CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 0.7579 0.7567 -0.0012 -0.2% 0.7570
High 0.7605 0.7581 -0.0025 -0.3% 0.7612
Low 0.7556 0.7547 -0.0009 -0.1% 0.7547
Close 0.7563 0.7558 -0.0006 -0.1% 0.7558
Range 0.0049 0.0034 -0.0016 -31.6% 0.0065
ATR 0.0044 0.0043 -0.0001 -1.6% 0.0000
Volume 75,305 65,546 -9,759 -13.0% 304,914
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7662 0.7643 0.7576
R3 0.7629 0.7610 0.7567
R2 0.7595 0.7595 0.7564
R1 0.7576 0.7576 0.7561 0.7569
PP 0.7562 0.7562 0.7562 0.7558
S1 0.7543 0.7543 0.7554 0.7536
S2 0.7528 0.7528 0.7551
S3 0.7495 0.7509 0.7548
S4 0.7461 0.7476 0.7539
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7766 0.7726 0.7593
R3 0.7701 0.7662 0.7575
R2 0.7637 0.7637 0.7569
R1 0.7597 0.7597 0.7563 0.7585
PP 0.7572 0.7572 0.7572 0.7566
S1 0.7533 0.7533 0.7552 0.7520
S2 0.7508 0.7508 0.7546
S3 0.7443 0.7468 0.7540
S4 0.7379 0.7404 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7612 0.7547 0.0065 0.9% 0.0040 0.5% 16% False True 60,982
10 0.7629 0.7547 0.0082 1.1% 0.0039 0.5% 13% False True 58,543
20 0.7644 0.7478 0.0166 2.2% 0.0044 0.6% 48% False False 64,654
40 0.7644 0.7383 0.0261 3.5% 0.0043 0.6% 67% False False 57,001
60 0.7644 0.7343 0.0301 4.0% 0.0043 0.6% 71% False False 38,344
80 0.7644 0.7337 0.0307 4.1% 0.0040 0.5% 72% False False 28,782
100 0.7644 0.7244 0.0400 5.3% 0.0041 0.5% 78% False False 23,066
120 0.7644 0.7244 0.0400 5.3% 0.0039 0.5% 78% False False 19,231
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7723
2.618 0.7668
1.618 0.7635
1.000 0.7614
0.618 0.7601
HIGH 0.7581
0.618 0.7568
0.500 0.7564
0.382 0.7560
LOW 0.7547
0.618 0.7526
1.000 0.7514
1.618 0.7493
2.618 0.7459
4.250 0.7405
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 0.7564 0.7576
PP 0.7562 0.7570
S1 0.7560 0.7564

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

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