CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 14-Jul-2023

Day Change Summary
	Previous	Current
	13-Jul-2023	14-Jul-2023	Change	Change %	Previous Week
Open	0.7592	0.7635	0.0043	0.6%	0.7540
High	0.7638	0.7644	0.0006	0.1%	0.7644
Low	0.7586	0.7566	-0.0020	-0.3%	0.7524
Close	0.7636	0.7576	-0.0060	-0.8%	0.7576
Range	0.0053	0.0078	0.0026	48.6%	0.0120
ATR	0.0044	0.0046	0.0002	5.5%	0.0000
Volume	78,762	73,661	-5,101	-6.5%	338,305

Daily Pivots for day following 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7829	0.7781	0.7619
R3	0.7751	0.7703	0.7597
R2	0.7673	0.7673	0.7590
R1	0.7625	0.7625	0.7583	0.7610
PP	0.7595	0.7595	0.7595	0.7588
S1	0.7547	0.7547	0.7569	0.7532
S2	0.7517	0.7517	0.7562
S3	0.7439	0.7469	0.7555
S4	0.7361	0.7391	0.7533

Weekly Pivots for week ending 14-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7941	0.7879	0.7642
R3	0.7821	0.7759	0.7609
R2	0.7701	0.7701	0.7598
R1	0.7639	0.7639	0.7587	0.7670
PP	0.7581	0.7581	0.7581	0.7597
S1	0.7519	0.7519	0.7565	0.7550
S2	0.7461	0.7461	0.7554
S3	0.7341	0.7399	0.7543
S4	0.7221	0.7279	0.7510

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7644	0.7524	0.0120	1.6%	0.0047	0.6%	43%	True	False	67,661
10	0.7644	0.7478	0.0166	2.2%	0.0048	0.6%	59%	True	False	70,764
20	0.7644	0.7478	0.0166	2.2%	0.0046	0.6%	59%	True	False	74,618
40	0.7644	0.7343	0.0301	4.0%	0.0042	0.6%	77%	True	False	42,798
60	0.7644	0.7337	0.0307	4.1%	0.0042	0.6%	78%	True	False	28,612
80	0.7644	0.7264	0.0380	5.0%	0.0040	0.5%	82%	True	False	21,477
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	83%	True	False	17,221
120	0.7644	0.7244	0.0400	5.3%	0.0036	0.5%	83%	True	False	14,353

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.7976
2.618	0.7848
1.618	0.7770
1.000	0.7722
0.618	0.7692
HIGH	0.7644
0.618	0.7614
0.500	0.7605
0.382	0.7596
LOW	0.7566
0.618	0.7518
1.000	0.7488
1.618	0.7440
2.618	0.7362
4.250	0.7235

Fisher Pivots for day following 14-Jul-2023
Pivot	1 day	3 day
R1	0.7605	0.7604
PP	0.7595	0.7595
S1	0.7586	0.7585

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