CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 0.7355 0.7411 0.0056 0.8% 0.7397
High 0.7413 0.7499 0.0086 1.2% 0.7499
Low 0.7355 0.7411 0.0056 0.8% 0.7353
Close 0.7406 0.7498 0.0092 1.2% 0.7498
Range 0.0058 0.0088 0.0030 51.7% 0.0146
ATR 0.0039 0.0042 0.0004 10.0% 0.0000
Volume 351 161 -190 -54.1% 1,712
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7733 0.7703 0.7546
R3 0.7645 0.7615 0.7522
R2 0.7557 0.7557 0.7514
R1 0.7527 0.7527 0.7506 0.7542
PP 0.7469 0.7469 0.7469 0.7476
S1 0.7439 0.7439 0.7489 0.7454
S2 0.7381 0.7381 0.7481
S3 0.7293 0.7351 0.7473
S4 0.7205 0.7263 0.7449
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7886 0.7837 0.7578
R3 0.7741 0.7692 0.7538
R2 0.7595 0.7595 0.7524
R1 0.7546 0.7546 0.7511 0.7571
PP 0.7450 0.7450 0.7450 0.7462
S1 0.7401 0.7401 0.7484 0.7425
S2 0.7304 0.7304 0.7471
S3 0.7159 0.7255 0.7457
S4 0.7013 0.7110 0.7417
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7499 0.7353 0.0146 1.9% 0.0050 0.7% 99% True False 342
10 0.7499 0.7337 0.0162 2.2% 0.0045 0.6% 99% True False 236
20 0.7534 0.7337 0.0197 2.6% 0.0040 0.5% 81% False False 141
40 0.7534 0.7263 0.0272 3.6% 0.0039 0.5% 87% False False 126
60 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 87% False False 134
80 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 87% False False 102
100 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 87% False False 83
120 0.7568 0.7244 0.0324 4.3% 0.0027 0.4% 78% False False 72
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 83 trading days
Fibonacci Retracements and Extensions
4.250 0.7873
2.618 0.7729
1.618 0.7641
1.000 0.7587
0.618 0.7553
HIGH 0.7499
0.618 0.7465
0.500 0.7455
0.382 0.7444
LOW 0.7411
0.618 0.7356
1.000 0.7323
1.618 0.7268
2.618 0.7180
4.250 0.7037
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 0.7483 0.7474
PP 0.7469 0.7450
S1 0.7455 0.7426

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

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