CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 20-Jul-2023
Day Change Summary
Previous Current
19-Jul-2023 20-Jul-2023 Change Change % Previous Week
Open 0.7610 0.7620 0.0010 0.1% 0.7549
High 0.7615 0.7636 0.0022 0.3% 0.7652
Low 0.7595 0.7596 0.0001 0.0% 0.7535
Close 0.7614 0.7604 -0.0010 -0.1% 0.7585
Range 0.0020 0.0041 0.0021 107.7% 0.0117
ATR 0.0038 0.0039 0.0000 0.4% 0.0000
Volume 202 73 -129 -63.9% 1,235
Daily Pivots for day following 20-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7733 0.7709 0.7626
R3 0.7693 0.7668 0.7615
R2 0.7652 0.7652 0.7611
R1 0.7628 0.7628 0.7607 0.7620
PP 0.7612 0.7612 0.7612 0.7608
S1 0.7587 0.7587 0.7600 0.7579
S2 0.7571 0.7571 0.7596
S3 0.7531 0.7547 0.7592
S4 0.7490 0.7506 0.7581
Weekly Pivots for week ending 14-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7942 0.7880 0.7649
R3 0.7825 0.7763 0.7617
R2 0.7708 0.7708 0.7606
R1 0.7646 0.7646 0.7595 0.7677
PP 0.7591 0.7591 0.7591 0.7606
S1 0.7529 0.7529 0.7574 0.7560
S2 0.7474 0.7474 0.7563
S3 0.7357 0.7412 0.7552
S4 0.7240 0.7295 0.7520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7652 0.7568 0.0084 1.1% 0.0044 0.6% 42% False False 159
10 0.7652 0.7489 0.0163 2.1% 0.0042 0.6% 70% False False 189
20 0.7652 0.7489 0.0163 2.1% 0.0038 0.5% 70% False False 174
40 0.7652 0.7351 0.0301 4.0% 0.0032 0.4% 84% False False 161
60 0.7652 0.7349 0.0303 4.0% 0.0030 0.4% 84% False False 113
80 0.7652 0.7349 0.0303 4.0% 0.0026 0.3% 84% False False 88
100 0.7652 0.7264 0.0389 5.1% 0.0027 0.4% 88% False False 80
120 0.7652 0.7264 0.0389 5.1% 0.0026 0.3% 88% False False 69
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7808
2.618 0.7742
1.618 0.7702
1.000 0.7677
0.618 0.7661
HIGH 0.7636
0.618 0.7621
0.500 0.7616
0.382 0.7611
LOW 0.7596
0.618 0.7570
1.000 0.7555
1.618 0.7530
2.618 0.7489
4.250 0.7423
Fisher Pivots for day following 20-Jul-2023
Pivot 1 day 3 day
R1 0.7616 0.7603
PP 0.7612 0.7603
S1 0.7608 0.7602

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

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