CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 0.7342 0.7348 0.0006 0.1% 0.7354
High 0.7371 0.7348 -0.0023 -0.3% 0.7424
Low 0.7329 0.7348 0.0019 0.3% 0.7329
Close 0.7334 0.7348 0.0014 0.2% 0.7334
Range 0.0042 0.0000 -0.0042 -100.0% 0.0095
ATR 0.0041 0.0039 -0.0002 -4.7% 0.0000
Volume 5 0 -5 -100.0% 49
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7348 0.7348 0.7348
R3 0.7348 0.7348 0.7348
R2 0.7348 0.7348 0.7348
R1 0.7348 0.7348 0.7348 0.7348
PP 0.7348 0.7348 0.7348 0.7348
S1 0.7348 0.7348 0.7348 0.7348
S2 0.7348 0.7348 0.7348
S3 0.7348 0.7348 0.7348
S4 0.7348 0.7348 0.7348
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7647 0.7585 0.7386
R3 0.7552 0.7490 0.7360
R2 0.7457 0.7457 0.7351
R1 0.7395 0.7395 0.7342 0.7379
PP 0.7362 0.7362 0.7362 0.7354
S1 0.7300 0.7300 0.7325 0.7284
S2 0.7267 0.7267 0.7316
S3 0.7172 0.7205 0.7307
S4 0.7077 0.7110 0.7281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7424 0.7329 0.0095 1.3% 0.0011 0.2% 20% False False 6
10 0.7424 0.7329 0.0095 1.3% 0.0016 0.2% 20% False False 8
20 0.7548 0.7329 0.0219 3.0% 0.0016 0.2% 9% False False 16
40 0.7593 0.7300 0.0293 4.0% 0.0019 0.3% 16% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7348
2.618 0.7348
1.618 0.7348
1.000 0.7348
0.618 0.7348
HIGH 0.7348
0.618 0.7348
0.500 0.7348
0.382 0.7348
LOW 0.7348
0.618 0.7348
1.000 0.7348
1.618 0.7348
2.618 0.7348
4.250 0.7348
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 0.7348 0.7350
PP 0.7348 0.7349
S1 0.7348 0.7348

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

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