CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 0.7420 0.7449 0.0030 0.4% 0.7420
High 0.7446 0.7465 0.0019 0.3% 0.7476
Low 0.7420 0.7436 0.0017 0.2% 0.7412
Close 0.7445 0.7465 0.0020 0.3% 0.7426
Range 0.0026 0.0029 0.0003 9.6% 0.0064
ATR 0.0036 0.0036 -0.0001 -1.5% 0.0000
Volume 9 62 53 588.9% 441
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7541 0.7531 0.7480
R3 0.7512 0.7503 0.7472
R2 0.7484 0.7484 0.7470
R1 0.7474 0.7474 0.7467 0.7479
PP 0.7455 0.7455 0.7455 0.7457
S1 0.7446 0.7446 0.7462 0.7450
S2 0.7427 0.7427 0.7459
S3 0.7398 0.7417 0.7457
S4 0.7370 0.7389 0.7449
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 0.7465 0.7399 0.0066 0.9% 0.0025 0.3% 100% True False 28
10 0.7476 0.7381 0.0095 1.3% 0.0028 0.4% 88% False False 72
20 0.7476 0.7264 0.0212 2.8% 0.0034 0.5% 95% False False 72
40 0.7498 0.7244 0.0254 3.4% 0.0036 0.5% 87% False False 133
60 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 75% False False 90
80 0.7537 0.7244 0.0293 3.9% 0.0028 0.4% 75% False False 70
100 0.7549 0.7244 0.0305 4.1% 0.0026 0.3% 72% False False 59
120 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 63% False False 50
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7586
2.618 0.7539
1.618 0.7511
1.000 0.7493
0.618 0.7482
HIGH 0.7465
0.618 0.7454
0.500 0.7450
0.382 0.7447
LOW 0.7436
0.618 0.7418
1.000 0.7408
1.618 0.7390
2.618 0.7361
4.250 0.7315
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 0.7460 0.7454
PP 0.7455 0.7443
S1 0.7450 0.7432

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

View Archives - Comment on this page... - Back to Index of Symbols