CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 0.7374 0.7351 -0.0023 -0.3% 0.7427
High 0.7380 0.7371 -0.0010 -0.1% 0.7434
Low 0.7350 0.7343 -0.0007 -0.1% 0.7343
Close 0.7352 0.7364 0.0012 0.2% 0.7364
Range 0.0030 0.0028 -0.0003 -8.3% 0.0091
ATR 0.0041 0.0040 -0.0001 -2.3% 0.0000
Volume 1,175 1,080 -95 -8.1% 12,399
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7442 0.7430 0.7379
R3 0.7414 0.7403 0.7371
R2 0.7387 0.7387 0.7369
R1 0.7375 0.7375 0.7366 0.7381
PP 0.7359 0.7359 0.7359 0.7362
S1 0.7348 0.7348 0.7361 0.7353
S2 0.7332 0.7332 0.7358
S3 0.7304 0.7320 0.7356
S4 0.7277 0.7293 0.7348
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7653 0.7599 0.7414
R3 0.7562 0.7508 0.7389
R2 0.7471 0.7471 0.7380
R1 0.7417 0.7417 0.7372 0.7399
PP 0.7380 0.7380 0.7380 0.7371
S1 0.7326 0.7326 0.7355 0.7308
S2 0.7289 0.7289 0.7347
S3 0.7198 0.7235 0.7338
S4 0.7107 0.7144 0.7313
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7434 0.7343 0.0091 1.2% 0.0032 0.4% 23% False True 2,479
10 0.7478 0.7343 0.0135 1.8% 0.0038 0.5% 15% False True 1,442
20 0.7526 0.7343 0.0183 2.5% 0.0042 0.6% 11% False True 884
40 0.7534 0.7337 0.0197 2.7% 0.0038 0.5% 13% False False 481
60 0.7534 0.7244 0.0290 3.9% 0.0039 0.5% 41% False False 389
80 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 41% False False 301
100 0.7537 0.7244 0.0293 4.0% 0.0033 0.4% 41% False False 242
120 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 41% False False 203
Crabel Price Patterns
NR True
NR4 True
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7442
1.618 0.7415
1.000 0.7398
0.618 0.7387
HIGH 0.7371
0.618 0.7360
0.500 0.7357
0.382 0.7354
LOW 0.7343
0.618 0.7326
1.000 0.7316
1.618 0.7299
2.618 0.7271
4.250 0.7226
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 0.7361 0.7385
PP 0.7359 0.7378
S1 0.7357 0.7371

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

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