 0.7384 0.7392 0.7437
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 0.7476 0.7376 0.0100 1.3% 0.0032 0.4% 75% True False 118
10 0.7476 0.7264 0.0212 2.8% 0.0038 0.5% 88% True False 104
20 0.7476 0.7244 0.0232 3.1% 0.0041 0.5% 89% True False 205
40 0.7520 0.7244 0.0276 3.7% 0.0035 0.5% 75% False False 129
60 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 70% False False 88
80 0.7537 0.7244 0.0293 3.9% 0.0027 0.4% 70% False False 68
100 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 59% False False 57
Crabel Price Patterns
NR True
NR4 True
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 0.0003
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7541
1.618 0.7516
1.000 0.7501
0.618 0.7491
HIGH 0.7476
0.618 0.7466
0.500 0.7463
0.382 0.7460
LOW 0.7451
0.618 0.7435
1.000 0.7426
1.618 0.7410
2.618 0.7385
4.250 0.7344
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 0.7463 0.7445
PP 0.7459 0.7440
S1 0.7455 0.7435

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

View Archives - Comment on this page... - Back to Index of Symbols