CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 0.7479 0.7486 0.0007 0.1% 0.7501
High 0.7524 0.7492 -0.0032 -0.4% 0.7524
Low 0.7463 0.7486 0.0023 0.3% 0.7463
Close 0.7489 0.7492 0.0003 0.0% 0.7489
Range 0.0061 0.0007 -0.0055 -89.3% 0.0061
ATR 0.0044 0.0041 -0.0003 -6.1% 0.0000
Volume 4 50 46 1,150.0% 9
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7509 0.7507 0.7496
R3 0.7503 0.7501 0.7494
R2 0.7496 0.7496 0.7493
R1 0.7494 0.7494 0.7493 0.7495
PP 0.7490 0.7490 0.7490 0.7490
S1 0.7488 0.7488 0.7491 0.7489
S2 0.7483 0.7483 0.7491
S3 0.7477 0.7481 0.7490
S4 0.7470 0.7475 0.7488
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7675 0.7643 0.7523
R3 0.7614 0.7582 0.7506
R2 0.7553 0.7553 0.7500
R1 0.7521 0.7521 0.7495 0.7506
PP 0.7492 0.7492 0.7492 0.7484
S1 0.7460 0.7460 0.7483 0.7445
S2 0.7431 0.7431 0.7478
S3 0.7370 0.7399 0.7472
S4 0.7309 0.7338 0.7455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7524 0.7463 0.0061 0.8% 0.0018 0.2% 48% False False 11
10 0.7524 0.7331 0.0193 2.6% 0.0030 0.4% 84% False False 8
20 0.7524 0.7329 0.0195 2.6% 0.0021 0.3% 84% False False 7
40 0.7549 0.7329 0.0221 2.9% 0.0020 0.3% 74% False False 12
60 0.7593 0.7255 0.0338 4.5% 0.0021 0.3% 70% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7520
2.618 0.7509
1.618 0.7503
1.000 0.7499
0.618 0.7496
HIGH 0.7492
0.618 0.7490
0.500 0.7489
0.382 0.7488
LOW 0.7486
0.618 0.7481
1.000 0.7479
1.618 0.7475
2.618 0.7468
4.250 0.7458
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 0.7491 0.7493
PP 0.7490 0.7493
S1 0.7489 0.7492

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

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