CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 0.7490 0.7540 0.0050 0.7% 0.7560
High 0.7547 0.7545 -0.0002 0.0% 0.7583
Low 0.7478 0.7524 0.0046 0.6% 0.7478
Close 0.7543 0.7538 -0.0005 -0.1% 0.7543
Range 0.0069 0.0021 -0.0048 -70.1% 0.0105
ATR 0.0045 0.0043 -0.0002 -3.9% 0.0000
Volume 75,115 51,673 -23,442 -31.2% 292,125
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7597 0.7588 0.7549
R3 0.7577 0.7568 0.7544
R2 0.7556 0.7556 0.7542
R1 0.7547 0.7547 0.7540 0.7541
PP 0.7536 0.7536 0.7536 0.7533
S1 0.7527 0.7527 0.7536 0.7521
S2 0.7515 0.7515 0.7534
S3 0.7495 0.7506 0.7532
S4 0.7474 0.7486 0.7527
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% 0.0044 0.6% 57% False False 68,759
10 0.7634 0.7478 0.0156 2.1% 0.0042 0.6% 38% False False 69,807
20 0.7634 0.7478 0.0156 2.1% 0.0044 0.6% 38% False False 68,852
40 0.7634 0.7343 0.0291 3.9% 0.0042 0.6% 67% False False 35,660
60 0.7634 0.7337 0.0297 3.9% 0.0041 0.5% 68% False False 23,838
80 0.7634 0.7264 0.0370 4.9% 0.0040 0.5% 74% False False 17,897
100 0.7634 0.7244 0.0390 5.2% 0.0039 0.5% 75% False False 14,356
120 0.7634 0.7244 0.0390 5.2% 0.0035 0.5% 75% False False 11,964
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7598
1.618 0.7578
1.000 0.7565
0.618 0.7557
HIGH 0.7545
0.618 0.7537
0.500 0.7534
0.382 0.7532
LOW 0.7524
0.618 0.7511
1.000 0.7504
1.618 0.7491
2.618 0.7470
4.250 0.7437
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 0.7537 0.7529
PP 0.7536 0.7521
S1 0.7534 0.7512

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

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