CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-Apr-2023
Day Change Summary
Previous Current
18-Apr-2023 19-Apr-2023 Change Change % Previous Week
Open 0.7496 0.7487 -0.0009 -0.1% 0.7421
High 0.7501 0.7487 -0.0014 -0.2% 0.7534
Low 0.7486 0.7447 -0.0039 -0.5% 0.7399
Close 0.7488 0.7449 -0.0039 -0.5% 0.7505
Range 0.0015 0.0040 0.0026 175.9% 0.0135
ATR 0.0036 0.0036 0.0000 0.9% 0.0000
Volume 26 41 15 57.7% 239
Daily Pivots for day following 19-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7581 0.7555 0.7471
R3 0.7541 0.7515 0.7460
R2 0.7501 0.7501 0.7456
R1 0.7475 0.7475 0.7452 0.7468
PP 0.7461 0.7461 0.7461 0.7457
S1 0.7435 0.7435 0.7445 0.7428
S2 0.7421 0.7421 0.7441
S3 0.7381 0.7395 0.7438
S4 0.7341 0.7355 0.7427
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 0.7447 0.0087 1.2% 0.0038 0.5% 2% False True 46
10 0.7534 0.7399 0.0135 1.8% 0.0032 0.4% 37% False False 37
20 0.7534 0.7264 0.0270 3.6% 0.0034 0.5% 68% False False 69
40 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 71% False False 135
60 0.7537 0.7244 0.0293 3.9% 0.0031 0.4% 70% False False 94
80 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 70% False False 72
100 0.7548 0.7244 0.0304 4.1% 0.0027 0.4% 67% False False 59
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.3% 59% False False 51
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7657
2.618 0.7592
1.618 0.7552
1.000 0.7527
0.618 0.7512
HIGH 0.7487
0.618 0.7472
0.500 0.7467
0.382 0.7462
LOW 0.7447
0.618 0.7422
1.000 0.7407
1.618 0.7382
2.618 0.7342
4.250 0.7277
Fisher Pivots for day following 19-Apr-2023
Pivot 1 day 3 day
R1 0.7467 0.7481
PP 0.7461 0.7470
S1 0.7455 0.7459

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

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