CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 31-Jul-2023
Day Change Summary
Previous Current
28-Jul-2023 31-Jul-2023 Change Change % Previous Week
Open 0.7575 0.7557 -0.0018 -0.2% 0.7587
High 0.7586 0.7613 0.0027 0.4% 0.7616
Low 0.7562 0.7555 -0.0007 -0.1% 0.7562
Close 0.7566 0.7603 0.0038 0.5% 0.7566
Range 0.0025 0.0058 0.0034 136.7% 0.0055
ATR 0.0036 0.0038 0.0002 4.2% 0.0000
Volume 108 148 40 37.0% 482
Daily Pivots for day following 31-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7764 0.7742 0.7635
R3 0.7706 0.7684 0.7619
R2 0.7648 0.7648 0.7614
R1 0.7626 0.7626 0.7608 0.7637
PP 0.7590 0.7590 0.7590 0.7596
S1 0.7568 0.7568 0.7598 0.7579
S2 0.7532 0.7532 0.7592
S3 0.7474 0.7510 0.7587
S4 0.7416 0.7452 0.7571
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7745 0.7710 0.7595
R3 0.7690 0.7655 0.7580
R2 0.7636 0.7636 0.7575
R1 0.7601 0.7601 0.7570 0.7591
PP 0.7581 0.7581 0.7581 0.7576
S1 0.7546 0.7546 0.7561 0.7536
S2 0.7527 0.7527 0.7556
S3 0.7472 0.7492 0.7551
S4 0.7418 0.7437 0.7536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7615 0.7555 0.0060 0.8% 0.0036 0.5% 81% False True 108
10 0.7636 0.7555 0.0081 1.1% 0.0035 0.5% 59% False True 102
20 0.7652 0.7489 0.0163 2.1% 0.0039 0.5% 70% False False 156
40 0.7652 0.7463 0.0190 2.5% 0.0034 0.4% 74% False False 160
60 0.7652 0.7351 0.0301 4.0% 0.0030 0.4% 84% False False 120
80 0.7652 0.7349 0.0303 4.0% 0.0028 0.4% 84% False False 93
100 0.7652 0.7264 0.0389 5.1% 0.0027 0.4% 87% False False 80
120 0.7652 0.7264 0.0389 5.1% 0.0027 0.4% 87% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7860
2.618 0.7765
1.618 0.7707
1.000 0.7671
0.618 0.7649
HIGH 0.7613
0.618 0.7591
0.500 0.7584
0.382 0.7577
LOW 0.7555
0.618 0.7519
1.000 0.7497
1.618 0.7461
2.618 0.7403
4.250 0.7309
Fisher Pivots for day following 31-Jul-2023
Pivot 1 day 3 day
R1 0.7597 0.7597
PP 0.7590 0.7590
S1 0.7584 0.7584

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

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