CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 09-May-2023
Day Change Summary
Previous Current
08-May-2023 09-May-2023 Change Change % Previous Week
Open 0.7496 0.7497 0.0001 0.0% 0.7397
High 0.7526 0.7498 -0.0029 -0.4% 0.7499
Low 0.7491 0.7481 -0.0010 -0.1% 0.7353
Close 0.7499 0.7496 -0.0003 0.0% 0.7498
Range 0.0036 0.0017 -0.0019 -52.1% 0.0146
ATR 0.0042 0.0040 -0.0002 -4.0% 0.0000
Volume 246 530 284 115.4% 1,712
Daily Pivots for day following 09-May-2023
Classic Woodie Camarilla DeMark
R4 0.7542 0.7536 0.7505
R3 0.7525 0.7519 0.7501
R2 0.7508 0.7508 0.7499
R1 0.7502 0.7502 0.7498 0.7497
PP 0.7491 0.7491 0.7491 0.7489
S1 0.7485 0.7485 0.7494 0.7480
S2 0.7474 0.7474 0.7493
S3 0.7457 0.7468 0.7491
S4 0.7440 0.7451 0.7487
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% 0.0045 0.6% 83% False False 363
10 0.7526 0.7337 0.0189 2.5% 0.0042 0.6% 84% False False 277
20 0.7534 0.7337 0.0197 2.6% 0.0039 0.5% 81% False False 178
40 0.7534 0.7263 0.0272 3.6% 0.0037 0.5% 86% False False 141
60 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 87% False False 147
80 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 86% False False 112
100 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 86% False False 91
120 0.7549 0.7244 0.0305 4.1% 0.0028 0.4% 83% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7570
2.618 0.7542
1.618 0.7525
1.000 0.7515
0.618 0.7508
HIGH 0.7498
0.618 0.7491
0.500 0.7489
0.382 0.7487
LOW 0.7481
0.618 0.7470
1.000 0.7464
1.618 0.7453
2.618 0.7436
4.250 0.7408
Fisher Pivots for day following 09-May-2023
Pivot 1 day 3 day
R1 0.7494 0.7487
PP 0.7491 0.7478
S1 0.7489 0.7468

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

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