CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 25-Aug-2023
Day Change Summary
Previous Current
24-Aug-2023 25-Aug-2023 Change Change % Previous Week
Open 0.7394 0.7365 -0.0030 -0.4% 0.7382
High 0.7405 0.7372 -0.0033 -0.4% 0.7412
Low 0.7361 0.7333 -0.0029 -0.4% 0.7333
Close 0.7369 0.7358 -0.0012 -0.2% 0.7358
Range 0.0044 0.0039 -0.0005 -10.3% 0.0080
ATR 0.0040 0.0040 0.0000 -0.1% 0.0000
Volume 61,122 78,559 17,437 28.5% 318,124
Daily Pivots for day following 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7471 0.7453 0.7379
R3 0.7432 0.7414 0.7368
R2 0.7393 0.7393 0.7365
R1 0.7375 0.7375 0.7361 0.7365
PP 0.7354 0.7354 0.7354 0.7349
S1 0.7336 0.7336 0.7354 0.7326
S2 0.7315 0.7315 0.7350
S3 0.7276 0.7297 0.7347
S4 0.7237 0.7258 0.7336
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7606 0.7561 0.7401
R3 0.7526 0.7482 0.7379
R2 0.7447 0.7447 0.7372
R1 0.7402 0.7402 0.7365 0.7385
PP 0.7367 0.7367 0.7367 0.7359
S1 0.7323 0.7323 0.7350 0.7305
S2 0.7288 0.7288 0.7343
S3 0.7208 0.7243 0.7336
S4 0.7129 0.7164 0.7314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7412 0.7333 0.0080 1.1% 0.0040 0.5% 31% False True 63,624
10 0.7445 0.7333 0.0113 1.5% 0.0035 0.5% 22% False True 63,968
20 0.7609 0.7333 0.0277 3.8% 0.0040 0.5% 9% False True 68,928
40 0.7644 0.7333 0.0312 4.2% 0.0042 0.6% 8% False True 66,791
60 0.7644 0.7333 0.0312 4.2% 0.0042 0.6% 8% False True 60,976
80 0.7644 0.7333 0.0312 4.2% 0.0042 0.6% 8% False True 45,990
100 0.7644 0.7333 0.0312 4.2% 0.0040 0.5% 8% False True 36,811
120 0.7644 0.7244 0.0400 5.4% 0.0040 0.5% 28% False False 30,710
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7537
2.618 0.7474
1.618 0.7435
1.000 0.7411
0.618 0.7396
HIGH 0.7372
0.618 0.7357
0.500 0.7352
0.382 0.7347
LOW 0.7333
0.618 0.7308
1.000 0.7294
1.618 0.7269
2.618 0.7230
4.250 0.7167
Fisher Pivots for day following 25-Aug-2023
Pivot 1 day 3 day
R1 0.7356 0.7369
PP 0.7354 0.7365
S1 0.7352 0.7361

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

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