CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Jul-2023
Day Change Summary
Previous Current
12-Jul-2023 13-Jul-2023 Change Change % Previous Week
Open 0.7574 0.7607 0.0034 0.4% 0.7564
High 0.7623 0.7645 0.0022 0.3% 0.7592
Low 0.7573 0.7603 0.0030 0.4% 0.7489
Close 0.7599 0.7644 0.0045 0.6% 0.7553
Range 0.0050 0.0042 -0.0008 -16.2% 0.0103
ATR 0.0036 0.0037 0.0001 1.8% 0.0000
Volume 274 370 96 35.0% 696
Daily Pivots for day following 13-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7755 0.7741 0.7666
R3 0.7713 0.7699 0.7655
R2 0.7672 0.7672 0.7651
R1 0.7658 0.7658 0.7647 0.7665
PP 0.7630 0.7630 0.7630 0.7634
S1 0.7616 0.7616 0.7640 0.7623
S2 0.7589 0.7589 0.7636
S3 0.7547 0.7575 0.7632
S4 0.7506 0.7533 0.7621
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 0.7645 0.7489 0.0156 2.0% 0.0040 0.5% 99% True False 219
10 0.7645 0.7489 0.0156 2.0% 0.0037 0.5% 99% True False 194
20 0.7645 0.7489 0.0156 2.0% 0.0037 0.5% 99% True False 181
40 0.7645 0.7351 0.0294 3.8% 0.0029 0.4% 100% True False 142
60 0.7645 0.7349 0.0296 3.9% 0.0027 0.4% 100% True False 99
80 0.7645 0.7274 0.0371 4.8% 0.0025 0.3% 100% True False 80
100 0.7645 0.7264 0.0381 5.0% 0.0026 0.3% 100% True False 73
120 0.7645 0.7264 0.0381 5.0% 0.0025 0.3% 100% True False 63
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7821
2.618 0.7753
1.618 0.7712
1.000 0.7686
0.618 0.7670
HIGH 0.7645
0.618 0.7629
0.500 0.7624
0.382 0.7619
LOW 0.7603
0.618 0.7577
1.000 0.7562
1.618 0.7536
2.618 0.7494
4.250 0.7427
Fisher Pivots for day following 13-Jul-2023
Pivot 1 day 3 day
R1 0.7637 0.7627
PP 0.7630 0.7611
S1 0.7624 0.7595

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

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