CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 11-Apr-2023
Day Change Summary
Previous Current
10-Apr-2023 11-Apr-2023 Change Change % Previous Week
Open 0.7421 0.7420 -0.0002 0.0% 0.7420
High 0.7432 0.7446 0.0014 0.2% 0.7476
Low 0.7399 0.7420 0.0021 0.3% 0.7412
Close 0.7422 0.7445 0.0023 0.3% 0.7426
Range 0.0033 0.0026 -0.0007 -21.2% 0.0064
ATR 0.0037 0.0036 -0.0001 -2.1% 0.0000
Volume 28 9 -19 -67.9% 441
Daily Pivots for day following 11-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7515 0.7506 0.7459
R3 0.7489 0.7480 0.7452
R2 0.7463 0.7463 0.7450
R1 0.7454 0.7454 0.7447 0.7458
PP 0.7437 0.7437 0.7437 0.7439
S1 0.7428 0.7428 0.7443 0.7432
S2 0.7411 0.7411 0.7440
S3 0.7385 0.7402 0.7438
S4 0.7359 0.7376 0.7431
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7628 0.7590 0.7460
R3 0.7565 0.7527 0.7443
R2 0.7501 0.7501 0.7437
R1 0.7463 0.7463 0.7431 0.7482
PP 0.7438 0.7438 0.7438 0.7447
S1 0.7400 0.7400 0.7420 0.7419
S2 0.7374 0.7374 0.7414
S3 0.7311 0.7336 0.7408
S4 0.7247 0.7273 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7456 0.7399 0.0057 0.8% 0.0022 0.3% 81% False False 22
10 0.7476 0.7376 0.0100 1.3% 0.0027 0.4% 69% False False 70
20 0.7476 0.7263 0.0213 2.9% 0.0035 0.5% 86% False False 103
40 0.7519 0.7244 0.0275 3.7% 0.0035 0.5% 73% False False 131
60 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 69% False False 90
80 0.7537 0.7244 0.0293 3.9% 0.0027 0.4% 69% False False 69
100 0.7549 0.7244 0.0305 4.1% 0.0025 0.3% 66% False False 58
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7556
2.618 0.7514
1.618 0.7488
1.000 0.7472
0.618 0.7462
HIGH 0.7446
0.618 0.7436
0.500 0.7433
0.382 0.7429
LOW 0.7420
0.618 0.7403
1.000 0.7394
1.618 0.7377
2.618 0.7351
4.250 0.7309
Fisher Pivots for day following 11-Apr-2023
Pivot 1 day 3 day
R1 0.7441 0.7437
PP 0.7437 0.7430
S1 0.7433 0.7422

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

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