CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 16-Aug-2023

Day Change Summary
	Previous	Current
	15-Aug-2023	16-Aug-2023	Change	Change %	Previous Week
Open	0.7431	0.7412	-0.0019	-0.3%	0.7476
High	0.7444	0.7424	-0.0021	-0.3%	0.7492
Low	0.7410	0.7386	-0.0024	-0.3%	0.7410
Close	0.7414	0.7391	-0.0023	-0.3%	0.7440
Range	0.0035	0.0038	0.0004	10.1%	0.0082
ATR	0.0041	0.0041	0.0000	-0.6%	0.0000
Volume	72,158	68,065	-4,093	-5.7%	339,367

Daily Pivots for day following 16-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7514	0.7491	0.7412
R3	0.7476	0.7453	0.7401
R2	0.7438	0.7438	0.7398
R1	0.7415	0.7415	0.7394	0.7407
PP	0.7400	0.7400	0.7400	0.7396
S1	0.7377	0.7377	0.7388	0.7369
S2	0.7362	0.7362	0.7384
S3	0.7324	0.7339	0.7381
S4	0.7286	0.7301	0.7370

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7692	0.7647	0.7485
R3	0.7610	0.7566	0.7462
R2	0.7529	0.7529	0.7455
R1	0.7484	0.7484	0.7447	0.7466
PP	0.7447	0.7447	0.7447	0.7438
S1	0.7403	0.7403	0.7433	0.7384
S2	0.7366	0.7366	0.7425
S3	0.7284	0.7321	0.7418
S4	0.7203	0.7240	0.7395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7482	0.7386	0.0096	1.3%	0.0034	0.5%	6%	False	True	66,269
10	0.7512	0.7386	0.0126	1.7%	0.0036	0.5%	4%	False	True	69,416
20	0.7629	0.7386	0.0243	3.3%	0.0042	0.6%	2%	False	True	67,728
40	0.7644	0.7386	0.0259	3.5%	0.0042	0.6%	2%	False	True	67,820
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	16%	False	False	53,898
80	0.7644	0.7337	0.0307	4.2%	0.0042	0.6%	18%	False	False	40,498
100	0.7644	0.7306	0.0338	4.6%	0.0040	0.5%	25%	False	False	32,411
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	37%	False	False	27,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7585
2.618	0.7523
1.618	0.7485
1.000	0.7462
0.618	0.7447
HIGH	0.7424
0.618	0.7409
0.500	0.7405
0.382	0.7400
LOW	0.7386
0.618	0.7362
1.000	0.7348
1.618	0.7324
2.618	0.7286
4.250	0.7224

Fisher Pivots for day following 16-Aug-2023
Pivot	1 day	3 day
R1	0.7405	0.7415
PP	0.7400	0.7407
S1	0.7396	0.7399

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