CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Apr-2023
Day Change Summary
Previous Current
13-Apr-2023 14-Apr-2023 Change Change % Previous Week
Open 0.7464 0.7526 0.0063 0.8% 0.7421
High 0.7518 0.7534 0.0017 0.2% 0.7534
Low 0.7464 0.7486 0.0023 0.3% 0.7399
Close 0.7518 0.7505 -0.0013 -0.2% 0.7505
Range 0.0054 0.0048 -0.0006 -11.1% 0.0135
ATR 0.0037 0.0038 0.0001 2.1% 0.0000
Volume 59 81 22 37.3% 239
Daily Pivots for day following 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7652 0.7626 0.7531
R3 0.7604 0.7578 0.7518
R2 0.7556 0.7556 0.7513
R1 0.7530 0.7530 0.7509 0.7519
PP 0.7508 0.7508 0.7508 0.7503
S1 0.7482 0.7482 0.7500 0.7471
S2 0.7460 0.7460 0.7496
S3 0.7412 0.7434 0.7491
S4 0.7364 0.7386 0.7478
Weekly Pivots for week ending 14-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7884 0.7829 0.7579
R3 0.7749 0.7694 0.7542
R2 0.7614 0.7614 0.7529
R1 0.7559 0.7559 0.7517 0.7587
PP 0.7479 0.7479 0.7479 0.7493
S1 0.7424 0.7424 0.7492 0.7452
S2 0.7344 0.7344 0.7480
S3 0.7209 0.7289 0.7467
S4 0.7074 0.7154 0.7430
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7534 0.7399 0.0135 1.8% 0.0038 0.5% 78% True False 47
10 0.7534 0.7399 0.0135 1.8% 0.0032 0.4% 78% True False 68
20 0.7534 0.7264 0.0270 3.6% 0.0035 0.5% 89% True False 71
40 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 90% True False 134
60 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 89% False False 92
80 0.7537 0.7244 0.0293 3.9% 0.0028 0.4% 89% False False 71
100 0.7548 0.7244 0.0304 4.0% 0.0026 0.3% 86% False False 60
120 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 75% 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 True
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7738
2.618 0.7660
1.618 0.7612
1.000 0.7582
0.618 0.7564
HIGH 0.7534
0.618 0.7516
0.500 0.7510
0.382 0.7504
LOW 0.7486
0.618 0.7456
1.000 0.7438
1.618 0.7408
2.618 0.7360
4.250 0.7282
Fisher Pivots for day following 14-Apr-2023
Pivot 1 day 3 day
R1 0.7510 0.7498
PP 0.7508 0.7492
S1 0.7506 0.7485

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

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