CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-Apr-2023
Day Change Summary
Previous Current
04-Apr-2023 05-Apr-2023 Change Change % Previous Week
Open 0.7460 0.7458 -0.0002 0.0% 0.7346
High 0.7460 0.7458 -0.0002 0.0% 0.7426
Low 0.7460 0.7456 -0.0004 -0.1% 0.7346
Close 0.7460 0.7458 -0.0002 0.0% 0.7420
Range 0.0000 0.0003 0.0003 0.0080
ATR 0.0036 0.0034 -0.0002 -6.4% 0.0000
Volume 160 12 -148 -92.5% 74
Daily Pivots for day following 05-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7465 0.7464 0.7459
R3 0.7462 0.7461 0.7459
R2 0.7460 0.7460 0.7458
R1 0.7459 0.7459 0.7458 0.7459
PP 0.7457 0.7457 0.7457 0.7457
S1 0.7456 0.7456 0.7458 0.7457
S2 0.7455 0.7455 0.7458
S3 0.7452 0.7454 0.7457
S4 0.7450 0.7451 0.7457
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7637 0.7609 0.7464
R3 0.7557 0.7529 0.7442
R2 0.7477 0.7477 0.7435
R1 0.7449 0.7449 0.7427 0.7463
PP 0.7397 0.7397 0.7397 0.7404
S1 0.7369 0.7369 0.7413 0.7383
S2 0.7317 0.7317 0.7405
S3 0.7237 0.7289 0.7398
S4 0.7157 0.7209 0.7376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7405 0.0079 1.1% 0.0012 0.2% 68% False False 37
10 0.7484 0.7274 0.0210 2.8% 0.0019 0.3% 88% False False 29
20 0.7484 0.7264 0.0220 2.9% 0.0026 0.3% 88% False False 28
40 0.7532 0.7264 0.0268 3.6% 0.0025 0.3% 73% False False 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7469
2.618 0.7465
1.618 0.7462
1.000 0.7461
0.618 0.7460
HIGH 0.7458
0.618 0.7457
0.500 0.7457
0.382 0.7456
LOW 0.7456
0.618 0.7454
1.000 0.7453
1.618 0.7451
2.618 0.7449
4.250 0.7445
Fisher Pivots for day following 05-Apr-2023
Pivot 1 day 3 day
R1 0.7458 0.7470
PP 0.7457 0.7466
S1 0.7457 0.7462

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

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