CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 10-Jul-2023
Day Change Summary
Previous Current
07-Jul-2023 10-Jul-2023 Change Change % Previous Week
Open 0.7503 0.7549 0.0046 0.6% 0.7564
High 0.7555 0.7552 -0.0003 0.0% 0.7592
Low 0.7489 0.7535 0.0046 0.6% 0.7489
Close 0.7553 0.7548 -0.0005 -0.1% 0.7553
Range 0.0066 0.0017 -0.0049 -74.2% 0.0103
ATR 0.0037 0.0036 -0.0001 -3.8% 0.0000
Volume 138 38 -100 -72.5% 696
Daily Pivots for day following 10-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7596 0.7589 0.7557
R3 0.7579 0.7572 0.7553
R2 0.7562 0.7562 0.7551
R1 0.7555 0.7555 0.7550 0.7550
PP 0.7545 0.7545 0.7545 0.7543
S1 0.7538 0.7538 0.7546 0.7533
S2 0.7528 0.7528 0.7545
S3 0.7511 0.7521 0.7543
S4 0.7494 0.7504 0.7539
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7852 0.7805 0.7609
R3 0.7749 0.7702 0.7581
R2 0.7647 0.7647 0.7571
R1 0.7600 0.7600 0.7562 0.7572
PP 0.7544 0.7544 0.7544 0.7531
S1 0.7497 0.7497 0.7543 0.7470
S2 0.7442 0.7442 0.7534
S3 0.7339 0.7395 0.7524
S4 0.7237 0.7292 0.7496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7592 0.7489 0.0103 1.4% 0.0038 0.5% 58% False False 146
10 0.7639 0.7489 0.0150 2.0% 0.0035 0.5% 39% False False 156
20 0.7639 0.7489 0.0150 2.0% 0.0034 0.5% 39% False False 172
40 0.7639 0.7351 0.0288 3.8% 0.0027 0.4% 68% False False 120
60 0.7639 0.7349 0.0290 3.8% 0.0027 0.4% 69% False False 84
80 0.7639 0.7274 0.0365 4.8% 0.0025 0.3% 75% False False 69
100 0.7639 0.7264 0.0376 5.0% 0.0025 0.3% 76% False False 64
120 0.7639 0.7264 0.0376 5.0% 0.0025 0.3% 76% False False 56
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7624
2.618 0.7597
1.618 0.7580
1.000 0.7569
0.618 0.7563
HIGH 0.7552
0.618 0.7546
0.500 0.7544
0.382 0.7541
LOW 0.7535
0.618 0.7524
1.000 0.7518
1.618 0.7507
2.618 0.7490
4.250 0.7463
Fisher Pivots for day following 10-Jul-2023
Pivot 1 day 3 day
R1 0.7547 0.7539
PP 0.7545 0.7531
S1 0.7544 0.7522

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

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