CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 06-Apr-2023

Day Change Summary
	Previous	Current
	05-Apr-2023	06-Apr-2023	Change	Change %	Previous Week
Open	0.7441	0.7435	-0.0006	-0.1%	0.7420
High	0.7456	0.7443	-0.0013	-0.2%	0.7476
Low	0.7441	0.7425	-0.0016	-0.2%	0.7420
Close	0.7450	0.7442	-0.0009	-0.1%	0.7442
Range	0.0016	0.0019	0.0003	19.4%	0.0056
ATR	0.0039	0.0038	-0.0001	-2.5%	0.0000
Volume	31	31	0	0.0%	427

Daily Pivots for day following 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7492	0.7485	0.7452
R3	0.7473	0.7467	0.7447
R2	0.7455	0.7455	0.7445
R1	0.7448	0.7448	0.7443	0.7452
PP	0.7436	0.7436	0.7436	0.7438
S1	0.7430	0.7430	0.7440	0.7433
S2	0.7418	0.7418	0.7438
S3	0.7399	0.7411	0.7436
S4	0.7381	0.7393	0.7431

Weekly Pivots for week ending 06-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7614	0.7584	0.7472
R3	0.7558	0.7528	0.7457
R2	0.7502	0.7502	0.7452
R1	0.7472	0.7472	0.7447	0.7487
PP	0.7446	0.7446	0.7446	0.7453
S1	0.7416	0.7416	0.7436	0.7431
S2	0.7390	0.7390	0.7431
S3	0.7334	0.7360	0.7426
S4	0.7278	0.7304	0.7411

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7476	0.7394	0.0082	1.1%	0.0028	0.4%	59%	False	False	100
10	0.7476	0.7264	0.0212	2.8%	0.0033	0.4%	84%	False	False	91
20	0.7476	0.7244	0.0232	3.1%	0.0039	0.5%	85%	False	False	138
40	0.7520	0.7244	0.0276	3.7%	0.0035	0.5%	72%	False	False	130
60	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	67%	False	False	89
80	0.7537	0.7244	0.0293	3.9%	0.0027	0.4%	67%	False	False	69
100	0.7593	0.7244	0.0349	4.7%	0.0025	0.3%	57%	False	False	58

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0002
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7522
2.618	0.7491
1.618	0.7473
1.000	0.7462
0.618	0.7454
HIGH	0.7443
0.618	0.7436
0.500	0.7434
0.382	0.7432
LOW	0.7425
0.618	0.7413
1.000	0.7406
1.618	0.7395
2.618	0.7376
4.250	0.7346

Fisher Pivots for day following 06-Apr-2023
Pivot	1 day	3 day
R1	0.7439	0.7450
PP	0.7436	0.7447
S1	0.7434	0.7444

Download as Excel Spreadsheet

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

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