CME Canadian Dollar Future September 2023

Trading Metrics calculated at close of trading on 25-Aug-2023

Day Change Summary
	Previous	Current
	24-Aug-2023	25-Aug-2023	Change	Change %	Previous Week
Open	0.7394	0.7365	-0.0030	-0.4%	0.7382
High	0.7405	0.7372	-0.0033	-0.4%	0.7412
Low	0.7361	0.7333	-0.0029	-0.4%	0.7333
Close	0.7369	0.7358	-0.0012	-0.2%	0.7358
Range	0.0044	0.0039	-0.0005	-10.3%	0.0080
ATR	0.0040	0.0040	0.0000	-0.1%	0.0000
Volume	61,122	78,559	17,437	28.5%	318,124

Daily Pivots for day following 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7471	0.7453	0.7379
R3	0.7432	0.7414	0.7368
R2	0.7393	0.7393	0.7365
R1	0.7375	0.7375	0.7361	0.7365
PP	0.7354	0.7354	0.7354	0.7349
S1	0.7336	0.7336	0.7354	0.7326
S2	0.7315	0.7315	0.7350
S3	0.7276	0.7297	0.7347
S4	0.7237	0.7258	0.7336

Weekly Pivots for week ending 25-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7606	0.7561	0.7401
R3	0.7526	0.7482	0.7379
R2	0.7447	0.7447	0.7372
R1	0.7402	0.7402	0.7365	0.7385
PP	0.7367	0.7367	0.7367	0.7359
S1	0.7323	0.7323	0.7350	0.7305
S2	0.7288	0.7288	0.7343
S3	0.7208	0.7243	0.7336
S4	0.7129	0.7164	0.7314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7412	0.7333	0.0080	1.1%	0.0040	0.5%	31%	False	True	63,624
10	0.7445	0.7333	0.0113	1.5%	0.0035	0.5%	22%	False	True	63,968
20	0.7609	0.7333	0.0277	3.8%	0.0040	0.5%	9%	False	True	68,928
40	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	8%	False	True	66,791
60	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	8%	False	True	60,976
80	0.7644	0.7333	0.0312	4.2%	0.0042	0.6%	8%	False	True	45,990
100	0.7644	0.7333	0.0312	4.2%	0.0040	0.5%	8%	False	True	36,811
120	0.7644	0.7244	0.0400	5.4%	0.0040	0.5%	28%	False	False	30,710

Crabel Price Patterns
NR	True
NR4	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7537
2.618	0.7474
1.618	0.7435
1.000	0.7411
0.618	0.7396
HIGH	0.7372
0.618	0.7357
0.500	0.7352
0.382	0.7347
LOW	0.7333
0.618	0.7308
1.000	0.7294
1.618	0.7269
2.618	0.7230
4.250	0.7167

Fisher Pivots for day following 25-Aug-2023
Pivot	1 day	3 day
R1	0.7356	0.7369
PP	0.7354	0.7365
S1	0.7352	0.7361

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