CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 22-May-2023
Day Change Summary
Previous Current
19-May-2023 22-May-2023 Change Change % Previous Week
Open 0.7426 0.7427 0.0001 0.0% 0.7396
High 0.7442 0.7430 -0.0013 -0.2% 0.7478
Low 0.7413 0.7417 0.0004 0.0% 0.7394
Close 0.7422 0.7422 0.0001 0.0% 0.7422
Range 0.0029 0.0013 -0.0016 -55.2% 0.0085
ATR 0.0043 0.0041 -0.0002 -5.0% 0.0000
Volume 350 228 -122 -34.9% 2,023
Daily Pivots for day following 22-May-2023
Classic Woodie Camarilla DeMark
R4 0.7462 0.7455 0.7429
R3 0.7449 0.7442 0.7426
R2 0.7436 0.7436 0.7424
R1 0.7429 0.7429 0.7423 0.7426
PP 0.7423 0.7423 0.7423 0.7421
S1 0.7416 0.7416 0.7421 0.7413
S2 0.7410 0.7410 0.7420
S3 0.7397 0.7403 0.7418
S4 0.7384 0.7390 0.7415
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 0.7407 0.0071 1.0% 0.0036 0.5% 21% False False 430
10 0.7517 0.7392 0.0125 1.7% 0.0041 0.6% 24% False False 357
20 0.7526 0.7337 0.0189 2.5% 0.0044 0.6% 45% False False 307
40 0.7534 0.7335 0.0199 2.7% 0.0037 0.5% 44% False False 184
60 0.7534 0.7244 0.0290 3.9% 0.0038 0.5% 61% False False 194
80 0.7537 0.7244 0.0293 3.9% 0.0035 0.5% 61% False False 149
100 0.7537 0.7244 0.0293 3.9% 0.0033 0.4% 61% False False 121
120 0.7537 0.7244 0.0293 3.9% 0.0030 0.4% 61% False False 102
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 0.7485
2.618 0.7464
1.618 0.7451
1.000 0.7443
0.618 0.7438
HIGH 0.7430
0.618 0.7425
0.500 0.7423
0.382 0.7421
LOW 0.7417
0.618 0.7408
1.000 0.7404
1.618 0.7395
2.618 0.7382
4.250 0.7361
Fisher Pivots for day following 22-May-2023
Pivot 1 day 3 day
R1 0.7423 0.7431
PP 0.7423 0.7428
S1 0.7422 0.7425

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

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