CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 0.7370 0.7368 -0.0002 0.0% 0.7427
High 0.7390 0.7388 -0.0002 0.0% 0.7434
Low 0.7366 0.7345 -0.0021 -0.3% 0.7343
Close 0.7373 0.7385 0.0012 0.2% 0.7364
Range 0.0024 0.0043 0.0019 80.9% 0.0091
ATR 0.0039 0.0039 0.0000 0.7% 0.0000
Volume 439 3,187 2,748 626.0% 12,399
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 0.7500 0.7485 0.7408
R3 0.7457 0.7442 0.7396
R2 0.7415 0.7415 0.7392
R1 0.7400 0.7400 0.7388 0.7407
PP 0.7372 0.7372 0.7372 0.7376
S1 0.7357 0.7357 0.7381 0.7365
S2 0.7330 0.7330 0.7377
S3 0.7287 0.7315 0.7373
S4 0.7245 0.7272 0.7361
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 0.7426 0.7343 0.0083 1.1% 0.0036 0.5% 50% False False 3,053
10 0.7460 0.7343 0.0117 1.6% 0.0035 0.5% 35% False False 1,732
20 0.7526 0.7343 0.0183 2.5% 0.0041 0.6% 23% False False 1,032
40 0.7534 0.7337 0.0197 2.7% 0.0038 0.5% 24% False False 562
60 0.7534 0.7244 0.0290 3.9% 0.0039 0.5% 48% False False 443
80 0.7534 0.7244 0.0290 3.9% 0.0036 0.5% 48% False False 346
100 0.7537 0.7244 0.0293 4.0% 0.0032 0.4% 48% False False 278
120 0.7537 0.7244 0.0293 4.0% 0.0031 0.4% 48% False False 233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7568
2.618 0.7499
1.618 0.7456
1.000 0.7430
0.618 0.7414
HIGH 0.7388
0.618 0.7371
0.500 0.7366
0.382 0.7361
LOW 0.7345
0.618 0.7319
1.000 0.7303
1.618 0.7276
2.618 0.7234
4.250 0.7164
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 0.7378 0.7378
PP 0.7372 0.7372
S1 0.7366 0.7366

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

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