CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 28-Apr-2023
Day Change Summary
Previous Current
27-Apr-2023 28-Apr-2023 Change Change % Previous Week
Open 0.7353 0.7348 -0.0005 -0.1% 0.7399
High 0.7379 0.7408 0.0030 0.4% 0.7413
Low 0.7352 0.7337 -0.0015 -0.2% 0.7337
Close 0.7372 0.7408 0.0037 0.5% 0.7408
Range 0.0027 0.0071 0.0044 163.0% 0.0076
ATR 0.0035 0.0038 0.0003 7.3% 0.0000
Volume 88 99 11 12.5% 654
Daily Pivots for day following 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7597 0.7574 0.7447
R3 0.7526 0.7503 0.7428
R2 0.7455 0.7455 0.7421
R1 0.7432 0.7432 0.7415 0.7444
PP 0.7384 0.7384 0.7384 0.7390
S1 0.7361 0.7361 0.7401 0.7373
S2 0.7313 0.7313 0.7395
S3 0.7242 0.7290 0.7388
S4 0.7171 0.7219 0.7369
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7614 0.7587 0.7450
R3 0.7538 0.7511 0.7429
R2 0.7462 0.7462 0.7422
R1 0.7435 0.7435 0.7415 0.7449
PP 0.7386 0.7386 0.7386 0.7393
S1 0.7359 0.7359 0.7401 0.7373
S2 0.7310 0.7310 0.7394
S3 0.7234 0.7283 0.7387
S4 0.7158 0.7207 0.7366
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7337 0.0076 1.0% 0.0039 0.5% 93% False True 130
10 0.7515 0.7337 0.0178 2.4% 0.0035 0.5% 40% False True 87
20 0.7534 0.7337 0.0197 2.7% 0.0034 0.5% 36% False True 77
40 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 57% False False 141
60 0.7534 0.7244 0.0290 3.9% 0.0034 0.5% 57% False False 106
80 0.7537 0.7244 0.0293 4.0% 0.0031 0.4% 56% False False 81
100 0.7537 0.7244 0.0293 4.0% 0.0028 0.4% 56% False False 67
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.3% 47% False False 58
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 0.7710
2.618 0.7594
1.618 0.7523
1.000 0.7479
0.618 0.7452
HIGH 0.7408
0.618 0.7381
0.500 0.7373
0.382 0.7364
LOW 0.7337
0.618 0.7293
1.000 0.7266
1.618 0.7222
2.618 0.7151
4.250 0.7035
Fisher Pivots for day following 28-Apr-2023
Pivot 1 day 3 day
R1 0.7396 0.7396
PP 0.7384 0.7384
S1 0.7373 0.7373

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

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