CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 0.7513 0.7534 0.0022 0.3% 0.7486
High 0.7513 0.7534 0.0021 0.3% 0.7536
Low 0.7492 0.7534 0.0043 0.6% 0.7486
Close 0.7492 0.7534 0.0043 0.6% 0.7535
Range 0.0022 0.0000 -0.0022 -100.0% 0.0050
ATR 0.0035 0.0036 0.0001 1.5% 0.0000
Volume 22 0 -22 -100.0% 13
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7534 0.7534
R3 0.7534 0.7534 0.7534
R2 0.7534 0.7534 0.7534
R1 0.7534 0.7534 0.7534 0.7534
PP 0.7534 0.7534 0.7534 0.7534
S1 0.7534 0.7534 0.7534 0.7534
S2 0.7534 0.7534 0.7534
S3 0.7534 0.7534 0.7534
S4 0.7534 0.7534 0.7534
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7667 0.7651 0.7562
R3 0.7618 0.7601 0.7549
R2 0.7568 0.7568 0.7544
R1 0.7552 0.7552 0.7540 0.7560
PP 0.7519 0.7519 0.7519 0.7523
S1 0.7502 0.7502 0.7530 0.7511
S2 0.7469 0.7469 0.7526
S3 0.7420 0.7453 0.7521
S4 0.7370 0.7403 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7536 0.7492 0.0044 0.6% 0.0011 0.1% 97% False False 6
10 0.7536 0.7435 0.0101 1.3% 0.0018 0.2% 99% False False 5
20 0.7536 0.7331 0.0205 2.7% 0.0024 0.3% 99% False False 6
40 0.7536 0.7329 0.0207 2.7% 0.0019 0.3% 99% False False 7
60 0.7593 0.7311 0.0282 3.7% 0.0020 0.3% 79% False False 9
Crabel Price Patterns
NR True
NR4 True
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 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7534
2.618 0.7534
1.618 0.7534
1.000 0.7534
0.618 0.7534
HIGH 0.7534
0.618 0.7534
0.500 0.7534
0.382 0.7534
LOW 0.7534
0.618 0.7534
1.000 0.7534
1.618 0.7534
2.618 0.7534
4.250 0.7534
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 0.7534 0.7527
PP 0.7534 0.7520
S1 0.7534 0.7514

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

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