CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Apr-2023
Day Change Summary
Previous Current
14-Apr-2023 17-Apr-2023 Change Change % Previous Week
Open 0.7526 0.7509 -0.0017 -0.2% 0.7421
High 0.7534 0.7515 -0.0020 -0.3% 0.7534
Low 0.7486 0.7480 -0.0006 -0.1% 0.7399
Close 0.7505 0.7484 -0.0021 -0.3% 0.7505
Range 0.0048 0.0035 -0.0014 -28.1% 0.0135
ATR 0.0038 0.0038 0.0000 -0.6% 0.0000
Volume 81 27 -54 -66.7% 239
Daily Pivots for day following 17-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7596 0.7575 0.7503
R3 0.7562 0.7540 0.7493
R2 0.7527 0.7527 0.7490
R1 0.7506 0.7506 0.7487 0.7499
PP 0.7493 0.7493 0.7493 0.7490
S1 0.7471 0.7471 0.7481 0.7465
S2 0.7458 0.7458 0.7478
S3 0.7424 0.7437 0.7475
S4 0.7389 0.7402 0.7465
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 0.7420 0.0115 1.5% 0.0038 0.5% 56% False False 47
10 0.7534 0.7399 0.0135 1.8% 0.0030 0.4% 63% False False 62
20 0.7534 0.7264 0.0270 3.6% 0.0035 0.5% 81% False False 70
40 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 83% False False 134
60 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 82% False False 93
80 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 82% False False 72
100 0.7548 0.7244 0.0304 4.1% 0.0026 0.3% 79% False False 61
120 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 69% 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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7661
2.618 0.7605
1.618 0.7570
1.000 0.7549
0.618 0.7536
HIGH 0.7515
0.618 0.7501
0.500 0.7497
0.382 0.7493
LOW 0.7480
0.618 0.7459
1.000 0.7446
1.618 0.7424
2.618 0.7390
4.250 0.7333
Fisher Pivots for day following 17-Apr-2023
Pivot 1 day 3 day
R1 0.7497 0.7499
PP 0.7493 0.7494
S1 0.7488 0.7489

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

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