CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 17-Apr-2023

Day Change Summary
	Previous	Current
	14-Apr-2023	17-Apr-2023	Change	Change %	Previous Week
Open	0.7526	0.7509	-0.0017	-0.2%	0.7421
High	0.7534	0.7515	-0.0020	-0.3%	0.7534
Low	0.7486	0.7480	-0.0006	-0.1%	0.7399
Close	0.7505	0.7484	-0.0021	-0.3%	0.7505
Range	0.0048	0.0035	-0.0014	-28.1%	0.0135
ATR	0.0038	0.0038	0.0000	-0.6%	0.0000
Volume	81	27	-54	-66.7%	239

Daily Pivots for day following 17-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7596	0.7575	0.7503
R3	0.7562	0.7540	0.7493
R2	0.7527	0.7527	0.7490
R1	0.7506	0.7506	0.7487	0.7499
PP	0.7493	0.7493	0.7493	0.7490
S1	0.7471	0.7471	0.7481	0.7465
S2	0.7458	0.7458	0.7478
S3	0.7424	0.7437	0.7475
S4	0.7389	0.7402	0.7465

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7829	0.7579
R3	0.7749	0.7694	0.7542
R2	0.7614	0.7614	0.7529
R1	0.7559	0.7559	0.7517	0.7587
PP	0.7479	0.7479	0.7479	0.7493
S1	0.7424	0.7424	0.7492	0.7452
S2	0.7344	0.7344	0.7480
S3	0.7209	0.7289	0.7467
S4	0.7074	0.7154	0.7430

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7534	0.7420	0.0115	1.5%	0.0038	0.5%	56%	False	False	47
10	0.7534	0.7399	0.0135	1.8%	0.0030	0.4%	63%	False	False	62
20	0.7534	0.7264	0.0270	3.6%	0.0035	0.5%	81%	False	False	70
40	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	83%	False	False	134
60	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	82%	False	False	93
80	0.7537	0.7244	0.0293	3.9%	0.0029	0.4%	82%	False	False	72
100	0.7548	0.7244	0.0304	4.1%	0.0026	0.3%	79%	False	False	61
120	0.7593	0.7244	0.0349	4.7%	0.0025	0.3%	69%	False	False	51

Crabel Price Patterns
NR	True
NR4	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7661
2.618	0.7605
1.618	0.7570
1.000	0.7549
0.618	0.7536
HIGH	0.7515
0.618	0.7501
0.500	0.7497
0.382	0.7493
LOW	0.7480
0.618	0.7459
1.000	0.7446
1.618	0.7424
2.618	0.7390
4.250	0.7333

Fisher Pivots for day following 17-Apr-2023
Pivot	1 day	3 day
R1	0.7497	0.7499
PP	0.7493	0.7494
S1	0.7488	0.7489

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