CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 0.7403 0.7357 -0.0046 -0.6% 0.7354
High 0.7415 0.7368 -0.0048 -0.6% 0.7415
Low 0.7347 0.7316 -0.0031 -0.4% 0.7335
Close 0.7355 0.7333 -0.0022 -0.3% 0.7355
Range 0.0068 0.0052 -0.0017 -24.3% 0.0081
ATR 0.0040 0.0041 0.0001 2.0% 0.0000
Volume 97,897 126,848 28,951 29.6% 377,884
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7493 0.7464 0.7361
R3 0.7442 0.7413 0.7347
R2 0.7390 0.7390 0.7342
R1 0.7361 0.7361 0.7337 0.7350
PP 0.7339 0.7339 0.7339 0.7333
S1 0.7310 0.7310 0.7328 0.7299
S2 0.7287 0.7287 0.7323
S3 0.7236 0.7258 0.7318
S4 0.7184 0.7207 0.7304
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 0.7316 0.0099 1.4% 0.0046 0.6% 17% False True 91,066
10 0.7415 0.7316 0.0099 1.4% 0.0041 0.6% 17% False True 76,827
20 0.7485 0.7316 0.0169 2.3% 0.0039 0.5% 10% False True 72,023
40 0.7644 0.7316 0.0328 4.5% 0.0042 0.6% 5% False True 68,884
60 0.7644 0.7316 0.0328 4.5% 0.0042 0.6% 5% False True 68,873
80 0.7644 0.7316 0.0328 4.5% 0.0042 0.6% 5% False True 52,272
100 0.7644 0.7316 0.0328 4.5% 0.0041 0.6% 5% False True 41,856
120 0.7644 0.7264 0.0380 5.2% 0.0040 0.5% 18% False False 34,892
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7586
2.618 0.7502
1.618 0.7451
1.000 0.7419
0.618 0.7399
HIGH 0.7368
0.618 0.7348
0.500 0.7342
0.382 0.7336
LOW 0.7316
0.618 0.7284
1.000 0.7265
1.618 0.7233
2.618 0.7181
4.250 0.7097
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 0.7342 0.7366
PP 0.7339 0.7355
S1 0.7336 0.7344

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

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