CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-May-2023
Day Change Summary
Previous Current
18-May-2023 19-May-2023 Change Change % Previous Week
Open 0.7450 0.7426 -0.0024 -0.3% 0.7396
High 0.7450 0.7442 -0.0008 -0.1% 0.7478
Low 0.7413 0.7413 0.0001 0.0% 0.7394
Close 0.7420 0.7422 0.0002 0.0% 0.7422
Range 0.0037 0.0029 -0.0008 -21.6% 0.0085
ATR 0.0044 0.0043 -0.0001 -2.5% 0.0000
Volume 655 350 -305 -46.6% 2,023
Daily Pivots for day following 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.7513 0.7496 0.7437
R3 0.7484 0.7467 0.7429
R2 0.7455 0.7455 0.7427
R1 0.7438 0.7438 0.7424 0.7432
PP 0.7426 0.7426 0.7426 0.7422
S1 0.7409 0.7409 0.7419 0.7403
S2 0.7397 0.7397 0.7416
S3 0.7368 0.7380 0.7414
S4 0.7339 0.7351 0.7406
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.7685 0.7638 0.7468
R3 0.7600 0.7553 0.7445
R2 0.7516 0.7516 0.7437
R1 0.7469 0.7469 0.7429 0.7492
PP 0.7431 0.7431 0.7431 0.7443
S1 0.7384 0.7384 0.7414 0.7408
S2 0.7347 0.7347 0.7406
S3 0.7262 0.7300 0.7398
S4 0.7178 0.7215 0.7375
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7478 0.7394 0.0085 1.1% 0.0044 0.6% 33% False False 404
10 0.7526 0.7392 0.0135 1.8% 0.0043 0.6% 22% False False 358
20 0.7526 0.7337 0.0189 2.5% 0.0044 0.6% 45% False False 297
40 0.7534 0.7306 0.0228 3.1% 0.0038 0.5% 51% False False 180
60 0.7534 0.7244 0.0290 3.9% 0.0039 0.5% 61% False False 190
80 0.7537 0.7244 0.0293 3.9% 0.0035 0.5% 61% False False 146
100 0.7537 0.7244 0.0293 3.9% 0.0033 0.4% 61% False False 118
120 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 61% False False 100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7565
2.618 0.7518
1.618 0.7489
1.000 0.7471
0.618 0.7460
HIGH 0.7442
0.618 0.7431
0.500 0.7428
0.382 0.7424
LOW 0.7413
0.618 0.7395
1.000 0.7384
1.618 0.7366
2.618 0.7337
4.250 0.7290
Fisher Pivots for day following 19-May-2023
Pivot 1 day 3 day
R1 0.7428 0.7434
PP 0.7426 0.7430
S1 0.7424 0.7426

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

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