CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2023
Day Change Summary
Previous Current
01-Jun-2023 02-Jun-2023 Change Change % Previous Week
Open 0.7384 0.7455 0.0071 1.0% 0.7370
High 0.7460 0.7476 0.0016 0.2% 0.7476
Low 0.7383 0.7453 0.0070 0.9% 0.7345
Close 0.7454 0.7463 0.0009 0.1% 0.7463
Range 0.0077 0.0023 -0.0054 -70.1% 0.0131
ATR 0.0042 0.0040 -0.0001 -3.2% 0.0000
Volume 1,589 1,624 35 2.2% 6,839
Daily Pivots for day following 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7533 0.7521 0.7475
R3 0.7510 0.7498 0.7469
R2 0.7487 0.7487 0.7467
R1 0.7475 0.7475 0.7465 0.7481
PP 0.7464 0.7464 0.7464 0.7467
S1 0.7452 0.7452 0.7460 0.7458
S2 0.7441 0.7441 0.7458
S3 0.7418 0.7429 0.7456
S4 0.7395 0.7406 0.7450
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7819 0.7771 0.7534
R3 0.7689 0.7641 0.7498
R2 0.7558 0.7558 0.7486
R1 0.7510 0.7510 0.7474 0.7534
PP 0.7428 0.7428 0.7428 0.7440
S1 0.7380 0.7380 0.7451 0.7404
S2 0.7297 0.7297 0.7439
S3 0.7167 0.7249 0.7427
S4 0.7036 0.7119 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7476 0.7343 0.0133 1.8% 0.0039 0.5% 90% True False 1,583
10 0.7476 0.7343 0.0133 1.8% 0.0036 0.5% 90% True False 1,958
20 0.7526 0.7343 0.0183 2.5% 0.0042 0.6% 65% False False 1,149
40 0.7534 0.7337 0.0197 2.6% 0.0039 0.5% 64% False False 641
60 0.7534 0.7244 0.0290 3.9% 0.0039 0.5% 75% False False 473
80 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 75% False False 386
100 0.7537 0.7244 0.0293 3.9% 0.0033 0.4% 75% False False 310
120 0.7537 0.7244 0.0293 3.9% 0.0031 0.4% 75% False False 260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7573
2.618 0.7536
1.618 0.7513
1.000 0.7499
0.618 0.7490
HIGH 0.7476
0.618 0.7467
0.500 0.7464
0.382 0.7461
LOW 0.7453
0.618 0.7438
1.000 0.7430
1.618 0.7415
2.618 0.7392
4.250 0.7355
Fisher Pivots for day following 02-Jun-2023
Pivot 1 day 3 day
R1 0.7464 0.7445
PP 0.7464 0.7428
S1 0.7463 0.7410

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

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