CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 0.7455 0.7464 0.0009 0.1% 0.7370
High 0.7476 0.7470 -0.0006 -0.1% 0.7476
Low 0.7453 0.7445 -0.0008 -0.1% 0.7345
Close 0.7463 0.7459 -0.0004 -0.1% 0.7463
Range 0.0023 0.0026 0.0003 10.9% 0.0131
ATR 0.0040 0.0039 -0.0001 -2.6% 0.0000
Volume 1,624 2,177 553 34.1% 6,839
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7534 0.7522 0.7473
R3 0.7509 0.7496 0.7466
R2 0.7483 0.7483 0.7463
R1 0.7471 0.7471 0.7461 0.7464
PP 0.7458 0.7458 0.7458 0.7454
S1 0.7445 0.7445 0.7456 0.7439
S2 0.7432 0.7432 0.7454
S3 0.7407 0.7420 0.7451
S4 0.7381 0.7394 0.7444
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 0.7345 0.0131 1.7% 0.0038 0.5% 87% False False 1,803
10 0.7476 0.7343 0.0133 1.8% 0.0035 0.5% 87% False False 2,141
20 0.7526 0.7343 0.0183 2.5% 0.0039 0.5% 63% False False 1,250
40 0.7534 0.7337 0.0197 2.6% 0.0039 0.5% 62% False False 695
60 0.7534 0.7263 0.0272 3.6% 0.0039 0.5% 72% False False 501
80 0.7534 0.7244 0.0290 3.9% 0.0037 0.5% 74% False False 413
100 0.7537 0.7244 0.0293 3.9% 0.0034 0.4% 73% False False 332
120 0.7537 0.7244 0.0293 3.9% 0.0031 0.4% 73% False False 278
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7578
2.618 0.7537
1.618 0.7511
1.000 0.7496
0.618 0.7486
HIGH 0.7470
0.618 0.7460
0.500 0.7457
0.382 0.7454
LOW 0.7445
0.618 0.7429
1.000 0.7419
1.618 0.7403
2.618 0.7378
4.250 0.7336
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 0.7458 0.7449
PP 0.7458 0.7439
S1 0.7457 0.7429

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

View Archives - Comment on this page... - Back to Index of Symbols