CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary
Previous Current
23-Jun-2023 26-Jun-2023 Change Change % Previous Week
Open 0.7614 0.7597 -0.0018 -0.2% 0.7589
High 0.7618 0.7622 0.0004 0.1% 0.7622
Low 0.7571 0.7596 0.0026 0.3% 0.7546
Close 0.7591 0.7618 0.0027 0.3% 0.7591
Range 0.0048 0.0026 -0.0022 -45.3% 0.0076
ATR 0.0043 0.0042 -0.0001 -2.0% 0.0000
Volume 69,783 69,006 -777 -1.1% 314,001
Daily Pivots for day following 26-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7690 0.7680 0.7632
R3 0.7664 0.7654 0.7625
R2 0.7638 0.7638 0.7622
R1 0.7628 0.7628 0.7620 0.7633
PP 0.7612 0.7612 0.7612 0.7614
S1 0.7602 0.7602 0.7615 0.7607
S2 0.7586 0.7586 0.7613
S3 0.7560 0.7576 0.7610
S4 0.7534 0.7550 0.7603
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7813 0.7777 0.7633
R3 0.7737 0.7702 0.7612
R2 0.7662 0.7662 0.7605
R1 0.7626 0.7626 0.7598 0.7644
PP 0.7586 0.7586 0.7586 0.7595
S1 0.7551 0.7551 0.7584 0.7569
S2 0.7511 0.7511 0.7577
S3 0.7435 0.7475 0.7570
S4 0.7360 0.7400 0.7549
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7622 0.7546 0.0076 1.0% 0.0040 0.5% 94% True False 76,601
10 0.7622 0.7485 0.0138 1.8% 0.0045 0.6% 97% True False 72,720
20 0.7622 0.7343 0.0279 3.7% 0.0041 0.5% 98% True False 39,181
40 0.7622 0.7337 0.0285 3.7% 0.0043 0.6% 98% True False 20,008
60 0.7622 0.7337 0.0285 3.7% 0.0039 0.5% 98% True False 13,364
80 0.7622 0.7244 0.0378 5.0% 0.0040 0.5% 99% True False 10,075
100 0.7622 0.7244 0.0378 5.0% 0.0037 0.5% 99% True False 8,066
120 0.7622 0.7244 0.0378 5.0% 0.0034 0.4% 99% True False 6,723
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7733
2.618 0.7690
1.618 0.7664
1.000 0.7648
0.618 0.7638
HIGH 0.7622
0.618 0.7612
0.500 0.7609
0.382 0.7606
LOW 0.7596
0.618 0.7580
1.000 0.7570
1.618 0.7554
2.618 0.7528
4.250 0.7486
Fisher Pivots for day following 26-Jun-2023
Pivot 1 day 3 day
R1 0.7615 0.7610
PP 0.7612 0.7603
S1 0.7609 0.7596

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

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