CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 0.7395 0.7415 0.0021 0.3% 0.7333
High 0.7422 0.7471 0.0049 0.7% 0.7412
Low 0.7393 0.7414 0.0021 0.3% 0.7333
Close 0.7411 0.7463 0.0052 0.7% 0.7398
Range 0.0029 0.0058 0.0029 98.3% 0.0079
ATR 0.0038 0.0039 0.0002 4.2% 0.0000
Volume 9,461 384 -9,077 -95.9% 495,474
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7622 0.7600 0.7495
R3 0.7564 0.7542 0.7479
R2 0.7507 0.7507 0.7474
R1 0.7485 0.7485 0.7468 0.7496
PP 0.7449 0.7449 0.7449 0.7455
S1 0.7427 0.7427 0.7458 0.7438
S2 0.7392 0.7392 0.7452
S3 0.7334 0.7370 0.7447
S4 0.7277 0.7312 0.7431
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 0.7471 0.7360 0.0111 1.5% 0.0037 0.5% 93% True False 61,811
10 0.7471 0.7304 0.0168 2.2% 0.0036 0.5% 95% True False 77,440
20 0.7471 0.7304 0.0168 2.2% 0.0039 0.5% 95% True False 77,134
40 0.7612 0.7304 0.0308 4.1% 0.0039 0.5% 52% False False 72,683
60 0.7644 0.7304 0.0341 4.6% 0.0041 0.5% 47% False False 70,464
80 0.7644 0.7304 0.0341 4.6% 0.0041 0.5% 47% False False 61,795
100 0.7644 0.7304 0.0341 4.6% 0.0042 0.6% 47% False False 49,592
120 0.7644 0.7304 0.0341 4.6% 0.0040 0.5% 47% False False 41,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7715
2.618 0.7622
1.618 0.7564
1.000 0.7529
0.618 0.7507
HIGH 0.7471
0.618 0.7449
0.500 0.7442
0.382 0.7435
LOW 0.7414
0.618 0.7378
1.000 0.7356
1.618 0.7320
2.618 0.7263
4.250 0.7169
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 0.7456 0.7451
PP 0.7449 0.7438
S1 0.7442 0.7426

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

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