CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Jul-2023
Day Change Summary
Previous Current
26-Jul-2023 27-Jul-2023 Change Change % Previous Week
Open 0.7596 0.7579 -0.0018 -0.2% 0.7568
High 0.7598 0.7605 0.0008 0.1% 0.7629
Low 0.7559 0.7556 -0.0003 0.0% 0.7557
Close 0.7584 0.7563 -0.0021 -0.3% 0.7579
Range 0.0039 0.0049 0.0011 27.3% 0.0072
ATR 0.0043 0.0044 0.0000 1.0% 0.0000
Volume 61,427 75,305 13,878 22.6% 280,518
Daily Pivots for day following 27-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7722 0.7691 0.7590
R3 0.7673 0.7642 0.7576
R2 0.7624 0.7624 0.7572
R1 0.7593 0.7593 0.7567 0.7584
PP 0.7575 0.7575 0.7575 0.7570
S1 0.7544 0.7544 0.7559 0.7535
S2 0.7526 0.7526 0.7554
S3 0.7477 0.7495 0.7550
S4 0.7428 0.7446 0.7536
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 0.7612 0.7556 0.0056 0.7% 0.0042 0.6% 13% False True 60,572
10 0.7644 0.7556 0.0088 1.2% 0.0044 0.6% 8% False True 59,354
20 0.7644 0.7478 0.0166 2.2% 0.0044 0.6% 51% False False 64,540
40 0.7644 0.7345 0.0299 4.0% 0.0043 0.6% 73% False False 55,442
60 0.7644 0.7343 0.0301 4.0% 0.0043 0.6% 73% False False 37,262
80 0.7644 0.7337 0.0307 4.1% 0.0040 0.5% 74% False False 27,966
100 0.7644 0.7244 0.0400 5.3% 0.0041 0.5% 80% False False 22,412
120 0.7644 0.7244 0.0400 5.3% 0.0038 0.5% 80% False False 18,685
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 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7813
2.618 0.7733
1.618 0.7684
1.000 0.7654
0.618 0.7635
HIGH 0.7605
0.618 0.7586
0.500 0.7581
0.382 0.7575
LOW 0.7556
0.618 0.7526
1.000 0.7507
1.618 0.7477
2.618 0.7428
4.250 0.7348
Fisher Pivots for day following 27-Jul-2023
Pivot 1 day 3 day
R1 0.7581 0.7584
PP 0.7575 0.7577
S1 0.7569 0.7570

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

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