CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 28-Aug-2023
Day Change Summary
Previous Current
25-Aug-2023 28-Aug-2023 Change Change % Previous Week
Open 0.7365 0.7354 -0.0011 -0.1% 0.7382
High 0.7372 0.7371 -0.0001 0.0% 0.7412
Low 0.7333 0.7349 0.0016 0.2% 0.7333
Close 0.7358 0.7353 -0.0005 -0.1% 0.7358
Range 0.0039 0.0023 -0.0017 -42.3% 0.0080
ATR 0.0040 0.0038 -0.0001 -3.1% 0.0000
Volume 78,559 49,400 -29,159 -37.1% 318,124
Daily Pivots for day following 28-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7425 0.7411 0.7365
R3 0.7402 0.7389 0.7359
R2 0.7380 0.7380 0.7357
R1 0.7366 0.7366 0.7355 0.7362
PP 0.7357 0.7357 0.7357 0.7355
S1 0.7344 0.7344 0.7350 0.7339
S2 0.7335 0.7335 0.7348
S3 0.7312 0.7321 0.7346
S4 0.7290 0.7299 0.7340
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 0.7405 0.7333 0.0072 1.0% 0.0036 0.5% 28% False False 62,589
10 0.7444 0.7333 0.0112 1.5% 0.0035 0.5% 18% False False 63,036
20 0.7589 0.7333 0.0256 3.5% 0.0038 0.5% 8% False False 68,041
40 0.7644 0.7333 0.0312 4.2% 0.0041 0.6% 6% False False 66,095
60 0.7644 0.7333 0.0312 4.2% 0.0041 0.6% 6% False False 61,773
80 0.7644 0.7333 0.0312 4.2% 0.0042 0.6% 6% False False 46,601
100 0.7644 0.7333 0.0312 4.2% 0.0040 0.6% 6% False False 37,305
120 0.7644 0.7244 0.0400 5.4% 0.0040 0.5% 27% False False 31,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 0.7467
2.618 0.7430
1.618 0.7407
1.000 0.7394
0.618 0.7385
HIGH 0.7371
0.618 0.7362
0.500 0.7360
0.382 0.7357
LOW 0.7349
0.618 0.7335
1.000 0.7326
1.618 0.7312
2.618 0.7290
4.250 0.7253
Fisher Pivots for day following 28-Aug-2023
Pivot 1 day 3 day
R1 0.7360 0.7369
PP 0.7357 0.7363
S1 0.7355 0.7358

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

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