CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 0.7411 0.7496 0.0086 1.2% 0.7397
High 0.7499 0.7526 0.0028 0.4% 0.7499
Low 0.7411 0.7491 0.0080 1.1% 0.7353
Close 0.7498 0.7499 0.0002 0.0% 0.7498
Range 0.0088 0.0036 -0.0053 -59.7% 0.0146
ATR 0.0042 0.0042 0.0000 -1.2% 0.0000
Volume 161 246 85 52.8% 1,712
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 0.7612 0.7591 0.7519
R3 0.7576 0.7555 0.7509
R2 0.7541 0.7541 0.7506
R1 0.7520 0.7520 0.7502 0.7530
PP 0.7505 0.7505 0.7505 0.7510
S1 0.7484 0.7484 0.7496 0.7495
S2 0.7470 0.7470 0.7492
S3 0.7434 0.7449 0.7489
S4 0.7399 0.7413 0.7479
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 0.7526 0.7353 0.0173 2.3% 0.0052 0.7% 84% True False 381
10 0.7526 0.7337 0.0189 2.5% 0.0047 0.6% 86% True False 257
20 0.7534 0.7337 0.0197 2.6% 0.0040 0.5% 82% False False 152
40 0.7534 0.7263 0.0272 3.6% 0.0038 0.5% 87% False False 129
60 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 88% False False 138
80 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 87% False False 105
100 0.7537 0.7244 0.0293 3.9% 0.0029 0.4% 87% False False 85
120 0.7568 0.7244 0.0324 4.3% 0.0027 0.4% 79% False False 74
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 False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7677
2.618 0.7619
1.618 0.7583
1.000 0.7562
0.618 0.7548
HIGH 0.7526
0.618 0.7512
0.500 0.7508
0.382 0.7504
LOW 0.7491
0.618 0.7469
1.000 0.7455
1.618 0.7433
2.618 0.7398
4.250 0.7340
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 0.7508 0.7480
PP 0.7505 0.7460
S1 0.7502 0.7441

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

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