CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 0.7436 0.7450 0.0014 0.2% 0.7496
High 0.7460 0.7450 -0.0011 -0.1% 0.7526
Low 0.7407 0.7413 0.0006 0.1% 0.7392
Close 0.7452 0.7420 -0.0033 -0.4% 0.7394
Range 0.0053 0.0037 -0.0016 -30.2% 0.0135
ATR 0.0045 0.0044 0.0000 -0.8% 0.0000
Volume 291 655 364 125.1% 1,565
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 0.7538 0.7516 0.7440
R3 0.7501 0.7479 0.7430
R2 0.7464 0.7464 0.7426
R1 0.7442 0.7442 0.7423 0.7435
PP 0.7427 0.7427 0.7427 0.7424
S1 0.7405 0.7405 0.7416 0.7398
S2 0.7390 0.7390 0.7413
S3 0.7353 0.7368 0.7409
S4 0.7316 0.7331 0.7399
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7841 0.7752 0.7468
R3 0.7706 0.7617 0.7431
R2 0.7572 0.7572 0.7419
R1 0.7483 0.7483 0.7406 0.7460
PP 0.7437 0.7437 0.7437 0.7426
S1 0.7348 0.7348 0.7382 0.7326
S2 0.7303 0.7303 0.7369
S3 0.7168 0.7214 0.7357
S4 0.7034 0.7079 0.7320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7478 0.7392 0.0087 1.2% 0.0048 0.6% 32% False False 370
10 0.7526 0.7392 0.0135 1.8% 0.0049 0.7% 21% False False 339
20 0.7526 0.7337 0.0189 2.5% 0.0045 0.6% 44% False False 283
40 0.7534 0.7264 0.0270 3.6% 0.0038 0.5% 58% False False 174
60 0.7534 0.7244 0.0290 3.9% 0.0039 0.5% 61% False False 185
80 0.7537 0.7244 0.0293 3.9% 0.0035 0.5% 60% False False 142
100 0.7537 0.7244 0.0293 3.9% 0.0032 0.4% 60% False False 115
120 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 60% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7607
2.618 0.7546
1.618 0.7509
1.000 0.7487
0.618 0.7472
HIGH 0.7450
0.618 0.7435
0.500 0.7431
0.382 0.7427
LOW 0.7413
0.618 0.7390
1.000 0.7376
1.618 0.7353
2.618 0.7316
4.250 0.7255
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 0.7431 0.7443
PP 0.7427 0.7435
S1 0.7423 0.7427

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

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