CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 0.7396 0.7446 0.0050 0.7% 0.7496
High 0.7449 0.7478 0.0029 0.4% 0.7526
Low 0.7394 0.7431 0.0038 0.5% 0.7392
Close 0.7444 0.7443 -0.0002 0.0% 0.7394
Range 0.0056 0.0047 -0.0009 -15.3% 0.0135
ATR 0.0044 0.0044 0.0000 0.5% 0.0000
Volume 99 628 529 534.3% 1,565
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 0.7592 0.7564 0.7468
R3 0.7545 0.7517 0.7455
R2 0.7498 0.7498 0.7451
R1 0.7470 0.7470 0.7447 0.7460
PP 0.7451 0.7451 0.7451 0.7446
S1 0.7423 0.7423 0.7438 0.7413
S2 0.7404 0.7404 0.7434
S3 0.7357 0.7376 0.7430
S4 0.7310 0.7329 0.7417
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% 0.0052 0.7% 41% False False 303
10 0.7526 0.7353 0.0173 2.3% 0.0048 0.6% 52% False False 333
20 0.7526 0.7337 0.0189 2.5% 0.0043 0.6% 56% False False 241
40 0.7534 0.7264 0.0270 3.6% 0.0038 0.5% 66% False False 155
60 0.7534 0.7244 0.0290 3.9% 0.0038 0.5% 68% False False 170
80 0.7537 0.7244 0.0293 3.9% 0.0033 0.4% 68% False False 130
100 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 68% False False 106
120 0.7548 0.7244 0.0304 4.1% 0.0029 0.4% 65% False False 89
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7678
2.618 0.7601
1.618 0.7554
1.000 0.7525
0.618 0.7507
HIGH 0.7478
0.618 0.7460
0.500 0.7455
0.382 0.7449
LOW 0.7431
0.618 0.7402
1.000 0.7384
1.618 0.7355
2.618 0.7308
4.250 0.7231
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 0.7455 0.7440
PP 0.7451 0.7437
S1 0.7447 0.7435

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

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