CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 0.7397 0.7406 0.0009 0.1% 0.7399
High 0.7410 0.7410 0.0000 0.0% 0.7413
Low 0.7387 0.7355 -0.0032 -0.4% 0.7337
Close 0.7404 0.7360 -0.0044 -0.6% 0.7408
Range 0.0024 0.0056 0.0032 136.2% 0.0076
ATR 0.0037 0.0038 0.0001 3.7% 0.0000
Volume 51 620 569 1,115.7% 654
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 0.7541 0.7506 0.7391
R3 0.7486 0.7451 0.7375
R2 0.7430 0.7430 0.7370
R1 0.7395 0.7395 0.7365 0.7385
PP 0.7375 0.7375 0.7375 0.7370
S1 0.7340 0.7340 0.7355 0.7330
S2 0.7319 0.7319 0.7350
S3 0.7264 0.7284 0.7345
S4 0.7208 0.7229 0.7329
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 0.7410 0.7337 0.0073 1.0% 0.0040 0.5% 32% True False 190
10 0.7487 0.7337 0.0150 2.0% 0.0038 0.5% 15% False False 149
20 0.7534 0.7337 0.0197 2.7% 0.0034 0.5% 12% False False 93
40 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 40% False False 149
60 0.7534 0.7244 0.0290 3.9% 0.0035 0.5% 40% False False 117
80 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 40% False False 89
100 0.7537 0.7244 0.0293 4.0% 0.0028 0.4% 40% False False 73
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.4% 33% False False 63
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 0.0004
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7646
2.618 0.7555
1.618 0.7500
1.000 0.7466
0.618 0.7444
HIGH 0.7410
0.618 0.7389
0.500 0.7382
0.382 0.7376
LOW 0.7355
0.618 0.7320
1.000 0.7299
1.618 0.7265
2.618 0.7209
4.250 0.7119
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 0.7382 0.7374
PP 0.7375 0.7369
S1 0.7367 0.7365

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

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