CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 06-Jun-2023

Day Change Summary
	Previous	Current
	05-Jun-2023	06-Jun-2023	Change	Change %	Previous Week
Open	0.7464	0.7453	-0.0011	-0.1%	0.7370
High	0.7470	0.7484	0.0014	0.2%	0.7476
Low	0.7445	0.7450	0.0006	0.1%	0.7345
Close	0.7459	0.7478	0.0020	0.3%	0.7463
Range	0.0026	0.0034	0.0009	33.3%	0.0131
ATR	0.0039	0.0039	0.0000	-1.0%	0.0000
Volume	2,177	4,069	1,892	86.9%	6,839

Daily Pivots for day following 06-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7573	0.7559	0.7497
R3	0.7539	0.7525	0.7487
R2	0.7505	0.7505	0.7484
R1	0.7491	0.7491	0.7481	0.7498
PP	0.7471	0.7471	0.7471	0.7474
S1	0.7457	0.7457	0.7475	0.7464
S2	0.7437	0.7437	0.7472
S3	0.7403	0.7423	0.7469
S4	0.7369	0.7389	0.7459

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7819	0.7771	0.7534
R3	0.7689	0.7641	0.7498
R2	0.7558	0.7558	0.7486
R1	0.7510	0.7510	0.7474	0.7534
PP	0.7428	0.7428	0.7428	0.7440
S1	0.7380	0.7380	0.7451	0.7404
S2	0.7297	0.7297	0.7439
S3	0.7167	0.7249	0.7427
S4	0.7036	0.7119	0.7391

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7484	0.7345	0.0139	1.9%	0.0040	0.5%	96%	True	False	2,529
10	0.7484	0.7343	0.0141	1.9%	0.0037	0.5%	96%	True	False	2,525
20	0.7517	0.7343	0.0174	2.3%	0.0039	0.5%	78%	False	False	1,441
40	0.7534	0.7337	0.0197	2.6%	0.0039	0.5%	72%	False	False	796
60	0.7534	0.7263	0.0272	3.6%	0.0038	0.5%	79%	False	False	566
80	0.7534	0.7244	0.0290	3.9%	0.0037	0.5%	81%	False	False	464
100	0.7537	0.7244	0.0293	3.9%	0.0034	0.5%	80%	False	False	373
120	0.7537	0.7244	0.0293	3.9%	0.0031	0.4%	80%	False	False	311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7629
2.618	0.7573
1.618	0.7539
1.000	0.7518
0.618	0.7505
HIGH	0.7484
0.618	0.7471
0.500	0.7467
0.382	0.7463
LOW	0.7450
0.618	0.7429
1.000	0.7416
1.618	0.7395
2.618	0.7361
4.250	0.7306

Fisher Pivots for day following 06-Jun-2023
Pivot	1 day	3 day
R1	0.7474	0.7473
PP	0.7471	0.7469
S1	0.7467	0.7464

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