CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 0.7316 0.7307 -0.0009 -0.1% 0.7310
High 0.7316 0.7346 0.0030 0.4% 0.7356
Low 0.7264 0.7306 0.0042 0.6% 0.7264
Close 0.7298 0.7346 0.0048 0.7% 0.7298
Range 0.0052 0.0040 -0.0012 -23.1% 0.0092
ATR 0.0043 0.0043 0.0000 0.9% 0.0000
Volume 118 82 -36 -30.5% 374
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7453 0.7439 0.7368
R3 0.7413 0.7399 0.7357
R2 0.7373 0.7373 0.7353
R1 0.7359 0.7359 0.7350 0.7366
PP 0.7333 0.7333 0.7333 0.7336
S1 0.7319 0.7319 0.7342 0.7326
S2 0.7293 0.7293 0.7339
S3 0.7253 0.7279 0.7335
S4 0.7213 0.7239 0.7324
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7582 0.7532 0.7349
R3 0.7490 0.7440 0.7323
R2 0.7398 0.7398 0.7315
R1 0.7348 0.7348 0.7306 0.7327
PP 0.7306 0.7306 0.7306 0.7296
S1 0.7256 0.7256 0.7290 0.7235
S2 0.7214 0.7214 0.7281
S3 0.7122 0.7164 0.7273
S4 0.7030 0.7072 0.7247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7356 0.7264 0.0092 1.3% 0.0044 0.6% 89% False False 84
10 0.7356 0.7263 0.0094 1.3% 0.0044 0.6% 89% False False 136
20 0.7401 0.7244 0.0157 2.1% 0.0041 0.6% 65% False False 214
40 0.7537 0.7244 0.0293 4.0% 0.0032 0.4% 35% False False 114
60 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 35% False False 78
80 0.7537 0.7244 0.0293 4.0% 0.0026 0.4% 35% False False 60
100 0.7593 0.7244 0.0349 4.8% 0.0025 0.3% 29% False False 51
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7516
2.618 0.7451
1.618 0.7411
1.000 0.7386
0.618 0.7371
HIGH 0.7346
0.618 0.7331
0.500 0.7326
0.382 0.7321
LOW 0.7306
0.618 0.7281
1.000 0.7266
1.618 0.7241
2.618 0.7201
4.250 0.7136
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 0.7339 0.7334
PP 0.7333 0.7322
S1 0.7326 0.7310

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

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