CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 0.7491 0.7498 0.0007 0.1% 0.7464
High 0.7512 0.7524 0.0013 0.2% 0.7524
Low 0.7482 0.7491 0.0009 0.1% 0.7445
Close 0.7499 0.7503 0.0004 0.1% 0.7503
Range 0.0030 0.0033 0.0004 11.9% 0.0080
ATR 0.0039 0.0039 0.0000 -1.2% 0.0000
Volume 8,637 20,792 12,155 140.7% 48,502
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7605 0.7587 0.7521
R3 0.7572 0.7554 0.7512
R2 0.7539 0.7539 0.7509
R1 0.7521 0.7521 0.7506 0.7530
PP 0.7506 0.7506 0.7506 0.7510
S1 0.7488 0.7488 0.7499 0.7497
S2 0.7473 0.7473 0.7496
S3 0.7440 0.7455 0.7493
S4 0.7407 0.7422 0.7484
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7729 0.7695 0.7546
R3 0.7649 0.7616 0.7524
R2 0.7570 0.7570 0.7517
R1 0.7536 0.7536 0.7510 0.7553
PP 0.7490 0.7490 0.7490 0.7499
S1 0.7457 0.7457 0.7495 0.7474
S2 0.7411 0.7411 0.7488
S3 0.7331 0.7377 0.7481
S4 0.7252 0.7298 0.7459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7524 0.7445 0.0080 1.1% 0.0036 0.5% 73% True False 9,700
10 0.7524 0.7343 0.0181 2.4% 0.0037 0.5% 88% True False 5,642
20 0.7524 0.7343 0.0181 2.4% 0.0039 0.5% 88% True False 3,497
40 0.7534 0.7337 0.0197 2.6% 0.0040 0.5% 84% False False 1,849
60 0.7534 0.7264 0.0270 3.6% 0.0038 0.5% 88% False False 1,256
80 0.7534 0.7244 0.0290 3.9% 0.0038 0.5% 89% False False 991
100 0.7537 0.7244 0.0293 3.9% 0.0034 0.4% 88% False False 794
120 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 88% False False 663
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7664
2.618 0.7610
1.618 0.7577
1.000 0.7557
0.618 0.7544
HIGH 0.7524
0.618 0.7511
0.500 0.7508
0.382 0.7504
LOW 0.7491
0.618 0.7471
1.000 0.7458
1.618 0.7438
2.618 0.7405
4.250 0.7351
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 0.7508 0.7500
PP 0.7506 0.7497
S1 0.7504 0.7495

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

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