CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 30-Jun-2023
Day Change Summary
Previous Current
29-Jun-2023 30-Jun-2023 Change Change % Previous Week
Open 0.7563 0.7565 0.0002 0.0% 0.7614
High 0.7570 0.7590 0.0020 0.3% 0.7639
Low 0.7551 0.7546 -0.0005 -0.1% 0.7546
Close 0.7569 0.7573 0.0004 0.1% 0.7573
Range 0.0019 0.0044 0.0025 131.6% 0.0093
ATR 0.0033 0.0034 0.0001 2.3% 0.0000
Volume 158 128 -30 -19.0% 828
Daily Pivots for day following 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7702 0.7681 0.7597
R3 0.7658 0.7637 0.7585
R2 0.7614 0.7614 0.7581
R1 0.7593 0.7593 0.7577 0.7604
PP 0.7570 0.7570 0.7570 0.7575
S1 0.7549 0.7549 0.7569 0.7560
S2 0.7526 0.7526 0.7565
S3 0.7482 0.7505 0.7561
S4 0.7438 0.7461 0.7549
Weekly Pivots for week ending 30-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7865 0.7812 0.7624
R3 0.7772 0.7719 0.7599
R2 0.7679 0.7679 0.7590
R1 0.7626 0.7626 0.7582 0.7606
PP 0.7586 0.7586 0.7586 0.7576
S1 0.7533 0.7533 0.7564 0.7513
S2 0.7493 0.7493 0.7556
S3 0.7400 0.7440 0.7547
S4 0.7307 0.7347 0.7522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7639 0.7546 0.0093 1.2% 0.0033 0.4% 29% False True 165
10 0.7639 0.7546 0.0093 1.2% 0.0034 0.4% 29% False True 150
20 0.7639 0.7463 0.0177 2.3% 0.0029 0.4% 63% False False 163
40 0.7639 0.7351 0.0288 3.8% 0.0026 0.3% 77% False False 103
60 0.7639 0.7349 0.0290 3.8% 0.0024 0.3% 77% False False 72
80 0.7639 0.7264 0.0376 5.0% 0.0025 0.3% 82% False False 61
100 0.7639 0.7264 0.0376 5.0% 0.0024 0.3% 82% False False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7777
2.618 0.7705
1.618 0.7661
1.000 0.7634
0.618 0.7617
HIGH 0.7590
0.618 0.7573
0.500 0.7568
0.382 0.7563
LOW 0.7546
0.618 0.7519
1.000 0.7502
1.618 0.7475
2.618 0.7431
4.250 0.7359
Fisher Pivots for day following 30-Jun-2023
Pivot 1 day 3 day
R1 0.7571 0.7573
PP 0.7570 0.7573
S1 0.7568 0.7573

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

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