CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 0.7567 0.7552 -0.0015 -0.2% 0.7570
High 0.7581 0.7609 0.0029 0.4% 0.7612
Low 0.7547 0.7545 -0.0002 0.0% 0.7547
Close 0.7558 0.7595 0.0037 0.5% 0.7558
Range 0.0034 0.0064 0.0031 91.0% 0.0065
ATR 0.0043 0.0044 0.0002 3.5% 0.0000
Volume 65,546 67,150 1,604 2.4% 304,914
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7775 0.7749 0.7630
R3 0.7711 0.7685 0.7612
R2 0.7647 0.7647 0.7606
R1 0.7621 0.7621 0.7600 0.7634
PP 0.7583 0.7583 0.7583 0.7589
S1 0.7557 0.7557 0.7589 0.7570
S2 0.7519 0.7519 0.7583
S3 0.7455 0.7493 0.7577
S4 0.7391 0.7429 0.7559
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 0.7545 0.0067 0.9% 0.0044 0.6% 74% False True 63,358
10 0.7629 0.7545 0.0084 1.1% 0.0042 0.5% 59% False True 59,625
20 0.7644 0.7478 0.0166 2.2% 0.0045 0.6% 70% False False 64,150
40 0.7644 0.7445 0.0200 2.6% 0.0043 0.6% 75% False False 58,640
60 0.7644 0.7343 0.0301 4.0% 0.0043 0.6% 84% False False 39,455
80 0.7644 0.7337 0.0307 4.0% 0.0041 0.5% 84% False False 29,620
100 0.7644 0.7244 0.0400 5.3% 0.0041 0.5% 88% False False 23,728
120 0.7644 0.7244 0.0400 5.3% 0.0039 0.5% 88% False False 19,790
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 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7881
2.618 0.7777
1.618 0.7713
1.000 0.7673
0.618 0.7649
HIGH 0.7609
0.618 0.7585
0.500 0.7577
0.382 0.7569
LOW 0.7545
0.618 0.7505
1.000 0.7481
1.618 0.7441
2.618 0.7377
4.250 0.7273
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 0.7589 0.7589
PP 0.7583 0.7583
S1 0.7577 0.7577

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

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