CME Canadian Dollar Future September 2023

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

Day Change Summary
	Previous	Current
	18-Jul-2023	19-Jul-2023	Change	Change %	Previous Week
Open	0.7584	0.7599	0.0016	0.2%	0.7540
High	0.7601	0.7608	0.0007	0.1%	0.7644
Low	0.7557	0.7586	0.0029	0.4%	0.7524
Close	0.7597	0.7605	0.0008	0.1%	0.7576
Range	0.0044	0.0022	-0.0022	-50.0%	0.0120
ATR	0.0046	0.0044	-0.0002	-3.7%	0.0000
Volume	64,515	47,862	-16,653	-25.8%	338,305

Daily Pivots for day following 19-Jul-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7665	0.7657	0.7617
R3	0.7643	0.7635	0.7611
R2	0.7621	0.7621	0.7609
R1	0.7613	0.7613	0.7607	0.7617
PP	0.7599	0.7599	0.7599	0.7601
S1	0.7591	0.7591	0.7602	0.7595
S2	0.7577	0.7577	0.7600
S3	0.7555	0.7569	0.7598
S4	0.7533	0.7547	0.7592

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	0.7557	0.0087	1.1%	0.0048	0.6%	55%	False	False	64,225
10	0.7644	0.7478	0.0166	2.2%	0.0047	0.6%	76%	False	False	66,333
20	0.7644	0.7478	0.0166	2.2%	0.0043	0.6%	76%	False	False	67,912
40	0.7644	0.7343	0.0301	4.0%	0.0042	0.5%	87%	False	False	46,983
60	0.7644	0.7337	0.0307	4.0%	0.0042	0.6%	87%	False	False	31,421
80	0.7644	0.7306	0.0338	4.4%	0.0040	0.5%	88%	False	False	23,582
100	0.7644	0.7244	0.0400	5.3%	0.0040	0.5%	90%	False	False	18,907
120	0.7644	0.7244	0.0400	5.3%	0.0037	0.5%	90%	False	False	15,758

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7701
2.618	0.7665
1.618	0.7643
1.000	0.7630
0.618	0.7621
HIGH	0.7608
0.618	0.7599
0.500	0.7597
0.382	0.7594
LOW	0.7586
0.618	0.7572
1.000	0.7564
1.618	0.7550
2.618	0.7528
4.250	0.7492

Fisher Pivots for day following 19-Jul-2023
Pivot	1 day	3 day
R1	0.7602	0.7597
PP	0.7599	0.7590
S1	0.7597	0.7582

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