CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 18-Aug-2023

Day Change Summary
	Previous	Current
	17-Aug-2023	18-Aug-2023	Change	Change %	Previous Week
Open	0.7392	0.7385	-0.0007	-0.1%	0.7442
High	0.7412	0.7397	-0.0016	-0.2%	0.7445
Low	0.7381	0.7369	-0.0013	-0.2%	0.7369
Close	0.7382	0.7385	0.0003	0.0%	0.7385
Range	0.0031	0.0028	-0.0003	-9.7%	0.0077
ATR	0.0040	0.0040	-0.0001	-2.2%	0.0000
Volume	63,078	59,535	-3,543	-5.6%	321,557

Daily Pivots for day following 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7467	0.7454	0.7400
R3	0.7439	0.7426	0.7393
R2	0.7411	0.7411	0.7390
R1	0.7398	0.7398	0.7388	0.7399
PP	0.7383	0.7383	0.7383	0.7384
S1	0.7370	0.7370	0.7382	0.7371
S2	0.7355	0.7355	0.7380
S3	0.7327	0.7342	0.7377
S4	0.7299	0.7314	0.7370

Weekly Pivots for week ending 18-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7629	0.7584	0.7427
R3	0.7553	0.7507	0.7406
R2	0.7476	0.7476	0.7399
R1	0.7431	0.7431	0.7392	0.7415
PP	0.7400	0.7400	0.7400	0.7392
S1	0.7354	0.7354	0.7378	0.7339
S2	0.7323	0.7323	0.7371
S3	0.7247	0.7278	0.7364
S4	0.7170	0.7201	0.7343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7445	0.7369	0.0077	1.0%	0.0031	0.4%	22%	False	True	64,311
10	0.7492	0.7369	0.0123	1.7%	0.0035	0.5%	13%	False	True	66,092
20	0.7612	0.7369	0.0243	3.3%	0.0040	0.5%	7%	False	True	68,268
40	0.7644	0.7369	0.0276	3.7%	0.0042	0.6%	6%	False	True	67,509
60	0.7644	0.7343	0.0301	4.1%	0.0042	0.6%	14%	False	False	55,929
80	0.7644	0.7337	0.0307	4.2%	0.0042	0.6%	16%	False	False	42,026
100	0.7644	0.7337	0.0307	4.2%	0.0040	0.5%	16%	False	False	33,635
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	35%	False	False	28,065

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7516
2.618	0.7470
1.618	0.7442
1.000	0.7425
0.618	0.7414
HIGH	0.7397
0.618	0.7386
0.500	0.7383
0.382	0.7379
LOW	0.7369
0.618	0.7351
1.000	0.7341
1.618	0.7323
2.618	0.7295
4.250	0.7250

Fisher Pivots for day following 18-Aug-2023
Pivot	1 day	3 day
R1	0.7384	0.7396
PP	0.7383	0.7392
S1	0.7383	0.7389

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