CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 0.7310 0.7333 0.0023 0.3% 0.7270
High 0.7341 0.7342 0.0002 0.0% 0.7348
Low 0.7300 0.7304 0.0004 0.0% 0.7263
Close 0.7339 0.7313 -0.0026 -0.4% 0.7312
Range 0.0041 0.0039 -0.0002 -4.9% 0.0086
ATR 0.0042 0.0042 0.0000 -0.6% 0.0000
Volume 35 35 0 0.0% 1,058
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7435 0.7412 0.7334
R3 0.7396 0.7374 0.7323
R2 0.7358 0.7358 0.7320
R1 0.7335 0.7335 0.7316 0.7327
PP 0.7319 0.7319 0.7319 0.7315
S1 0.7297 0.7297 0.7309 0.7289
S2 0.7281 0.7281 0.7305
S3 0.7242 0.7258 0.7302
S4 0.7204 0.7220 0.7291
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 0.7342 0.7263 0.0080 1.1% 0.0042 0.6% 63% True False 184
10 0.7348 0.7244 0.0104 1.4% 0.0044 0.6% 66% False False 306
20 0.7420 0.7244 0.0176 2.4% 0.0038 0.5% 39% False False 198
40 0.7537 0.7244 0.0293 4.0% 0.0029 0.4% 23% False False 105
60 0.7537 0.7244 0.0293 4.0% 0.0027 0.4% 23% False False 72
80 0.7548 0.7244 0.0304 4.2% 0.0024 0.3% 23% False False 56
100 0.7593 0.7244 0.0349 4.8% 0.0024 0.3% 20% False False 48
Crabel Price Patterns
NR True
NR4 False
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7506
2.618 0.7443
1.618 0.7404
1.000 0.7381
0.618 0.7366
HIGH 0.7342
0.618 0.7327
0.500 0.7323
0.382 0.7318
LOW 0.7304
0.618 0.7280
1.000 0.7265
1.618 0.7241
2.618 0.7203
4.250 0.7140
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 0.7323 0.7312
PP 0.7319 0.7312
S1 0.7316 0.7312

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

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