CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 08-Sep-2023
Day Change Summary
Previous Current
07-Sep-2023 08-Sep-2023 Change Change % Previous Week
Open 0.7335 0.7308 -0.0027 -0.4% 0.7357
High 0.7336 0.7350 0.0014 0.2% 0.7368
Low 0.7304 0.7306 0.0002 0.0% 0.7304
Close 0.7309 0.7330 0.0022 0.3% 0.7330
Range 0.0033 0.0044 0.0012 35.4% 0.0064
ATR 0.0040 0.0040 0.0000 0.8% 0.0000
Volume 80,539 104,731 24,192 30.0% 395,932
Daily Pivots for day following 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7460 0.7439 0.7354
R3 0.7416 0.7395 0.7342
R2 0.7372 0.7372 0.7338
R1 0.7351 0.7351 0.7334 0.7362
PP 0.7328 0.7328 0.7328 0.7334
S1 0.7307 0.7307 0.7326 0.7318
S2 0.7284 0.7284 0.7322
S3 0.7240 0.7263 0.7318
S4 0.7196 0.7219 0.7306
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7526 0.7492 0.7365
R3 0.7462 0.7428 0.7348
R2 0.7398 0.7398 0.7342
R1 0.7364 0.7364 0.7336 0.7349
PP 0.7334 0.7334 0.7334 0.7326
S1 0.7300 0.7300 0.7324 0.7285
S2 0.7270 0.7270 0.7318
S3 0.7206 0.7236 0.7312
S4 0.7142 0.7172 0.7295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7415 0.7304 0.0112 1.5% 0.0045 0.6% 24% False False 98,765
10 0.7415 0.7304 0.0112 1.5% 0.0040 0.5% 24% False False 85,237
20 0.7459 0.7304 0.0156 2.1% 0.0037 0.5% 17% False False 73,966
40 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 8% False False 70,287
60 0.7644 0.7304 0.0341 4.6% 0.0042 0.6% 8% False False 71,644
80 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 8% False False 55,629
100 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 8% False False 44,546
120 0.7644 0.7264 0.0380 5.2% 0.0040 0.5% 17% False False 37,133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7537
2.618 0.7465
1.618 0.7421
1.000 0.7394
0.618 0.7377
HIGH 0.7350
0.618 0.7333
0.500 0.7328
0.382 0.7322
LOW 0.7306
0.618 0.7278
1.000 0.7262
1.618 0.7234
2.618 0.7190
4.250 0.7119
Fisher Pivots for day following 08-Sep-2023
Pivot 1 day 3 day
R1 0.7329 0.7329
PP 0.7328 0.7328
S1 0.7328 0.7327

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

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