CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 0.7378 0.7381 0.0003 0.0% 0.7357
High 0.7397 0.7412 0.0015 0.2% 0.7368
Low 0.7360 0.7378 0.0018 0.2% 0.7304
Close 0.7372 0.7403 0.0031 0.4% 0.7330
Range 0.0037 0.0034 -0.0003 -8.2% 0.0064
ATR 0.0039 0.0039 0.0000 0.1% 0.0000
Volume 121,762 127,814 6,052 5.0% 395,932
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7498 0.7484 0.7421
R3 0.7465 0.7451 0.7412
R2 0.7431 0.7431 0.7409
R1 0.7417 0.7417 0.7406 0.7424
PP 0.7398 0.7398 0.7398 0.7401
S1 0.7384 0.7384 0.7400 0.7391
S2 0.7364 0.7364 0.7397
S3 0.7331 0.7350 0.7394
S4 0.7297 0.7317 0.7385
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 0.7412 0.7306 0.0106 1.4% 0.0037 0.5% 92% True False 110,113
10 0.7415 0.7304 0.0112 1.5% 0.0039 0.5% 89% False False 101,838
20 0.7415 0.7304 0.0112 1.5% 0.0038 0.5% 89% False False 83,019
40 0.7629 0.7304 0.0325 4.4% 0.0040 0.5% 31% False False 75,373
60 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 29% False False 72,886
80 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 29% False False 61,178
100 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 29% False False 49,002
120 0.7644 0.7304 0.0341 4.6% 0.0040 0.5% 29% False False 40,846
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7554
2.618 0.7499
1.618 0.7466
1.000 0.7445
0.618 0.7432
HIGH 0.7412
0.618 0.7399
0.500 0.7395
0.382 0.7391
LOW 0.7378
0.618 0.7357
1.000 0.7345
1.618 0.7324
2.618 0.7290
4.250 0.7236
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 0.7400 0.7397
PP 0.7398 0.7391
S1 0.7395 0.7384

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

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