CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 13-Jun-2023
Day Change Summary
Previous Current
12-Jun-2023 13-Jun-2023 Change Change % Previous Week
Open 0.7509 0.7492 -0.0017 -0.2% 0.7464
High 0.7523 0.7539 0.0016 0.2% 0.7524
Low 0.7485 0.7488 0.0003 0.0% 0.7445
Close 0.7491 0.7525 0.0034 0.4% 0.7503
Range 0.0038 0.0051 0.0013 34.2% 0.0080
ATR 0.0039 0.0040 0.0001 2.2% 0.0000
Volume 40,941 41,128 187 0.5% 48,502
Daily Pivots for day following 13-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7670 0.7648 0.7553
R3 0.7619 0.7597 0.7539
R2 0.7568 0.7568 0.7534
R1 0.7546 0.7546 0.7529 0.7557
PP 0.7517 0.7517 0.7517 0.7522
S1 0.7495 0.7495 0.7520 0.7506
S2 0.7466 0.7466 0.7515
S3 0.7415 0.7444 0.7510
S4 0.7364 0.7393 0.7496
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 0.7539 0.7465 0.0074 1.0% 0.0042 0.6% 81% True False 24,865
10 0.7539 0.7345 0.0194 2.6% 0.0041 0.5% 93% True False 13,697
20 0.7539 0.7343 0.0196 2.6% 0.0038 0.5% 93% True False 7,586
40 0.7539 0.7337 0.0202 2.7% 0.0040 0.5% 93% True False 3,898
60 0.7539 0.7264 0.0275 3.6% 0.0038 0.5% 95% True False 2,622
80 0.7539 0.7244 0.0295 3.9% 0.0038 0.5% 95% True False 2,016
100 0.7539 0.7244 0.0295 3.9% 0.0034 0.5% 95% True False 1,615
120 0.7539 0.7244 0.0295 3.9% 0.0032 0.4% 95% True False 1,347
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 0.0008
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7755
2.618 0.7672
1.618 0.7621
1.000 0.7590
0.618 0.7570
HIGH 0.7539
0.618 0.7519
0.500 0.7513
0.382 0.7507
LOW 0.7488
0.618 0.7456
1.000 0.7437
1.618 0.7405
2.618 0.7354
4.250 0.7271
Fisher Pivots for day following 13-Jun-2023
Pivot 1 day 3 day
R1 0.7521 0.7520
PP 0.7517 0.7516
S1 0.7513 0.7512

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

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