CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 0.7391 0.7403 0.0012 0.2% 0.7354
High 0.7407 0.7415 0.0009 0.1% 0.7415
Low 0.7378 0.7347 -0.0031 -0.4% 0.7335
Close 0.7399 0.7355 -0.0044 -0.6% 0.7355
Range 0.0029 0.0068 0.0039 134.5% 0.0081
ATR 0.0038 0.0040 0.0002 5.6% 0.0000
Volume 78,723 97,897 19,174 24.4% 377,884
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7576 0.7533 0.7392
R3 0.7508 0.7465 0.7373
R2 0.7440 0.7440 0.7367
R1 0.7397 0.7397 0.7361 0.7385
PP 0.7372 0.7372 0.7372 0.7366
S1 0.7329 0.7329 0.7348 0.7317
S2 0.7304 0.7304 0.7342
S3 0.7236 0.7261 0.7336
S4 0.7168 0.7193 0.7317
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7610 0.7563 0.7399
R3 0.7529 0.7482 0.7377
R2 0.7449 0.7449 0.7369
R1 0.7402 0.7402 0.7362 0.7425
PP 0.7368 0.7368 0.7368 0.7380
S1 0.7321 0.7321 0.7347 0.7345
S2 0.7288 0.7288 0.7340
S3 0.7207 0.7241 0.7332
S4 0.7127 0.7160 0.7310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7415 0.7335 0.0081 1.1% 0.0040 0.5% 25% True False 75,576
10 0.7415 0.7333 0.0083 1.1% 0.0040 0.5% 27% True False 69,600
20 0.7492 0.7333 0.0159 2.2% 0.0038 0.5% 14% False False 67,846
40 0.7644 0.7333 0.0312 4.2% 0.0041 0.6% 7% False False 67,004
60 0.7644 0.7333 0.0312 4.2% 0.0042 0.6% 7% False False 66,903
80 0.7644 0.7333 0.0312 4.2% 0.0042 0.6% 7% False False 50,691
100 0.7644 0.7333 0.0312 4.2% 0.0041 0.6% 7% False False 40,589
120 0.7644 0.7263 0.0382 5.2% 0.0040 0.5% 24% False False 33,841
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 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7593
1.618 0.7525
1.000 0.7483
0.618 0.7457
HIGH 0.7415
0.618 0.7389
0.500 0.7381
0.382 0.7373
LOW 0.7347
0.618 0.7305
1.000 0.7279
1.618 0.7237
2.618 0.7169
4.250 0.7058
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 0.7381 0.7381
PP 0.7372 0.7372
S1 0.7363 0.7363

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

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