CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Jul-2023
Day Change Summary
Previous Current
05-Jul-2023 06-Jul-2023 Change Change % Previous Week
Open 0.7556 0.7538 -0.0018 -0.2% 0.7597
High 0.7583 0.7542 -0.0042 -0.5% 0.7634
Low 0.7531 0.7486 -0.0045 -0.6% 0.7534
Close 0.7538 0.7495 -0.0043 -0.6% 0.7563
Range 0.0053 0.0056 0.0003 5.7% 0.0100
ATR 0.0042 0.0043 0.0001 2.3% 0.0000
Volume 90,238 81,212 -9,026 -10.0% 354,272
Daily Pivots for day following 06-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7674 0.7640 0.7526
R3 0.7619 0.7585 0.7510
R2 0.7563 0.7563 0.7505
R1 0.7529 0.7529 0.7500 0.7518
PP 0.7508 0.7508 0.7508 0.7502
S1 0.7474 0.7474 0.7490 0.7463
S2 0.7452 0.7452 0.7485
S3 0.7397 0.7418 0.7480
S4 0.7341 0.7363 0.7464
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 0.7583 0.7486 0.0097 1.3% 0.0041 0.6% 9% False True 71,499
10 0.7634 0.7486 0.0148 2.0% 0.0040 0.5% 6% False True 70,564
20 0.7634 0.7465 0.0169 2.3% 0.0044 0.6% 18% False False 63,586
40 0.7634 0.7343 0.0291 3.9% 0.0041 0.6% 52% False False 32,513
60 0.7634 0.7337 0.0297 4.0% 0.0041 0.5% 53% False False 21,726
80 0.7634 0.7263 0.0372 5.0% 0.0040 0.5% 63% False False 16,321
100 0.7634 0.7244 0.0390 5.2% 0.0038 0.5% 64% False False 13,088
120 0.7634 0.7244 0.0390 5.2% 0.0035 0.5% 64% False False 10,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7777
2.618 0.7687
1.618 0.7631
1.000 0.7597
0.618 0.7576
HIGH 0.7542
0.618 0.7520
0.500 0.7514
0.382 0.7507
LOW 0.7486
0.618 0.7452
1.000 0.7431
1.618 0.7396
2.618 0.7341
4.250 0.7250
Fisher Pivots for day following 06-Jul-2023
Pivot 1 day 3 day
R1 0.7514 0.7535
PP 0.7508 0.7521
S1 0.7501 0.7508

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

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