CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 0.7381 0.7403 0.0022 0.3% 0.7333
High 0.7412 0.7411 -0.0001 0.0% 0.7412
Low 0.7378 0.7381 0.0003 0.0% 0.7333
Close 0.7403 0.7398 -0.0005 -0.1% 0.7398
Range 0.0034 0.0031 -0.0003 -9.0% 0.0079
ATR 0.0039 0.0038 -0.0001 -1.6% 0.0000
Volume 127,814 49,637 -78,177 -61.2% 495,474
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7488 0.7474 0.7415
R3 0.7458 0.7443 0.7406
R2 0.7427 0.7427 0.7404
R1 0.7413 0.7413 0.7401 0.7405
PP 0.7397 0.7397 0.7397 0.7393
S1 0.7382 0.7382 0.7395 0.7374
S2 0.7366 0.7366 0.7392
S3 0.7336 0.7352 0.7390
S4 0.7305 0.7321 0.7381
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7618 0.7587 0.7441
R3 0.7539 0.7508 0.7420
R2 0.7460 0.7460 0.7412
R1 0.7429 0.7429 0.7405 0.7444
PP 0.7381 0.7381 0.7381 0.7388
S1 0.7350 0.7350 0.7391 0.7365
S2 0.7302 0.7302 0.7384
S3 0.7223 0.7271 0.7376
S4 0.7144 0.7192 0.7355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7412 0.7333 0.0079 1.1% 0.0034 0.5% 83% False False 99,094
10 0.7415 0.7304 0.0112 1.5% 0.0039 0.5% 85% False False 98,930
20 0.7415 0.7304 0.0112 1.5% 0.0038 0.5% 85% False False 82,347
40 0.7612 0.7304 0.0308 4.2% 0.0039 0.5% 31% False False 75,406
60 0.7644 0.7304 0.0341 4.6% 0.0040 0.5% 28% False False 72,539
80 0.7644 0.7304 0.0341 4.6% 0.0041 0.6% 28% False False 61,796
100 0.7644 0.7304 0.0341 4.6% 0.0042 0.6% 28% False False 49,498
120 0.7644 0.7304 0.0341 4.6% 0.0040 0.5% 28% False False 41,258
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7541
2.618 0.7491
1.618 0.7460
1.000 0.7442
0.618 0.7430
HIGH 0.7411
0.618 0.7399
0.500 0.7396
0.382 0.7392
LOW 0.7381
0.618 0.7362
1.000 0.7350
1.618 0.7331
2.618 0.7301
4.250 0.7251
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 0.7397 0.7394
PP 0.7397 0.7390
S1 0.7396 0.7386

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

View Archives - Comment on this page... - Back to Index of Symbols