CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 0.7523 0.7518 -0.0006 -0.1% 0.7464
High 0.7546 0.7582 0.0036 0.5% 0.7524
Low 0.7500 0.7499 -0.0002 0.0% 0.7445
Close 0.7522 0.7581 0.0059 0.8% 0.7503
Range 0.0046 0.0084 0.0038 81.5% 0.0080
ATR 0.0040 0.0043 0.0003 7.7% 0.0000
Volume 68,466 103,857 35,391 51.7% 48,502
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7804 0.7776 0.7626
R3 0.7721 0.7692 0.7603
R2 0.7637 0.7637 0.7596
R1 0.7609 0.7609 0.7588 0.7623
PP 0.7554 0.7554 0.7554 0.7561
S1 0.7525 0.7525 0.7573 0.7540
S2 0.7470 0.7470 0.7565
S3 0.7387 0.7442 0.7558
S4 0.7303 0.7358 0.7535
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 0.7582 0.7485 0.0098 1.3% 0.0050 0.7% 98% True False 55,036
10 0.7582 0.7445 0.0138 1.8% 0.0042 0.6% 99% True False 30,451
20 0.7582 0.7343 0.0239 3.2% 0.0039 0.5% 99% True False 16,156
40 0.7582 0.7337 0.0245 3.2% 0.0042 0.6% 99% True False 8,205
60 0.7582 0.7264 0.0318 4.2% 0.0039 0.5% 100% True False 5,493
80 0.7582 0.7244 0.0338 4.5% 0.0039 0.5% 100% True False 4,170
100 0.7582 0.7244 0.0338 4.5% 0.0035 0.5% 100% True False 3,338
120 0.7582 0.7244 0.0338 4.5% 0.0033 0.4% 100% True False 2,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7937
2.618 0.7801
1.618 0.7717
1.000 0.7666
0.618 0.7634
HIGH 0.7582
0.618 0.7550
0.500 0.7540
0.382 0.7530
LOW 0.7499
0.618 0.7447
1.000 0.7415
1.618 0.7363
2.618 0.7280
4.250 0.7144
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 0.7567 0.7565
PP 0.7554 0.7550
S1 0.7540 0.7535

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

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