CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 0.7402 0.7454 0.0052 0.7% 0.7377
High 0.7402 0.7463 0.0061 0.8% 0.7463
Low 0.7393 0.7343 -0.0050 -0.7% 0.7331
Close 0.7393 0.7463 0.0071 1.0% 0.7463
Range 0.0010 0.0121 0.0111 1,168.4% 0.0132
ATR 0.0043 0.0048 0.0006 13.1% 0.0000
Volume 5 15 10 200.0% 21
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7784 0.7744 0.7529
R3 0.7664 0.7624 0.7496
R2 0.7543 0.7543 0.7485
R1 0.7503 0.7503 0.7474 0.7523
PP 0.7423 0.7423 0.7423 0.7433
S1 0.7383 0.7383 0.7452 0.7403
S2 0.7302 0.7302 0.7441
S3 0.7182 0.7262 0.7430
S4 0.7061 0.7142 0.7397
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7815 0.7771 0.7536
R3 0.7683 0.7639 0.7499
R2 0.7551 0.7551 0.7487
R1 0.7507 0.7507 0.7475 0.7529
PP 0.7419 0.7419 0.7419 0.7430
S1 0.7375 0.7375 0.7451 0.7397
S2 0.7287 0.7287 0.7439
S3 0.7155 0.7243 0.7427
S4 0.7023 0.7111 0.7390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7463 0.7331 0.0132 1.8% 0.0046 0.6% 100% True False 4
10 0.7463 0.7331 0.0132 1.8% 0.0029 0.4% 100% True False 8
20 0.7463 0.7329 0.0135 1.8% 0.0022 0.3% 100% True False 7
40 0.7593 0.7329 0.0265 3.5% 0.0018 0.2% 51% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.7975
2.618 0.7778
1.618 0.7658
1.000 0.7584
0.618 0.7537
HIGH 0.7463
0.618 0.7417
0.500 0.7403
0.382 0.7389
LOW 0.7343
0.618 0.7268
1.000 0.7222
1.618 0.7148
2.618 0.7027
4.250 0.6830
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 0.7443 0.7443
PP 0.7423 0.7423
S1 0.7403 0.7403

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

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