CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 0.7430 0.7396 -0.0034 -0.5% 0.7496
High 0.7438 0.7449 0.0012 0.2% 0.7526
Low 0.7392 0.7394 0.0002 0.0% 0.7392
Close 0.7394 0.7444 0.0050 0.7% 0.7394
Range 0.0046 0.0056 0.0010 20.7% 0.0135
ATR 0.0043 0.0044 0.0001 2.1% 0.0000
Volume 180 99 -81 -45.0% 1,565
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 0.7595 0.7575 0.7475
R3 0.7540 0.7520 0.7459
R2 0.7484 0.7484 0.7454
R1 0.7464 0.7464 0.7449 0.7474
PP 0.7429 0.7429 0.7429 0.7434
S1 0.7409 0.7409 0.7439 0.7419
S2 0.7373 0.7373 0.7434
S3 0.7318 0.7353 0.7429
S4 0.7262 0.7298 0.7413
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7841 0.7752 0.7468
R3 0.7706 0.7617 0.7431
R2 0.7572 0.7572 0.7419
R1 0.7483 0.7483 0.7406 0.7460
PP 0.7437 0.7437 0.7437 0.7426
S1 0.7348 0.7348 0.7382 0.7326
S2 0.7303 0.7303 0.7369
S3 0.7168 0.7214 0.7357
S4 0.7034 0.7079 0.7320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7517 0.7392 0.0125 1.7% 0.0046 0.6% 42% False False 283
10 0.7526 0.7353 0.0173 2.3% 0.0049 0.7% 53% False False 332
20 0.7526 0.7337 0.0189 2.5% 0.0042 0.6% 57% False False 211
40 0.7534 0.7264 0.0270 3.6% 0.0038 0.5% 67% False False 141
60 0.7534 0.7244 0.0290 3.9% 0.0038 0.5% 69% False False 160
80 0.7537 0.7244 0.0293 3.9% 0.0033 0.4% 68% False False 122
100 0.7537 0.7244 0.0293 3.9% 0.0031 0.4% 68% False False 99
120 0.7548 0.7244 0.0304 4.1% 0.0029 0.4% 66% False False 86
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7594
1.618 0.7539
1.000 0.7505
0.618 0.7483
HIGH 0.7449
0.618 0.7428
0.500 0.7421
0.382 0.7415
LOW 0.7394
0.618 0.7359
1.000 0.7338
1.618 0.7304
2.618 0.7248
4.250 0.7158
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 0.7436 0.7446
PP 0.7429 0.7446
S1 0.7421 0.7445

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

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