CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 0.7351 0.7370 0.0019 0.3% 0.7427
High 0.7371 0.7390 0.0019 0.3% 0.7434
Low 0.7343 0.7366 0.0023 0.3% 0.7343
Close 0.7364 0.7373 0.0009 0.1% 0.7364
Range 0.0028 0.0024 -0.0004 -14.5% 0.0091
ATR 0.0040 0.0039 -0.0001 -2.5% 0.0000
Volume 1,080 439 -641 -59.4% 12,399
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 0.7447 0.7433 0.7385
R3 0.7423 0.7410 0.7379
R2 0.7400 0.7400 0.7377
R1 0.7386 0.7386 0.7375 0.7393
PP 0.7376 0.7376 0.7376 0.7379
S1 0.7363 0.7363 0.7370 0.7369
S2 0.7353 0.7353 0.7368
S3 0.7329 0.7339 0.7366
S4 0.7306 0.7316 0.7360
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% 0.0034 0.5% 32% False False 2,522
10 0.7478 0.7343 0.0135 1.8% 0.0035 0.5% 22% False False 1,476
20 0.7526 0.7343 0.0183 2.5% 0.0042 0.6% 16% False False 904
40 0.7534 0.7337 0.0197 2.7% 0.0037 0.5% 18% False False 490
60 0.7534 0.7244 0.0290 3.9% 0.0039 0.5% 44% False False 392
80 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 44% False False 306
100 0.7537 0.7244 0.0293 4.0% 0.0033 0.4% 44% False False 246
120 0.7537 0.7244 0.0293 4.0% 0.0030 0.4% 44% False False 206
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7489
2.618 0.7451
1.618 0.7428
1.000 0.7413
0.618 0.7404
HIGH 0.7390
0.618 0.7381
0.500 0.7378
0.382 0.7375
LOW 0.7366
0.618 0.7351
1.000 0.7343
1.618 0.7328
2.618 0.7304
4.250 0.7266
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 0.7378 0.7370
PP 0.7376 0.7368
S1 0.7374 0.7366

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

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