CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 10-Mar-2023
Day Change Summary
Previous Current
09-Mar-2023 10-Mar-2023 Change Change % Previous Week
Open 0.7279 0.7255 -0.0024 -0.3% 0.7384
High 0.7300 0.7294 -0.0007 -0.1% 0.7384
Low 0.7264 0.7244 -0.0020 -0.3% 0.7244
Close 0.7264 0.7257 -0.0007 -0.1% 0.7257
Range 0.0036 0.0050 0.0014 37.5% 0.0140
ATR 0.0035 0.0036 0.0001 2.9% 0.0000
Volume 409 537 128 31.3% 2,317
Daily Pivots for day following 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7413 0.7385 0.7284
R3 0.7364 0.7335 0.7271
R2 0.7314 0.7314 0.7266
R1 0.7286 0.7286 0.7262 0.7300
PP 0.7265 0.7265 0.7265 0.7272
S1 0.7236 0.7236 0.7252 0.7251
S2 0.7215 0.7215 0.7248
S3 0.7166 0.7187 0.7243
S4 0.7116 0.7137 0.7230
Weekly Pivots for week ending 10-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7715 0.7626 0.7334
R3 0.7575 0.7486 0.7296
R2 0.7435 0.7435 0.7283
R1 0.7346 0.7346 0.7270 0.7321
PP 0.7295 0.7295 0.7295 0.7282
S1 0.7206 0.7206 0.7244 0.7181
S2 0.7155 0.7155 0.7231
S3 0.7015 0.7066 0.7219
S4 0.6875 0.6926 0.7180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7384 0.7244 0.0140 1.9% 0.0039 0.5% 9% False True 463
10 0.7405 0.7244 0.0161 2.2% 0.0033 0.5% 8% False True 278
20 0.7520 0.7244 0.0276 3.8% 0.0033 0.5% 5% False True 149
40 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 4% False True 79
60 0.7537 0.7244 0.0293 4.0% 0.0023 0.3% 4% False True 54
80 0.7568 0.7244 0.0324 4.5% 0.0021 0.3% 4% False True 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7423
1.618 0.7374
1.000 0.7343
0.618 0.7324
HIGH 0.7294
0.618 0.7275
0.500 0.7269
0.382 0.7263
LOW 0.7244
0.618 0.7213
1.000 0.7195
1.618 0.7164
2.618 0.7114
4.250 0.7034
Fisher Pivots for day following 10-Mar-2023
Pivot 1 day 3 day
R1 0.7269 0.7273
PP 0.7265 0.7268
S1 0.7261 0.7262

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

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