CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 19-May-2023

Day Change Summary
	Previous	Current
	18-May-2023	19-May-2023	Change	Change %	Previous Week
Open	0.7450	0.7426	-0.0024	-0.3%	0.7396
High	0.7450	0.7442	-0.0008	-0.1%	0.7478
Low	0.7413	0.7413	0.0001	0.0%	0.7394
Close	0.7420	0.7422	0.0002	0.0%	0.7422
Range	0.0037	0.0029	-0.0008	-21.6%	0.0085
ATR	0.0044	0.0043	-0.0001	-2.5%	0.0000
Volume	655	350	-305	-46.6%	2,023

Daily Pivots for day following 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7513	0.7496	0.7437
R3	0.7484	0.7467	0.7429
R2	0.7455	0.7455	0.7427
R1	0.7438	0.7438	0.7424	0.7432
PP	0.7426	0.7426	0.7426	0.7422
S1	0.7409	0.7409	0.7419	0.7403
S2	0.7397	0.7397	0.7416
S3	0.7368	0.7380	0.7414
S4	0.7339	0.7351	0.7406

Weekly Pivots for week ending 19-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7685	0.7638	0.7468
R3	0.7600	0.7553	0.7445
R2	0.7516	0.7516	0.7437
R1	0.7469	0.7469	0.7429	0.7492
PP	0.7431	0.7431	0.7431	0.7443
S1	0.7384	0.7384	0.7414	0.7408
S2	0.7347	0.7347	0.7406
S3	0.7262	0.7300	0.7398
S4	0.7178	0.7215	0.7375

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7478	0.7394	0.0085	1.1%	0.0044	0.6%	33%	False	False	404
10	0.7526	0.7392	0.0135	1.8%	0.0043	0.6%	22%	False	False	358
20	0.7526	0.7337	0.0189	2.5%	0.0044	0.6%	45%	False	False	297
40	0.7534	0.7306	0.0228	3.1%	0.0038	0.5%	51%	False	False	180
60	0.7534	0.7244	0.0290	3.9%	0.0039	0.5%	61%	False	False	190
80	0.7537	0.7244	0.0293	3.9%	0.0035	0.5%	61%	False	False	146
100	0.7537	0.7244	0.0293	3.9%	0.0033	0.4%	61%	False	False	118
120	0.7537	0.7244	0.0293	3.9%	0.0030	0.4%	61%	False	False	100

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	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7565
2.618	0.7518
1.618	0.7489
1.000	0.7471
0.618	0.7460
HIGH	0.7442
0.618	0.7431
0.500	0.7428
0.382	0.7424
LOW	0.7413
0.618	0.7395
1.000	0.7384
1.618	0.7366
2.618	0.7337
4.250	0.7290

Fisher Pivots for day following 19-May-2023
Pivot	1 day	3 day
R1	0.7428	0.7434
PP	0.7426	0.7430
S1	0.7424	0.7426

Download as Excel Spreadsheet

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

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