CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 18-Apr-2023
Day Change Summary
Previous Current
17-Apr-2023 18-Apr-2023 Change Change % Previous Week
Open 0.7509 0.7496 -0.0014 -0.2% 0.7421
High 0.7515 0.7501 -0.0014 -0.2% 0.7534
Low 0.7480 0.7486 0.0006 0.1% 0.7399
Close 0.7484 0.7488 0.0004 0.0% 0.7505
Range 0.0035 0.0015 -0.0020 -58.0% 0.0135
ATR 0.0038 0.0036 -0.0002 -4.0% 0.0000
Volume 27 26 -1 -3.7% 239
Daily Pivots for day following 18-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7535 0.7526 0.7495
R3 0.7520 0.7511 0.7491
R2 0.7506 0.7506 0.7490
R1 0.7497 0.7497 0.7489 0.7494
PP 0.7491 0.7491 0.7491 0.7490
S1 0.7482 0.7482 0.7486 0.7480
S2 0.7477 0.7477 0.7485
S3 0.7462 0.7468 0.7484
S4 0.7448 0.7453 0.7480
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 0.7436 0.0098 1.3% 0.0036 0.5% 53% False False 51
10 0.7534 0.7399 0.0135 1.8% 0.0029 0.4% 66% False False 36
20 0.7534 0.7264 0.0270 3.6% 0.0034 0.4% 83% False False 70
40 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 84% False False 134
60 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 83% False False 93
80 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 83% False False 72
100 0.7548 0.7244 0.0304 4.1% 0.0026 0.3% 80% False False 58
120 0.7593 0.7244 0.0349 4.7% 0.0025 0.3% 70% False False 51
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 0.7562
2.618 0.7538
1.618 0.7524
1.000 0.7515
0.618 0.7509
HIGH 0.7501
0.618 0.7495
0.500 0.7493
0.382 0.7492
LOW 0.7486
0.618 0.7477
1.000 0.7472
1.618 0.7463
2.618 0.7448
4.250 0.7424
Fisher Pivots for day following 18-Apr-2023
Pivot 1 day 3 day
R1 0.7493 0.7507
PP 0.7491 0.7501
S1 0.7489 0.7494

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

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