CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 0.7600 0.7596 -0.0004 0.0% 0.7568
High 0.7612 0.7598 -0.0014 -0.2% 0.7629
Low 0.7576 0.7559 -0.0017 -0.2% 0.7557
Close 0.7597 0.7584 -0.0014 -0.2% 0.7579
Range 0.0036 0.0039 0.0003 8.5% 0.0072
ATR 0.0043 0.0043 0.0000 -0.8% 0.0000
Volume 47,363 61,427 14,064 29.7% 280,518
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7696 0.7678 0.7605
R3 0.7657 0.7640 0.7594
R2 0.7619 0.7619 0.7591
R1 0.7601 0.7601 0.7587 0.7591
PP 0.7580 0.7580 0.7580 0.7575
S1 0.7563 0.7563 0.7580 0.7552
S2 0.7542 0.7542 0.7576
S3 0.7503 0.7524 0.7573
S4 0.7465 0.7486 0.7562
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 0.7559 0.0070 0.9% 0.0041 0.5% 35% False True 55,175
10 0.7644 0.7557 0.0087 1.1% 0.0044 0.6% 30% False False 59,700
20 0.7644 0.7478 0.0166 2.2% 0.0044 0.6% 64% False False 64,555
40 0.7644 0.7345 0.0299 3.9% 0.0043 0.6% 80% False False 53,570
60 0.7644 0.7343 0.0301 4.0% 0.0043 0.6% 80% False False 36,008
80 0.7644 0.7337 0.0307 4.0% 0.0040 0.5% 80% False False 27,025
100 0.7644 0.7244 0.0400 5.3% 0.0040 0.5% 85% False False 21,661
120 0.7644 0.7244 0.0400 5.3% 0.0038 0.5% 85% False False 18,057
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7761
2.618 0.7698
1.618 0.7660
1.000 0.7636
0.618 0.7621
HIGH 0.7598
0.618 0.7583
0.500 0.7578
0.382 0.7574
LOW 0.7559
0.618 0.7535
1.000 0.7521
1.618 0.7497
2.618 0.7458
4.250 0.7395
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 0.7582 0.7585
PP 0.7580 0.7585
S1 0.7578 0.7584

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

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