CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 01-May-2023
Day Change Summary
Previous Current
28-Apr-2023 01-May-2023 Change Change % Previous Week
Open 0.7348 0.7397 0.0049 0.7% 0.7399
High 0.7408 0.7410 0.0002 0.0% 0.7413
Low 0.7337 0.7387 0.0050 0.7% 0.7337
Close 0.7408 0.7404 -0.0004 -0.1% 0.7408
Range 0.0071 0.0024 -0.0048 -66.9% 0.0076
ATR 0.0038 0.0037 -0.0001 -2.7% 0.0000
Volume 99 51 -48 -48.5% 654
Daily Pivots for day following 01-May-2023
Classic Woodie Camarilla DeMark
R4 0.7471 0.7461 0.7417
R3 0.7447 0.7437 0.7410
R2 0.7424 0.7424 0.7408
R1 0.7414 0.7414 0.7406 0.7419
PP 0.7400 0.7400 0.7400 0.7403
S1 0.7390 0.7390 0.7402 0.7395
S2 0.7377 0.7377 0.7400
S3 0.7353 0.7367 0.7398
S4 0.7330 0.7343 0.7391
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7614 0.7587 0.7450
R3 0.7538 0.7511 0.7429
R2 0.7462 0.7462 0.7422
R1 0.7435 0.7435 0.7415 0.7449
PP 0.7386 0.7386 0.7386 0.7393
S1 0.7359 0.7359 0.7401 0.7373
S2 0.7310 0.7310 0.7394
S3 0.7234 0.7283 0.7387
S4 0.7158 0.7207 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7410 0.7337 0.0073 1.0% 0.0041 0.6% 92% True False 134
10 0.7501 0.7337 0.0164 2.2% 0.0034 0.5% 41% False False 90
20 0.7534 0.7337 0.0197 2.7% 0.0032 0.4% 34% False False 76
40 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 55% False False 136
60 0.7534 0.7244 0.0290 3.9% 0.0034 0.5% 55% False False 107
80 0.7537 0.7244 0.0293 4.0% 0.0031 0.4% 55% False False 82
100 0.7537 0.7244 0.0293 4.0% 0.0028 0.4% 55% False False 67
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.3% 46% False False 58
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7472
1.618 0.7448
1.000 0.7434
0.618 0.7425
HIGH 0.7410
0.618 0.7401
0.500 0.7398
0.382 0.7395
LOW 0.7387
0.618 0.7372
1.000 0.7363
1.618 0.7348
2.618 0.7325
4.250 0.7287
Fisher Pivots for day following 01-May-2023
Pivot 1 day 3 day
R1 0.7402 0.7394
PP 0.7400 0.7384
S1 0.7398 0.7374

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

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