CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 09-Jun-2023

Day Change Summary
	Previous	Current
	08-Jun-2023	09-Jun-2023	Change	Change %	Previous Week
Open	0.7491	0.7498	0.0007	0.1%	0.7464
High	0.7512	0.7524	0.0013	0.2%	0.7524
Low	0.7482	0.7491	0.0009	0.1%	0.7445
Close	0.7499	0.7503	0.0004	0.1%	0.7503
Range	0.0030	0.0033	0.0004	11.9%	0.0080
ATR	0.0039	0.0039	0.0000	-1.2%	0.0000
Volume	8,637	20,792	12,155	140.7%	48,502

Daily Pivots for day following 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7605	0.7587	0.7521
R3	0.7572	0.7554	0.7512
R2	0.7539	0.7539	0.7509
R1	0.7521	0.7521	0.7506	0.7530
PP	0.7506	0.7506	0.7506	0.7510
S1	0.7488	0.7488	0.7499	0.7497
S2	0.7473	0.7473	0.7496
S3	0.7440	0.7455	0.7493
S4	0.7407	0.7422	0.7484

Weekly Pivots for week ending 09-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7729	0.7695	0.7546
R3	0.7649	0.7616	0.7524
R2	0.7570	0.7570	0.7517
R1	0.7536	0.7536	0.7510	0.7553
PP	0.7490	0.7490	0.7490	0.7499
S1	0.7457	0.7457	0.7495	0.7474
S2	0.7411	0.7411	0.7488
S3	0.7331	0.7377	0.7481
S4	0.7252	0.7298	0.7459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7524	0.7445	0.0080	1.1%	0.0036	0.5%	73%	True	False	9,700
10	0.7524	0.7343	0.0181	2.4%	0.0037	0.5%	88%	True	False	5,642
20	0.7524	0.7343	0.0181	2.4%	0.0039	0.5%	88%	True	False	3,497
40	0.7534	0.7337	0.0197	2.6%	0.0040	0.5%	84%	False	False	1,849
60	0.7534	0.7264	0.0270	3.6%	0.0038	0.5%	88%	False	False	1,256
80	0.7534	0.7244	0.0290	3.9%	0.0038	0.5%	89%	False	False	991
100	0.7537	0.7244	0.0293	3.9%	0.0034	0.4%	88%	False	False	794
120	0.7537	0.7244	0.0293	3.9%	0.0032	0.4%	88%	False	False	663

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7664
2.618	0.7610
1.618	0.7577
1.000	0.7557
0.618	0.7544
HIGH	0.7524
0.618	0.7511
0.500	0.7508
0.382	0.7504
LOW	0.7491
0.618	0.7471
1.000	0.7458
1.618	0.7438
2.618	0.7405
4.250	0.7351

Fisher Pivots for day following 09-Jun-2023
Pivot	1 day	3 day
R1	0.7508	0.7500
PP	0.7506	0.7497
S1	0.7504	0.7495

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