CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Jul-2023
Day Change Summary
Previous Current
20-Jul-2023 21-Jul-2023 Change Change % Previous Week
Open 0.7604 0.7598 -0.0006 -0.1% 0.7568
High 0.7629 0.7609 -0.0020 -0.3% 0.7629
Low 0.7585 0.7566 -0.0019 -0.2% 0.7557
Close 0.7595 0.7579 -0.0017 -0.2% 0.7579
Range 0.0044 0.0043 -0.0002 -3.4% 0.0072
ATR 0.0044 0.0044 0.0000 -0.3% 0.0000
Volume 48,324 63,492 15,168 31.4% 280,518
Daily Pivots for day following 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7712 0.7688 0.7602
R3 0.7669 0.7645 0.7590
R2 0.7627 0.7627 0.7586
R1 0.7603 0.7603 0.7582 0.7594
PP 0.7584 0.7584 0.7584 0.7580
S1 0.7560 0.7560 0.7575 0.7551
S2 0.7542 0.7542 0.7571
S3 0.7499 0.7518 0.7567
S4 0.7457 0.7475 0.7555
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7803 0.7762 0.7618
R3 0.7731 0.7691 0.7598
R2 0.7660 0.7660 0.7592
R1 0.7619 0.7619 0.7585 0.7639
PP 0.7588 0.7588 0.7588 0.7598
S1 0.7548 0.7548 0.7572 0.7568
S2 0.7517 0.7517 0.7565
S3 0.7445 0.7476 0.7559
S4 0.7374 0.7405 0.7539
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7629 0.7557 0.0072 0.9% 0.0039 0.5% 30% False False 56,103
10 0.7644 0.7524 0.0120 1.6% 0.0043 0.6% 45% False False 61,882
20 0.7644 0.7478 0.0166 2.2% 0.0044 0.6% 61% False False 66,750
40 0.7644 0.7343 0.0301 4.0% 0.0043 0.6% 78% False False 49,759
60 0.7644 0.7337 0.0307 4.1% 0.0043 0.6% 79% False False 33,278
80 0.7644 0.7337 0.0307 4.1% 0.0040 0.5% 79% False False 24,977
100 0.7644 0.7244 0.0400 5.3% 0.0040 0.5% 84% False False 20,025
120 0.7644 0.7244 0.0400 5.3% 0.0037 0.5% 84% False False 16,690
Crabel Price Patterns
NR True
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7789
2.618 0.7720
1.618 0.7677
1.000 0.7651
0.618 0.7635
HIGH 0.7609
0.618 0.7592
0.500 0.7587
0.382 0.7582
LOW 0.7566
0.618 0.7540
1.000 0.7524
1.618 0.7497
2.618 0.7455
4.250 0.7385
Fisher Pivots for day following 21-Jul-2023
Pivot 1 day 3 day
R1 0.7587 0.7597
PP 0.7584 0.7591
S1 0.7581 0.7585

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

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