CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 0.7555 0.7556 0.0001 0.0% 0.7597
High 0.7563 0.7581 0.0018 0.2% 0.7634
Low 0.7537 0.7534 -0.0003 0.0% 0.7534
Close 0.7559 0.7563 0.0004 0.1% 0.7563
Range 0.0027 0.0047 0.0021 77.4% 0.0100
ATR 0.0042 0.0042 0.0000 0.9% 0.0000
Volume 63,269 77,218 13,949 22.0% 354,272
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7700 0.7679 0.7589
R3 0.7653 0.7632 0.7576
R2 0.7606 0.7606 0.7572
R1 0.7585 0.7585 0.7567 0.7596
PP 0.7559 0.7559 0.7559 0.7565
S1 0.7538 0.7538 0.7559 0.7549
S2 0.7512 0.7512 0.7554
S3 0.7465 0.7491 0.7550
S4 0.7418 0.7444 0.7537
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7877 0.7820 0.7618
R3 0.7777 0.7720 0.7591
R2 0.7677 0.7677 0.7581
R1 0.7620 0.7620 0.7572 0.7599
PP 0.7577 0.7577 0.7577 0.7566
S1 0.7520 0.7520 0.7554 0.7499
S2 0.7477 0.7477 0.7545
S3 0.7377 0.7420 0.7536
S4 0.7277 0.7320 0.7508
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7634 0.7534 0.0100 1.3% 0.0039 0.5% 29% False True 70,854
10 0.7634 0.7534 0.0100 1.3% 0.0040 0.5% 29% False True 75,807
20 0.7634 0.7445 0.0190 2.5% 0.0041 0.5% 63% False False 53,129
40 0.7634 0.7343 0.0291 3.8% 0.0043 0.6% 76% False False 27,107
60 0.7634 0.7337 0.0297 3.9% 0.0040 0.5% 76% False False 18,111
80 0.7634 0.7244 0.0390 5.2% 0.0040 0.5% 82% False False 13,622
100 0.7634 0.7244 0.0390 5.2% 0.0038 0.5% 82% False False 10,918
120 0.7634 0.7244 0.0390 5.2% 0.0034 0.5% 82% False False 9,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7704
1.618 0.7657
1.000 0.7628
0.618 0.7610
HIGH 0.7581
0.618 0.7563
0.500 0.7558
0.382 0.7552
LOW 0.7534
0.618 0.7505
1.000 0.7487
1.618 0.7458
2.618 0.7411
4.250 0.7334
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 0.7561 0.7563
PP 0.7559 0.7563
S1 0.7558 0.7563

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

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