CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 20-Jun-2023
Day Change Summary
Previous Current
16-Jun-2023 20-Jun-2023 Change Change % Previous Week
Open 0.7575 0.7589 0.0014 0.2% 0.7509
High 0.7599 0.7599 -0.0001 0.0% 0.7599
Low 0.7564 0.7546 -0.0018 -0.2% 0.7485
Close 0.7598 0.7569 -0.0029 -0.4% 0.7598
Range 0.0035 0.0053 0.0018 50.0% 0.0115
ATR 0.0043 0.0043 0.0001 1.6% 0.0000
Volume 89,801 109,146 19,345 21.5% 344,193
Daily Pivots for day following 20-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7729 0.7701 0.7598
R3 0.7676 0.7649 0.7583
R2 0.7624 0.7624 0.7579
R1 0.7596 0.7596 0.7574 0.7584
PP 0.7571 0.7571 0.7571 0.7565
S1 0.7544 0.7544 0.7564 0.7531
S2 0.7519 0.7519 0.7559
S3 0.7466 0.7491 0.7555
S4 0.7414 0.7439 0.7540
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 0.7488 0.0112 1.5% 0.0054 0.7% 73% False False 82,479
10 0.7599 0.7450 0.0149 2.0% 0.0046 0.6% 80% False False 49,966
20 0.7599 0.7343 0.0256 3.4% 0.0041 0.5% 88% False False 26,053
40 0.7599 0.7337 0.0262 3.5% 0.0042 0.6% 89% False False 13,175
60 0.7599 0.7306 0.0293 3.9% 0.0039 0.5% 90% False False 8,805
80 0.7599 0.7244 0.0355 4.7% 0.0039 0.5% 92% False False 6,656
100 0.7599 0.7244 0.0355 4.7% 0.0036 0.5% 92% False False 5,328
120 0.7599 0.7244 0.0355 4.7% 0.0034 0.4% 92% False False 4,441
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7822
2.618 0.7736
1.618 0.7683
1.000 0.7651
0.618 0.7631
HIGH 0.7599
0.618 0.7578
0.500 0.7572
0.382 0.7566
LOW 0.7546
0.618 0.7514
1.000 0.7494
1.618 0.7461
2.618 0.7409
4.250 0.7323
Fisher Pivots for day following 20-Jun-2023
Pivot 1 day 3 day
R1 0.7572 0.7562
PP 0.7571 0.7556
S1 0.7570 0.7549

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

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