CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 14-Dec-2022
Day Change Summary
Previous Current
13-Dec-2022 14-Dec-2022 Change Change % Previous Week
Open 0.7424 0.7405 -0.0019 -0.2% 0.7397
High 0.7424 0.7405 -0.0019 -0.2% 0.7403
Low 0.7409 0.7405 -0.0004 -0.1% 0.7346
Close 0.7409 0.7405 -0.0004 -0.1% 0.7372
Range 0.0015 0.0000 -0.0015 -100.0% 0.0058
ATR 0.0042 0.0040 -0.0003 -6.5% 0.0000
Volume 27 2 -25 -92.6% 38
Daily Pivots for day following 14-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7405 0.7405 0.7405
R3 0.7405 0.7405 0.7405
R2 0.7405 0.7405 0.7405
R1 0.7405 0.7405 0.7405 0.7405
PP 0.7405 0.7405 0.7405 0.7405
S1 0.7405 0.7405 0.7405 0.7405
S2 0.7405 0.7405 0.7405
S3 0.7405 0.7405 0.7405
S4 0.7405 0.7405 0.7405
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7546 0.7517 0.7404
R3 0.7489 0.7459 0.7388
R2 0.7431 0.7431 0.7383
R1 0.7402 0.7402 0.7377 0.7388
PP 0.7374 0.7374 0.7374 0.7367
S1 0.7344 0.7344 0.7367 0.7330
S2 0.7316 0.7316 0.7361
S3 0.7259 0.7287 0.7356
S4 0.7201 0.7229 0.7340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7424 0.7346 0.0078 1.1% 0.0021 0.3% 76% False False 10
10 0.7493 0.7346 0.0148 2.0% 0.0018 0.2% 40% False False 8
20 0.7549 0.7346 0.0204 2.7% 0.0018 0.2% 29% False False 17
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0004
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7405
2.618 0.7405
1.618 0.7405
1.000 0.7405
0.618 0.7405
HIGH 0.7405
0.618 0.7405
0.500 0.7405
0.382 0.7405
LOW 0.7405
0.618 0.7405
1.000 0.7405
1.618 0.7405
2.618 0.7405
4.250 0.7405
Fisher Pivots for day following 14-Dec-2022
Pivot 1 day 3 day
R1 0.7405 0.7400
PP 0.7405 0.7394
S1 0.7405 0.7389

These figures are updated between 7pm and 10pm EST after a trading day.

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