CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 24-Jul-2023
Day Change Summary
Previous Current
21-Jul-2023 24-Jul-2023 Change Change % Previous Week
Open 0.7598 0.7570 -0.0029 -0.4% 0.7568
High 0.7609 0.7610 0.0002 0.0% 0.7629
Low 0.7566 0.7566 -0.0001 0.0% 0.7557
Close 0.7579 0.7600 0.0022 0.3% 0.7579
Range 0.0043 0.0045 0.0002 4.7% 0.0072
ATR 0.0044 0.0044 0.0000 0.1% 0.0000
Volume 63,492 55,273 -8,219 -12.9% 280,518
Daily Pivots for day following 24-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7725 0.7707 0.7624
R3 0.7681 0.7663 0.7612
R2 0.7636 0.7636 0.7608
R1 0.7618 0.7618 0.7604 0.7627
PP 0.7592 0.7592 0.7592 0.7596
S1 0.7574 0.7574 0.7596 0.7583
S2 0.7547 0.7547 0.7592
S3 0.7503 0.7529 0.7588
S4 0.7458 0.7485 0.7576
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% 60% False False 55,893
10 0.7644 0.7532 0.0112 1.5% 0.0045 0.6% 61% False False 62,242
20 0.7644 0.7478 0.0166 2.2% 0.0043 0.6% 73% False False 66,024
40 0.7644 0.7343 0.0301 4.0% 0.0042 0.6% 85% False False 50,907
60 0.7644 0.7337 0.0307 4.0% 0.0043 0.6% 86% False False 34,198
80 0.7644 0.7337 0.0307 4.0% 0.0040 0.5% 86% False False 25,668
100 0.7644 0.7244 0.0400 5.3% 0.0040 0.5% 89% False False 20,576
120 0.7644 0.7244 0.0400 5.3% 0.0038 0.5% 89% False False 17,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7799
2.618 0.7727
1.618 0.7682
1.000 0.7655
0.618 0.7638
HIGH 0.7610
0.618 0.7593
0.500 0.7588
0.382 0.7582
LOW 0.7566
0.618 0.7538
1.000 0.7521
1.618 0.7493
2.618 0.7449
4.250 0.7376
Fisher Pivots for day following 24-Jul-2023
Pivot 1 day 3 day
R1 0.7596 0.7599
PP 0.7592 0.7598
S1 0.7588 0.7597

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

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