CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 30-May-2023
Day Change Summary
Previous Current
26-May-2023 30-May-2023 Change Change % Previous Week
Open 0.7360 0.7390 0.0030 0.4% 0.7435
High 0.7381 0.7390 0.0010 0.1% 0.7438
Low 0.7351 0.7382 0.0031 0.4% 0.7351
Close 0.7375 0.7384 0.0010 0.1% 0.7375
Range 0.0030 0.0008 -0.0022 -72.9% 0.0087
ATR 0.0030 0.0029 -0.0001 -3.4% 0.0000
Volume 9 352 343 3,811.1% 143
Daily Pivots for day following 30-May-2023
Classic Woodie Camarilla DeMark
R4 0.7409 0.7405 0.7388
R3 0.7401 0.7397 0.7386
R2 0.7393 0.7393 0.7385
R1 0.7389 0.7389 0.7385 0.7387
PP 0.7385 0.7385 0.7385 0.7385
S1 0.7381 0.7381 0.7383 0.7379
S2 0.7377 0.7377 0.7383
S3 0.7369 0.7373 0.7382
S4 0.7361 0.7365 0.7380
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7649 0.7599 0.7422
R3 0.7562 0.7512 0.7398
R2 0.7475 0.7475 0.7390
R1 0.7425 0.7425 0.7382 0.7406
PP 0.7388 0.7388 0.7388 0.7379
S1 0.7338 0.7338 0.7367 0.7319
S2 0.7301 0.7301 0.7359
S3 0.7214 0.7251 0.7351
S4 0.7127 0.7164 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7351 0.0087 1.2% 0.0019 0.3% 38% False False 98
10 0.7459 0.7351 0.0108 1.5% 0.0017 0.2% 31% False False 54
20 0.7533 0.7351 0.0182 2.5% 0.0021 0.3% 18% False False 38
40 0.7545 0.7349 0.0196 2.7% 0.0019 0.3% 18% False False 26
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 43% False False 31
80 0.7545 0.7264 0.0282 3.8% 0.0022 0.3% 43% False False 29
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 0.0002
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7424
2.618 0.7411
1.618 0.7403
1.000 0.7398
0.618 0.7395
HIGH 0.7390
0.618 0.7387
0.500 0.7386
0.382 0.7385
LOW 0.7382
0.618 0.7377
1.000 0.7374
1.618 0.7369
2.618 0.7361
4.250 0.7348
Fisher Pivots for day following 30-May-2023
Pivot 1 day 3 day
R1 0.7386 0.7380
PP 0.7385 0.7375
S1 0.7385 0.7371

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

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