CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 0.7385 0.7382 -0.0003 0.0% 0.7442
High 0.7397 0.7412 0.0016 0.2% 0.7445
Low 0.7369 0.7370 0.0001 0.0% 0.7369
Close 0.7385 0.7384 -0.0001 0.0% 0.7385
Range 0.0028 0.0043 0.0015 51.8% 0.0077
ATR 0.0040 0.0040 0.0000 0.5% 0.0000
Volume 59,535 54,577 -4,958 -8.3% 321,557
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7516 0.7493 0.7407
R3 0.7474 0.7450 0.7396
R2 0.7431 0.7431 0.7392
R1 0.7408 0.7408 0.7388 0.7419
PP 0.7389 0.7389 0.7389 0.7394
S1 0.7365 0.7365 0.7380 0.7377
S2 0.7346 0.7346 0.7376
S3 0.7304 0.7323 0.7372
S4 0.7261 0.7280 0.7361
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7629 0.7584 0.7427
R3 0.7553 0.7507 0.7406
R2 0.7476 0.7476 0.7399
R1 0.7431 0.7431 0.7392 0.7415
PP 0.7400 0.7400 0.7400 0.7392
S1 0.7354 0.7354 0.7378 0.7339
S2 0.7323 0.7323 0.7371
S3 0.7247 0.7278 0.7364
S4 0.7170 0.7201 0.7343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7444 0.7369 0.0076 1.0% 0.0035 0.5% 21% False False 63,482
10 0.7485 0.7369 0.0116 1.6% 0.0037 0.5% 13% False False 67,219
20 0.7612 0.7369 0.0243 3.3% 0.0040 0.5% 6% False False 68,233
40 0.7644 0.7369 0.0276 3.7% 0.0042 0.6% 6% False False 67,128
60 0.7644 0.7343 0.0301 4.1% 0.0042 0.6% 14% False False 56,682
80 0.7644 0.7337 0.0307 4.2% 0.0042 0.6% 15% False False 42,707
100 0.7644 0.7337 0.0307 4.2% 0.0040 0.5% 15% False False 34,181
120 0.7644 0.7244 0.0400 5.4% 0.0040 0.5% 35% False False 28,518
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7593
2.618 0.7523
1.618 0.7481
1.000 0.7455
0.618 0.7438
HIGH 0.7412
0.618 0.7396
0.500 0.7391
0.382 0.7386
LOW 0.7370
0.618 0.7343
1.000 0.7327
1.618 0.7301
2.618 0.7258
4.250 0.7189
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 0.7391 0.7390
PP 0.7389 0.7388
S1 0.7386 0.7386

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

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