CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 0.7379 0.7394 0.0015 0.2% 0.7348
High 0.7379 0.7408 0.0029 0.4% 0.7395
Low 0.7379 0.7377 -0.0002 0.0% 0.7340
Close 0.7379 0.7408 0.0029 0.4% 0.7376
Range 0.0000 0.0031 0.0031 0.0055
ATR 0.0036 0.0036 0.0000 -1.1% 0.0000
Volume 2 25 23 1,150.0% 39
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7491 0.7480 0.7425
R3 0.7460 0.7449 0.7417
R2 0.7429 0.7429 0.7414
R1 0.7418 0.7418 0.7411 0.7424
PP 0.7398 0.7398 0.7398 0.7400
S1 0.7387 0.7387 0.7405 0.7393
S2 0.7367 0.7367 0.7402
S3 0.7336 0.7356 0.7399
S4 0.7305 0.7325 0.7391
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7534 0.7509 0.7406
R3 0.7479 0.7455 0.7391
R2 0.7425 0.7425 0.7386
R1 0.7400 0.7400 0.7381 0.7413
PP 0.7370 0.7370 0.7370 0.7376
S1 0.7346 0.7346 0.7371 0.7358
S2 0.7316 0.7316 0.7366
S3 0.7261 0.7291 0.7361
S4 0.7207 0.7237 0.7346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7416 0.7340 0.0076 1.0% 0.0013 0.2% 89% False False 11
10 0.7416 0.7329 0.0088 1.2% 0.0011 0.1% 91% False False 7
20 0.7493 0.7329 0.0165 2.2% 0.0014 0.2% 48% False False 7
40 0.7593 0.7311 0.0282 3.8% 0.0017 0.2% 34% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7540
2.618 0.7489
1.618 0.7458
1.000 0.7439
0.618 0.7427
HIGH 0.7408
0.618 0.7396
0.500 0.7393
0.382 0.7389
LOW 0.7377
0.618 0.7358
1.000 0.7346
1.618 0.7327
2.618 0.7296
4.250 0.7245
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 0.7403 0.7404
PP 0.7398 0.7400
S1 0.7393 0.7397

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

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