CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 11-Jul-2023
Day Change Summary
Previous Current
10-Jul-2023 11-Jul-2023 Change Change % Previous Week
Open 0.7540 0.7537 -0.0003 0.0% 0.7560
High 0.7545 0.7566 0.0021 0.3% 0.7583
Low 0.7524 0.7532 0.0008 0.1% 0.7478
Close 0.7538 0.7558 0.0020 0.3% 0.7543
Range 0.0021 0.0034 0.0013 63.4% 0.0105
ATR 0.0043 0.0042 -0.0001 -1.6% 0.0000
Volume 51,673 46,154 -5,519 -10.7% 292,125
Daily Pivots for day following 11-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7652 0.7639 0.7576
R3 0.7619 0.7605 0.7567
R2 0.7585 0.7585 0.7564
R1 0.7572 0.7572 0.7561 0.7579
PP 0.7552 0.7552 0.7552 0.7555
S1 0.7538 0.7538 0.7555 0.7545
S2 0.7518 0.7518 0.7552
S3 0.7485 0.7505 0.7549
S4 0.7451 0.7471 0.7540
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% 0.0046 0.6% 76% False False 68,878
10 0.7634 0.7478 0.0156 2.1% 0.0042 0.6% 51% False False 67,521
20 0.7634 0.7478 0.0156 2.1% 0.0044 0.6% 51% False False 70,120
40 0.7634 0.7343 0.0291 3.9% 0.0041 0.5% 74% False False 36,809
60 0.7634 0.7337 0.0297 3.9% 0.0041 0.5% 74% False False 24,606
80 0.7634 0.7264 0.0370 4.9% 0.0040 0.5% 79% False False 18,472
100 0.7634 0.7244 0.0390 5.2% 0.0039 0.5% 81% False False 14,817
120 0.7634 0.7244 0.0390 5.2% 0.0035 0.5% 81% False False 12,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7708
2.618 0.7653
1.618 0.7620
1.000 0.7599
0.618 0.7586
HIGH 0.7566
0.618 0.7553
0.500 0.7549
0.382 0.7545
LOW 0.7532
0.618 0.7511
1.000 0.7499
1.618 0.7478
2.618 0.7444
4.250 0.7390
Fisher Pivots for day following 11-Jul-2023
Pivot 1 day 3 day
R1 0.7555 0.7546
PP 0.7552 0.7534
S1 0.7549 0.7522

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

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