CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 0.7589 0.7568 -0.0021 -0.3% 0.7509
High 0.7599 0.7611 0.0012 0.2% 0.7599
Low 0.7546 0.7561 0.0015 0.2% 0.7485
Close 0.7569 0.7610 0.0041 0.5% 0.7598
Range 0.0053 0.0050 -0.0003 -4.8% 0.0115
ATR 0.0043 0.0044 0.0000 1.1% 0.0000
Volume 109,146 70,495 -38,651 -35.4% 344,193
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7744 0.7727 0.7637
R3 0.7694 0.7677 0.7623
R2 0.7644 0.7644 0.7619
R1 0.7627 0.7627 0.7614 0.7635
PP 0.7594 0.7594 0.7594 0.7598
S1 0.7577 0.7577 0.7605 0.7585
S2 0.7544 0.7544 0.7600
S3 0.7494 0.7527 0.7596
S4 0.7444 0.7477 0.7582
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 0.7611 0.7499 0.0112 1.5% 0.0053 0.7% 99% True False 88,353
10 0.7611 0.7465 0.0146 1.9% 0.0047 0.6% 99% True False 56,609
20 0.7611 0.7343 0.0268 3.5% 0.0042 0.6% 100% True False 29,567
40 0.7611 0.7337 0.0274 3.6% 0.0043 0.6% 100% True False 14,937
60 0.7611 0.7335 0.0276 3.6% 0.0039 0.5% 100% True False 9,978
80 0.7611 0.7244 0.0367 4.8% 0.0039 0.5% 100% True False 7,537
100 0.7611 0.7244 0.0367 4.8% 0.0036 0.5% 100% True False 6,033
120 0.7611 0.7244 0.0367 4.8% 0.0034 0.5% 100% True False 5,028
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7823
2.618 0.7741
1.618 0.7691
1.000 0.7661
0.618 0.7641
HIGH 0.7611
0.618 0.7591
0.500 0.7586
0.382 0.7580
LOW 0.7561
0.618 0.7530
1.000 0.7511
1.618 0.7480
2.618 0.7430
4.250 0.7348
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 0.7602 0.7599
PP 0.7594 0.7589
S1 0.7586 0.7578

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

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