CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 17-Jul-2023
Day Change Summary
Previous Current
14-Jul-2023 17-Jul-2023 Change Change % Previous Week
Open 0.7635 0.7568 -0.0067 -0.9% 0.7540
High 0.7644 0.7604 -0.0040 -0.5% 0.7644
Low 0.7566 0.7563 -0.0003 0.0% 0.7524
Close 0.7576 0.7592 0.0016 0.2% 0.7576
Range 0.0078 0.0041 -0.0037 -47.4% 0.0120
ATR 0.0046 0.0046 0.0000 -0.8% 0.0000
Volume 73,661 56,325 -17,336 -23.5% 338,305
Daily Pivots for day following 17-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7709 0.7691 0.7614
R3 0.7668 0.7650 0.7603
R2 0.7627 0.7627 0.7599
R1 0.7609 0.7609 0.7595 0.7618
PP 0.7586 0.7586 0.7586 0.7591
S1 0.7568 0.7568 0.7588 0.7577
S2 0.7545 0.7545 0.7584
S3 0.7504 0.7527 0.7580
S4 0.7463 0.7486 0.7569
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 0.7532 0.0112 1.5% 0.0051 0.7% 53% False False 68,591
10 0.7644 0.7478 0.0166 2.2% 0.0048 0.6% 68% False False 68,675
20 0.7644 0.7478 0.0166 2.2% 0.0044 0.6% 68% False False 72,241
40 0.7644 0.7343 0.0301 4.0% 0.0042 0.5% 83% False False 44,199
60 0.7644 0.7337 0.0307 4.0% 0.0042 0.6% 83% False False 29,550
80 0.7644 0.7264 0.0380 5.0% 0.0040 0.5% 86% False False 22,180
100 0.7644 0.7244 0.0400 5.3% 0.0040 0.5% 87% False False 17,784
120 0.7644 0.7244 0.0400 5.3% 0.0037 0.5% 87% False False 14,822
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7778
2.618 0.7711
1.618 0.7670
1.000 0.7645
0.618 0.7629
HIGH 0.7604
0.618 0.7588
0.500 0.7584
0.382 0.7579
LOW 0.7563
0.618 0.7538
1.000 0.7522
1.618 0.7497
2.618 0.7456
4.250 0.7389
Fisher Pivots for day following 17-Jul-2023
Pivot 1 day 3 day
R1 0.7589 0.7604
PP 0.7586 0.7600
S1 0.7584 0.7596

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

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