CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 0.7357 0.7333 -0.0024 -0.3% 0.7354
High 0.7368 0.7342 -0.0026 -0.4% 0.7415
Low 0.7316 0.7313 -0.0003 0.0% 0.7335
Close 0.7333 0.7326 -0.0007 -0.1% 0.7355
Range 0.0052 0.0029 -0.0023 -44.7% 0.0081
ATR 0.0041 0.0040 -0.0001 -2.2% 0.0000
Volume 126,848 83,814 -43,034 -33.9% 377,884
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7412 0.7397 0.7341
R3 0.7384 0.7369 0.7333
R2 0.7355 0.7355 0.7331
R1 0.7340 0.7340 0.7328 0.7334
PP 0.7327 0.7327 0.7327 0.7323
S1 0.7312 0.7312 0.7323 0.7305
S2 0.7298 0.7298 0.7320
S3 0.7270 0.7283 0.7318
S4 0.7241 0.7255 0.7310
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 0.7313 0.0102 1.4% 0.0042 0.6% 12% False True 92,348
10 0.7415 0.7313 0.0102 1.4% 0.0041 0.6% 12% False True 79,855
20 0.7482 0.7313 0.0169 2.3% 0.0037 0.5% 7% False True 71,540
40 0.7644 0.7313 0.0331 4.5% 0.0042 0.6% 4% False True 69,825
60 0.7644 0.7313 0.0331 4.5% 0.0042 0.6% 4% False True 69,924
80 0.7644 0.7313 0.0331 4.5% 0.0041 0.6% 4% False True 53,317
100 0.7644 0.7313 0.0331 4.5% 0.0041 0.6% 4% False True 42,694
120 0.7644 0.7264 0.0380 5.2% 0.0040 0.5% 16% False False 35,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 0.7463
2.618 0.7416
1.618 0.7388
1.000 0.7370
0.618 0.7359
HIGH 0.7342
0.618 0.7331
0.500 0.7327
0.382 0.7324
LOW 0.7313
0.618 0.7295
1.000 0.7285
1.618 0.7267
2.618 0.7238
4.250 0.7192
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 0.7327 0.7364
PP 0.7327 0.7351
S1 0.7326 0.7338

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

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