CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 0.7518 0.7575 0.0058 0.8% 0.7509
High 0.7582 0.7599 0.0017 0.2% 0.7599
Low 0.7499 0.7564 0.0066 0.9% 0.7485
Close 0.7581 0.7598 0.0018 0.2% 0.7598
Range 0.0084 0.0035 -0.0049 -58.1% 0.0115
ATR 0.0043 0.0043 -0.0001 -1.4% 0.0000
Volume 103,857 89,801 -14,056 -13.5% 344,193
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7692 0.7680 0.7617
R3 0.7657 0.7645 0.7608
R2 0.7622 0.7622 0.7604
R1 0.7610 0.7610 0.7601 0.7616
PP 0.7587 0.7587 0.7587 0.7590
S1 0.7575 0.7575 0.7595 0.7581
S2 0.7552 0.7552 0.7592
S3 0.7517 0.7540 0.7588
S4 0.7482 0.7505 0.7579
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7904 0.7866 0.7661
R3 0.7790 0.7751 0.7629
R2 0.7675 0.7675 0.7619
R1 0.7637 0.7637 0.7608 0.7656
PP 0.7561 0.7561 0.7561 0.7570
S1 0.7522 0.7522 0.7588 0.7541
S2 0.7446 0.7446 0.7577
S3 0.7332 0.7408 0.7567
S4 0.7217 0.7293 0.7535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7599 0.7485 0.0115 1.5% 0.0051 0.7% 99% True False 68,838
10 0.7599 0.7445 0.0155 2.0% 0.0043 0.6% 99% True False 39,269
20 0.7599 0.7343 0.0256 3.4% 0.0039 0.5% 100% True False 20,614
40 0.7599 0.7337 0.0262 3.4% 0.0042 0.6% 100% True False 10,448
60 0.7599 0.7264 0.0335 4.4% 0.0039 0.5% 100% True False 6,987
80 0.7599 0.7244 0.0355 4.7% 0.0039 0.5% 100% True False 5,292
100 0.7599 0.7244 0.0355 4.7% 0.0035 0.5% 100% True False 4,236
120 0.7599 0.7244 0.0355 4.7% 0.0033 0.4% 100% True False 3,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7748
2.618 0.7691
1.618 0.7656
1.000 0.7634
0.618 0.7621
HIGH 0.7599
0.618 0.7586
0.500 0.7582
0.382 0.7577
LOW 0.7564
0.618 0.7542
1.000 0.7529
1.618 0.7507
2.618 0.7472
4.250 0.7415
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 0.7593 0.7582
PP 0.7587 0.7565
S1 0.7582 0.7549

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

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