CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-Jul-2023
Day Change Summary
Previous Current
03-Jul-2023 05-Jul-2023 Change Change % Previous Week
Open 0.7564 0.7567 0.0003 0.0% 0.7614
High 0.7576 0.7592 0.0016 0.2% 0.7639
Low 0.7563 0.7546 -0.0017 -0.2% 0.7546
Close 0.7565 0.7548 -0.0018 -0.2% 0.7573
Range 0.0014 0.0046 0.0033 240.7% 0.0093
ATR 0.0033 0.0034 0.0001 2.9% 0.0000
Volume 38 372 334 878.9% 828
Daily Pivots for day following 05-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7700 0.7670 0.7573
R3 0.7654 0.7624 0.7560
R2 0.7608 0.7608 0.7556
R1 0.7578 0.7578 0.7552 0.7570
PP 0.7562 0.7562 0.7562 0.7558
S1 0.7532 0.7532 0.7543 0.7524
S2 0.7516 0.7516 0.7539
S3 0.7470 0.7486 0.7535
S4 0.7424 0.7440 0.7522
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 0.7600 0.7546 0.0055 0.7% 0.0034 0.4% 4% False True 179
10 0.7639 0.7546 0.0094 1.2% 0.0033 0.4% 2% False True 157
20 0.7639 0.7463 0.0177 2.3% 0.0031 0.4% 48% False False 181
40 0.7639 0.7351 0.0288 3.8% 0.0025 0.3% 68% False False 112
60 0.7639 0.7349 0.0290 3.8% 0.0025 0.3% 68% False False 79
80 0.7639 0.7270 0.0369 4.9% 0.0024 0.3% 75% False False 66
100 0.7639 0.7264 0.0376 5.0% 0.0025 0.3% 76% False False 61
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7787
2.618 0.7712
1.618 0.7666
1.000 0.7638
0.618 0.7620
HIGH 0.7592
0.618 0.7574
0.500 0.7569
0.382 0.7563
LOW 0.7546
0.618 0.7517
1.000 0.7500
1.618 0.7471
2.618 0.7425
4.250 0.7350
Fisher Pivots for day following 05-Jul-2023
Pivot 1 day 3 day
R1 0.7569 0.7569
PP 0.7562 0.7562
S1 0.7555 0.7555

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

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