CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 0.7453 0.7478 0.0025 0.3% 0.7370
High 0.7484 0.7521 0.0037 0.5% 0.7476
Low 0.7450 0.7465 0.0015 0.2% 0.7345
Close 0.7478 0.7491 0.0013 0.2% 0.7463
Range 0.0034 0.0056 0.0022 64.7% 0.0131
ATR 0.0039 0.0040 0.0001 3.1% 0.0000
Volume 4,069 12,827 8,758 215.2% 6,839
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7660 0.7632 0.7522
R3 0.7604 0.7576 0.7506
R2 0.7548 0.7548 0.7501
R1 0.7520 0.7520 0.7496 0.7534
PP 0.7492 0.7492 0.7492 0.7500
S1 0.7464 0.7464 0.7486 0.7478
S2 0.7436 0.7436 0.7481
S3 0.7380 0.7408 0.7476
S4 0.7324 0.7352 0.7460
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 0.7521 0.7383 0.0138 1.8% 0.0043 0.6% 78% True False 4,457
10 0.7521 0.7343 0.0178 2.4% 0.0040 0.5% 83% True False 3,755
20 0.7521 0.7343 0.0178 2.4% 0.0041 0.5% 83% True False 2,056
40 0.7534 0.7337 0.0197 2.6% 0.0040 0.5% 78% False False 1,117
60 0.7534 0.7263 0.0272 3.6% 0.0038 0.5% 84% False False 779
80 0.7534 0.7244 0.0290 3.9% 0.0038 0.5% 85% False False 624
100 0.7537 0.7244 0.0293 3.9% 0.0034 0.4% 84% False False 501
120 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 84% False False 418
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7759
2.618 0.7668
1.618 0.7612
1.000 0.7577
0.618 0.7556
HIGH 0.7521
0.618 0.7500
0.500 0.7493
0.382 0.7486
LOW 0.7465
0.618 0.7430
1.000 0.7409
1.618 0.7374
2.618 0.7318
4.250 0.7227
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 0.7493 0.7488
PP 0.7492 0.7486
S1 0.7492 0.7483

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

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