CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 0.7406 0.7359 -0.0047 -0.6% 0.7399
High 0.7410 0.7377 -0.0033 -0.4% 0.7413
Low 0.7355 0.7353 -0.0002 0.0% 0.7337
Close 0.7360 0.7377 0.0017 0.2% 0.7408
Range 0.0056 0.0024 -0.0032 -56.8% 0.0076
ATR 0.0038 0.0037 -0.0001 -2.6% 0.0000
Volume 620 529 -91 -14.7% 654
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 0.7441 0.7433 0.7390
R3 0.7417 0.7409 0.7384
R2 0.7393 0.7393 0.7381
R1 0.7385 0.7385 0.7379 0.7389
PP 0.7369 0.7369 0.7369 0.7371
S1 0.7361 0.7361 0.7375 0.7365
S2 0.7345 0.7345 0.7373
S3 0.7321 0.7337 0.7370
S4 0.7297 0.7313 0.7364
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% 55% False False 277
10 0.7455 0.7337 0.0118 1.6% 0.0037 0.5% 34% False False 198
20 0.7534 0.7337 0.0197 2.7% 0.0034 0.5% 20% False False 118
40 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 46% False False 137
60 0.7534 0.7244 0.0290 3.9% 0.0035 0.5% 46% False False 126
80 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 45% False False 96
100 0.7537 0.7244 0.0293 4.0% 0.0029 0.4% 45% False False 78
120 0.7593 0.7244 0.0349 4.7% 0.0026 0.4% 38% False False 68
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 True
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7479
2.618 0.7440
1.618 0.7416
1.000 0.7401
0.618 0.7392
HIGH 0.7377
0.618 0.7368
0.500 0.7365
0.382 0.7362
LOW 0.7353
0.618 0.7338
1.000 0.7329
1.618 0.7314
2.618 0.7290
4.250 0.7251
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 0.7373 0.7382
PP 0.7369 0.7380
S1 0.7365 0.7379

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

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