CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-Feb-2023
Day Change Summary
Previous Current
02-Feb-2023 03-Feb-2023 Change Change % Previous Week
Open 0.7524 0.7489 -0.0035 -0.5% 0.7513
High 0.7524 0.7524 0.0001 0.0% 0.7537
Low 0.7524 0.7470 -0.0054 -0.7% 0.7470
Close 0.7524 0.7489 -0.0035 -0.5% 0.7489
Range 0.0000 0.0054 0.0054 0.0067
ATR 0.0032 0.0033 0.0002 5.0% 0.0000
Volume
Daily Pivots for day following 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7656 0.7626 0.7518
R3 0.7602 0.7572 0.7503
R2 0.7548 0.7548 0.7498
R1 0.7518 0.7518 0.7493 0.7516
PP 0.7494 0.7494 0.7494 0.7493
S1 0.7464 0.7464 0.7484 0.7462
S2 0.7440 0.7440 0.7479
S3 0.7386 0.7410 0.7474
S4 0.7332 0.7356 0.7459
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7700 0.7661 0.7525
R3 0.7633 0.7594 0.7507
R2 0.7566 0.7566 0.7501
R1 0.7527 0.7527 0.7495 0.7513
PP 0.7499 0.7499 0.7499 0.7491
S1 0.7460 0.7460 0.7482 0.7446
S2 0.7432 0.7432 0.7476
S3 0.7365 0.7393 0.7470
S4 0.7298 0.7326 0.7452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7537 0.7470 0.0067 0.9% 0.0015 0.2% 28% False True 4
10 0.7537 0.7470 0.0067 0.9% 0.0012 0.2% 28% False True 3
20 0.7537 0.7343 0.0195 2.6% 0.0022 0.3% 75% False False 6
40 0.7537 0.7329 0.0209 2.8% 0.0019 0.3% 77% False False 6
60 0.7593 0.7329 0.0265 3.5% 0.0018 0.2% 60% False False 9
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 0.0002
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7754
2.618 0.7665
1.618 0.7611
1.000 0.7578
0.618 0.7557
HIGH 0.7524
0.618 0.7503
0.500 0.7497
0.382 0.7491
LOW 0.7470
0.618 0.7437
1.000 0.7416
1.618 0.7383
2.618 0.7329
4.250 0.7241
Fisher Pivots for day following 03-Feb-2023
Pivot 1 day 3 day
R1 0.7497 0.7504
PP 0.7494 0.7499
S1 0.7491 0.7494

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

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