CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 0.7333 0.7325 -0.0009 -0.1% 0.7270
High 0.7342 0.7340 -0.0003 0.0% 0.7348
Low 0.7304 0.7305 0.0002 0.0% 0.7263
Close 0.7313 0.7328 0.0015 0.2% 0.7312
Range 0.0039 0.0035 -0.0004 -10.4% 0.0086
ATR 0.0042 0.0041 -0.0001 -1.3% 0.0000
Volume 35 53 18 51.4% 1,058
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7428 0.7412 0.7346
R3 0.7393 0.7378 0.7337
R2 0.7359 0.7359 0.7334
R1 0.7343 0.7343 0.7331 0.7351
PP 0.7324 0.7324 0.7324 0.7328
S1 0.7309 0.7309 0.7324 0.7316
S2 0.7290 0.7290 0.7321
S3 0.7255 0.7274 0.7318
S4 0.7221 0.7240 0.7309
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 0.7278 0.0064 0.9% 0.0040 0.5% 77% False False 56
10 0.7348 0.7244 0.0104 1.4% 0.0044 0.6% 80% False False 212
20 0.7420 0.7244 0.0176 2.4% 0.0039 0.5% 47% False False 200
40 0.7537 0.7244 0.0293 4.0% 0.0029 0.4% 28% False False 106
60 0.7537 0.7244 0.0293 4.0% 0.0028 0.4% 28% False False 73
80 0.7548 0.7244 0.0304 4.1% 0.0025 0.3% 28% False False 56
100 0.7593 0.7244 0.0349 4.8% 0.0024 0.3% 24% False False 48
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7486
2.618 0.7430
1.618 0.7395
1.000 0.7374
0.618 0.7361
HIGH 0.7340
0.618 0.7326
0.500 0.7322
0.382 0.7318
LOW 0.7305
0.618 0.7284
1.000 0.7271
1.618 0.7249
2.618 0.7215
4.250 0.7158
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 0.7326 0.7325
PP 0.7324 0.7323
S1 0.7322 0.7321

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

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