CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Apr-2023
Day Change Summary
Previous Current
05-Apr-2023 06-Apr-2023 Change Change % Previous Week
Open 0.7441 0.7435 -0.0006 -0.1% 0.7307
High 0.7456 0.7443 -0.0013 -0.2% 0.7420
Low 0.7441 0.7425 -0.0016 -0.2% 0.7306
Close 0.7450 0.7442 -0.0009 -0.1% 0.7410
Range 0.0016 0.0019 0.0003 19.4% 0.0114
ATR 0.0039 0.0038 -0.0001 -2.5% 0.0000
Volume 31 31 0 0.0% 371
Daily Pivots for day following 06-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7492 0.7485 0.7452
R3 0.7473 0.7467 0.7447
R2 0.7455 0.7455 0.7445
R1 0.7448 0.7448 0.7443 0.7452
PP 0.7436 0.7436 0.7436 0.7438
S1 0.7430 0.7430 0.7440 0.7433
S2 0.7418 0.7418 0.7438
S3 0.7399 0.7411 0.7436
S4 0.7381 0.7393 0.7431
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7719 0.7678 0.7472
R3 0.7605 0.7564 0.7441
R2 0.7492 0.7492 0.7430
R1 0.7451 0.7451 0.7420 0.7471
PP 0.7378 0.7378 0.7378 0.7389
S1 0.7337 0.7337 0.7399 0.7358
S2 0.7265 0.7265 0.7389
S3 0.7151 0.7224 0.7378
S4 0.7038 0.7110 0.7347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7394 0.0082 1.1% 0.0028 0.4% 59% False False 100
10 0.7476 0.7264 0.0212 2.8% 0.0033 0.4% 84% False False 91
20 0.7476 0.7244 0.0232 3.1% 0.0039 0.5% 85% False False 138
40 0.7520 0.7244 0.0276 3.7% 0.0035 0.5% 72% False False 130
60 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 67% False False 89
80 0.7537 0.7244 0.0293 3.9% 0.0027 0.4% 67% False False 69
100 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 57% False False 58
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7522
2.618 0.7491
1.618 0.7473
1.000 0.7462
0.618 0.7454
HIGH 0.7443
0.618 0.7436
0.500 0.7434
0.382 0.7432
LOW 0.7425
0.618 0.7413
1.000 0.7406
1.618 0.7395
2.618 0.7376
4.250 0.7346
Fisher Pivots for day following 06-Apr-2023
Pivot 1 day 3 day
R1 0.7439 0.7450
PP 0.7436 0.7447
S1 0.7434 0.7444

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

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