CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.7498 0.7509 0.0012 0.2% 0.7464
High 0.7524 0.7523 -0.0002 0.0% 0.7524
Low 0.7491 0.7485 -0.0007 -0.1% 0.7445
Close 0.7503 0.7491 -0.0012 -0.2% 0.7503
Range 0.0033 0.0038 0.0005 15.2% 0.0080
ATR 0.0039 0.0039 0.0000 -0.2% 0.0000
Volume 20,792 40,941 20,149 96.9% 48,502
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7613 0.7590 0.7512
R3 0.7575 0.7552 0.7501
R2 0.7537 0.7537 0.7498
R1 0.7514 0.7514 0.7494 0.7507
PP 0.7499 0.7499 0.7499 0.7496
S1 0.7476 0.7476 0.7488 0.7469
S2 0.7461 0.7461 0.7484
S3 0.7423 0.7438 0.7481
S4 0.7385 0.7400 0.7470
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 0.7450 0.0074 1.0% 0.0038 0.5% 55% False False 17,453
10 0.7524 0.7345 0.0179 2.4% 0.0038 0.5% 82% False False 9,628
20 0.7524 0.7343 0.0181 2.4% 0.0038 0.5% 82% False False 5,535
40 0.7526 0.7337 0.0189 2.5% 0.0039 0.5% 81% False False 2,871
60 0.7534 0.7264 0.0270 3.6% 0.0038 0.5% 84% False False 1,938
80 0.7534 0.7244 0.0290 3.9% 0.0038 0.5% 85% False False 1,502
100 0.7537 0.7244 0.0293 3.9% 0.0034 0.5% 84% False False 1,204
120 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 84% False False 1,004
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 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7684
2.618 0.7622
1.618 0.7584
1.000 0.7561
0.618 0.7546
HIGH 0.7523
0.618 0.7508
0.500 0.7504
0.382 0.7499
LOW 0.7485
0.618 0.7461
1.000 0.7447
1.618 0.7423
2.618 0.7385
4.250 0.7323
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.7504 0.7503
PP 0.7499 0.7499
S1 0.7495 0.7495

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

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