CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Mar-2023
Day Change Summary
Previous Current
16-Mar-2023 17-Mar-2023 Change Change % Previous Week
Open 0.7291 0.7325 0.0034 0.5% 0.7270
High 0.7316 0.7333 0.0018 0.2% 0.7348
Low 0.7278 0.7283 0.0005 0.1% 0.7263
Close 0.7309 0.7312 0.0003 0.0% 0.7312
Range 0.0038 0.0051 0.0013 34.7% 0.0086
ATR 0.0042 0.0042 0.0001 1.5% 0.0000
Volume 140 18 -122 -87.1% 1,058
Daily Pivots for day following 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7461 0.7437 0.7339
R3 0.7410 0.7386 0.7325
R2 0.7360 0.7360 0.7321
R1 0.7336 0.7336 0.7316 0.7322
PP 0.7309 0.7309 0.7309 0.7302
S1 0.7285 0.7285 0.7307 0.7272
S2 0.7259 0.7259 0.7302
S3 0.7208 0.7235 0.7298
S4 0.7158 0.7184 0.7284
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7564 0.7523 0.7359
R3 0.7478 0.7438 0.7335
R2 0.7393 0.7393 0.7327
R1 0.7352 0.7352 0.7319 0.7373
PP 0.7307 0.7307 0.7307 0.7318
S1 0.7267 0.7267 0.7304 0.7287
S2 0.7222 0.7222 0.7296
S3 0.7136 0.7181 0.7288
S4 0.7051 0.7096 0.7264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7263 0.0086 1.2% 0.0049 0.7% 57% False False 211
10 0.7384 0.7244 0.0140 1.9% 0.0044 0.6% 48% False False 337
20 0.7455 0.7244 0.0211 2.9% 0.0038 0.5% 32% False False 197
40 0.7537 0.7244 0.0293 4.0% 0.0028 0.4% 23% False False 103
60 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 23% False False 71
80 0.7548 0.7244 0.0304 4.2% 0.0024 0.3% 22% False False 58
100 0.7593 0.7244 0.0349 4.8% 0.0023 0.3% 19% False False 47
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 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7465
1.618 0.7415
1.000 0.7384
0.618 0.7364
HIGH 0.7333
0.618 0.7314
0.500 0.7308
0.382 0.7302
LOW 0.7283
0.618 0.7251
1.000 0.7232
1.618 0.7201
2.618 0.7150
4.250 0.7068
Fisher Pivots for day following 17-Mar-2023
Pivot 1 day 3 day
R1 0.7310 0.7307
PP 0.7309 0.7302
S1 0.7308 0.7298

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

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