CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 20-Apr-2023
Day Change Summary
Previous Current
19-Apr-2023 20-Apr-2023 Change Change % Previous Week
Open 0.7487 0.7443 -0.0045 -0.6% 0.7421
High 0.7487 0.7455 -0.0032 -0.4% 0.7534
Low 0.7447 0.7436 -0.0011 -0.1% 0.7399
Close 0.7449 0.7442 -0.0007 -0.1% 0.7505
Range 0.0040 0.0019 -0.0021 -52.5% 0.0135
ATR 0.0036 0.0035 -0.0001 -3.4% 0.0000
Volume 41 58 17 41.5% 239
Daily Pivots for day following 20-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7501 0.7490 0.7452
R3 0.7482 0.7471 0.7447
R2 0.7463 0.7463 0.7445
R1 0.7452 0.7452 0.7443 0.7448
PP 0.7444 0.7444 0.7444 0.7442
S1 0.7433 0.7433 0.7440 0.7429
S2 0.7425 0.7425 0.7438
S3 0.7406 0.7414 0.7436
S4 0.7387 0.7395 0.7431
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% 0.0031 0.4% 6% False True 46
10 0.7534 0.7399 0.0135 1.8% 0.0032 0.4% 31% False False 40
20 0.7534 0.7264 0.0270 3.6% 0.0032 0.4% 66% False False 66
40 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 68% False False 135
60 0.7537 0.7244 0.0293 3.9% 0.0031 0.4% 67% False False 95
80 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 67% False False 73
100 0.7537 0.7244 0.0293 3.9% 0.0026 0.4% 67% False False 59
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.3% 57% False False 52
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7536
2.618 0.7505
1.618 0.7486
1.000 0.7474
0.618 0.7467
HIGH 0.7455
0.618 0.7448
0.500 0.7446
0.382 0.7443
LOW 0.7436
0.618 0.7424
1.000 0.7417
1.618 0.7405
2.618 0.7386
4.250 0.7355
Fisher Pivots for day following 20-Apr-2023
Pivot 1 day 3 day
R1 0.7446 0.7468
PP 0.7444 0.7459
S1 0.7443 0.7450

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

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