CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Jul-2023
Day Change Summary
Previous Current
13-Jul-2023 14-Jul-2023 Change Change % Previous Week
Open 0.7592 0.7635 0.0043 0.6% 0.7540
High 0.7638 0.7644 0.0006 0.1% 0.7644
Low 0.7586 0.7566 -0.0020 -0.3% 0.7524
Close 0.7636 0.7576 -0.0060 -0.8% 0.7576
Range 0.0053 0.0078 0.0026 48.6% 0.0120
ATR 0.0044 0.0046 0.0002 5.5% 0.0000
Volume 78,762 73,661 -5,101 -6.5% 338,305
Daily Pivots for day following 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7829 0.7781 0.7619
R3 0.7751 0.7703 0.7597
R2 0.7673 0.7673 0.7590
R1 0.7625 0.7625 0.7583 0.7610
PP 0.7595 0.7595 0.7595 0.7588
S1 0.7547 0.7547 0.7569 0.7532
S2 0.7517 0.7517 0.7562
S3 0.7439 0.7469 0.7555
S4 0.7361 0.7391 0.7533
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7941 0.7879 0.7642
R3 0.7821 0.7759 0.7609
R2 0.7701 0.7701 0.7598
R1 0.7639 0.7639 0.7587 0.7670
PP 0.7581 0.7581 0.7581 0.7597
S1 0.7519 0.7519 0.7565 0.7550
S2 0.7461 0.7461 0.7554
S3 0.7341 0.7399 0.7543
S4 0.7221 0.7279 0.7510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7644 0.7524 0.0120 1.6% 0.0047 0.6% 43% True False 67,661
10 0.7644 0.7478 0.0166 2.2% 0.0048 0.6% 59% True False 70,764
20 0.7644 0.7478 0.0166 2.2% 0.0046 0.6% 59% True False 74,618
40 0.7644 0.7343 0.0301 4.0% 0.0042 0.6% 77% True False 42,798
60 0.7644 0.7337 0.0307 4.1% 0.0042 0.6% 78% True False 28,612
80 0.7644 0.7264 0.0380 5.0% 0.0040 0.5% 82% True False 21,477
100 0.7644 0.7244 0.0400 5.3% 0.0040 0.5% 83% True False 17,221
120 0.7644 0.7244 0.0400 5.3% 0.0036 0.5% 83% True False 14,353
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 0.0010
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7976
2.618 0.7848
1.618 0.7770
1.000 0.7722
0.618 0.7692
HIGH 0.7644
0.618 0.7614
0.500 0.7605
0.382 0.7596
LOW 0.7566
0.618 0.7518
1.000 0.7488
1.618 0.7440
2.618 0.7362
4.250 0.7235
Fisher Pivots for day following 14-Jul-2023
Pivot 1 day 3 day
R1 0.7605 0.7604
PP 0.7595 0.7595
S1 0.7586 0.7585

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

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