CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 0.7441 0.7399 -0.0042 -0.6% 0.7509
High 0.7441 0.7413 -0.0028 -0.4% 0.7515
Low 0.7394 0.7399 0.0005 0.1% 0.7394
Close 0.7403 0.7407 0.0004 0.1% 0.7403
Range 0.0047 0.0014 -0.0033 -70.2% 0.0121
ATR 0.0036 0.0034 -0.0002 -4.4% 0.0000
Volume 71 33 -38 -53.5% 223
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7448 0.7441 0.7414
R3 0.7434 0.7427 0.7410
R2 0.7420 0.7420 0.7409
R1 0.7413 0.7413 0.7408 0.7417
PP 0.7406 0.7406 0.7406 0.7408
S1 0.7399 0.7399 0.7405 0.7403
S2 0.7392 0.7392 0.7404
S3 0.7378 0.7385 0.7403
S4 0.7364 0.7371 0.7399
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7799 0.7721 0.7469
R3 0.7678 0.7601 0.7436
R2 0.7558 0.7558 0.7425
R1 0.7480 0.7480 0.7414 0.7459
PP 0.7437 0.7437 0.7437 0.7426
S1 0.7360 0.7360 0.7391 0.7338
S2 0.7317 0.7317 0.7380
S3 0.7196 0.7239 0.7369
S4 0.7076 0.7119 0.7336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7501 0.7394 0.0107 1.4% 0.0027 0.4% 12% False False 45
10 0.7534 0.7394 0.0140 1.9% 0.0033 0.4% 9% False False 46
20 0.7534 0.7335 0.0199 2.7% 0.0031 0.4% 36% False False 61
40 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 56% False False 137
60 0.7537 0.7244 0.0293 4.0% 0.0032 0.4% 55% False False 96
80 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 55% False False 74
100 0.7537 0.7244 0.0293 4.0% 0.0027 0.4% 55% False False 60
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.3% 47% False False 53
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 0.0004
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 0.7473
2.618 0.7450
1.618 0.7436
1.000 0.7427
0.618 0.7422
HIGH 0.7413
0.618 0.7408
0.500 0.7406
0.382 0.7404
LOW 0.7399
0.618 0.7390
1.000 0.7385
1.618 0.7376
2.618 0.7362
4.250 0.7340
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 0.7406 0.7425
PP 0.7406 0.7419
S1 0.7406 0.7413

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

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