CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 0.7568 0.7607 0.0039 0.5% 0.7509
High 0.7611 0.7622 0.0011 0.1% 0.7599
Low 0.7561 0.7598 0.0038 0.5% 0.7485
Close 0.7610 0.7617 0.0008 0.1% 0.7598
Range 0.0050 0.0024 -0.0027 -53.0% 0.0115
ATR 0.0044 0.0042 -0.0001 -3.3% 0.0000
Volume 70,495 64,577 -5,918 -8.4% 344,193
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7683 0.7673 0.7630
R3 0.7659 0.7650 0.7623
R2 0.7636 0.7636 0.7621
R1 0.7626 0.7626 0.7619 0.7631
PP 0.7612 0.7612 0.7612 0.7615
S1 0.7603 0.7603 0.7615 0.7608
S2 0.7589 0.7589 0.7613
S3 0.7565 0.7579 0.7611
S4 0.7542 0.7556 0.7604
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 0.7622 0.7499 0.0123 1.6% 0.0049 0.6% 96% True False 87,575
10 0.7622 0.7482 0.0140 1.8% 0.0044 0.6% 97% True False 61,784
20 0.7622 0.7343 0.0279 3.7% 0.0042 0.5% 98% True False 32,769
40 0.7622 0.7337 0.0285 3.7% 0.0042 0.6% 98% True False 16,543
60 0.7622 0.7337 0.0285 3.7% 0.0039 0.5% 98% True False 11,053
80 0.7622 0.7244 0.0378 5.0% 0.0039 0.5% 99% True False 8,343
100 0.7622 0.7244 0.0378 5.0% 0.0036 0.5% 99% True False 6,678
120 0.7622 0.7244 0.0378 5.0% 0.0034 0.5% 99% True False 5,566
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7721
2.618 0.7683
1.618 0.7660
1.000 0.7645
0.618 0.7636
HIGH 0.7622
0.618 0.7613
0.500 0.7610
0.382 0.7607
LOW 0.7598
0.618 0.7583
1.000 0.7575
1.618 0.7560
2.618 0.7536
4.250 0.7498
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 0.7615 0.7606
PP 0.7612 0.7595
S1 0.7610 0.7584

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

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