CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 26-Jul-2023
Day Change Summary
Previous Current
25-Jul-2023 26-Jul-2023 Change Change % Previous Week
Open 0.7611 0.7593 -0.0018 -0.2% 0.7573
High 0.7615 0.7600 -0.0015 -0.2% 0.7636
Low 0.7587 0.7571 -0.0016 -0.2% 0.7568
Close 0.7606 0.7593 -0.0013 -0.2% 0.7587
Range 0.0028 0.0030 0.0002 5.4% 0.0068
ATR 0.0037 0.0037 0.0000 -0.4% 0.0000
Volume 107 35 -72 -67.3% 566
Daily Pivots for day following 26-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7676 0.7664 0.7609
R3 0.7647 0.7634 0.7601
R2 0.7617 0.7617 0.7598
R1 0.7605 0.7605 0.7595 0.7596
PP 0.7588 0.7588 0.7588 0.7583
S1 0.7575 0.7575 0.7590 0.7567
S2 0.7558 0.7558 0.7587
S3 0.7529 0.7546 0.7584
S4 0.7499 0.7516 0.7576
Weekly Pivots for week ending 21-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7801 0.7762 0.7624
R3 0.7733 0.7694 0.7606
R2 0.7665 0.7665 0.7599
R1 0.7626 0.7626 0.7593 0.7646
PP 0.7597 0.7597 0.7597 0.7607
S1 0.7558 0.7558 0.7581 0.7578
S2 0.7529 0.7529 0.7575
S3 0.7461 0.7490 0.7568
S4 0.7393 0.7422 0.7550
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7636 0.7571 0.0066 0.9% 0.0034 0.4% 34% False True 69
10 0.7652 0.7568 0.0084 1.1% 0.0039 0.5% 29% False False 144
20 0.7652 0.7489 0.0163 2.1% 0.0038 0.5% 63% False False 160
40 0.7652 0.7358 0.0295 3.9% 0.0033 0.4% 80% False False 164
60 0.7652 0.7351 0.0301 4.0% 0.0029 0.4% 80% False False 116
80 0.7652 0.7349 0.0303 4.0% 0.0027 0.4% 80% False False 91
100 0.7652 0.7264 0.0389 5.1% 0.0027 0.4% 85% False False 82
120 0.7652 0.7264 0.0389 5.1% 0.0026 0.3% 85% False False 71
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7725
2.618 0.7677
1.618 0.7648
1.000 0.7630
0.618 0.7618
HIGH 0.7600
0.618 0.7589
0.500 0.7585
0.382 0.7582
LOW 0.7571
0.618 0.7552
1.000 0.7541
1.618 0.7523
2.618 0.7493
4.250 0.7445
Fisher Pivots for day following 26-Jul-2023
Pivot 1 day 3 day
R1 0.7590 0.7593
PP 0.7588 0.7593
S1 0.7585 0.7593

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

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