CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 0.7538 0.7490 -0.0049 -0.6% 0.7560
High 0.7542 0.7547 0.0005 0.1% 0.7583
Low 0.7486 0.7478 -0.0008 -0.1% 0.7478
Close 0.7495 0.7543 0.0048 0.6% 0.7543
Range 0.0056 0.0069 0.0013 23.4% 0.0105
ATR 0.0043 0.0045 0.0002 4.3% 0.0000
Volume 81,212 75,115 -6,097 -7.5% 292,125
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7728 0.7704 0.7580
R3 0.7659 0.7635 0.7561
R2 0.7591 0.7591 0.7555
R1 0.7567 0.7567 0.7549 0.7579
PP 0.7522 0.7522 0.7522 0.7528
S1 0.7498 0.7498 0.7536 0.7510
S2 0.7454 0.7454 0.7530
S3 0.7385 0.7430 0.7524
S4 0.7317 0.7361 0.7505
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7850 0.7801 0.7600
R3 0.7745 0.7696 0.7571
R2 0.7640 0.7640 0.7562
R1 0.7591 0.7591 0.7552 0.7563
PP 0.7535 0.7535 0.7535 0.7520
S1 0.7486 0.7486 0.7533 0.7458
S2 0.7430 0.7430 0.7523
S3 0.7325 0.7381 0.7514
S4 0.7220 0.7276 0.7485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7583 0.7478 0.0105 1.4% 0.0050 0.7% 61% False True 73,868
10 0.7634 0.7478 0.0156 2.1% 0.0044 0.6% 41% False True 71,618
20 0.7634 0.7478 0.0156 2.1% 0.0044 0.6% 41% False True 66,701
40 0.7634 0.7343 0.0291 3.9% 0.0043 0.6% 69% False False 34,378
60 0.7634 0.7337 0.0297 3.9% 0.0042 0.6% 69% False False 22,978
80 0.7634 0.7263 0.0372 4.9% 0.0040 0.5% 75% False False 17,259
100 0.7634 0.7244 0.0390 5.2% 0.0039 0.5% 77% False False 13,839
120 0.7634 0.7244 0.0390 5.2% 0.0035 0.5% 77% False False 11,534
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7838
2.618 0.7726
1.618 0.7657
1.000 0.7615
0.618 0.7589
HIGH 0.7547
0.618 0.7520
0.500 0.7512
0.382 0.7504
LOW 0.7478
0.618 0.7436
1.000 0.7410
1.618 0.7367
2.618 0.7299
4.250 0.7187
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 0.7532 0.7539
PP 0.7522 0.7535
S1 0.7512 0.7531

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

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