CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 04-Aug-2023
Day Change Summary
Previous Current
03-Aug-2023 04-Aug-2023 Change Change % Previous Week
Open 0.7505 0.7501 -0.0004 0.0% 0.7557
High 0.7515 0.7521 0.0006 0.1% 0.7613
Low 0.7489 0.7478 -0.0011 -0.1% 0.7478
Close 0.7501 0.7485 -0.0016 -0.2% 0.7485
Range 0.0026 0.0043 0.0017 63.5% 0.0135
ATR 0.0040 0.0040 0.0000 0.5% 0.0000
Volume 100 311 211 211.0% 1,027
Daily Pivots for day following 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7622 0.7596 0.7508
R3 0.7580 0.7554 0.7497
R2 0.7537 0.7537 0.7493
R1 0.7511 0.7511 0.7489 0.7503
PP 0.7495 0.7495 0.7495 0.7490
S1 0.7469 0.7469 0.7481 0.7460
S2 0.7452 0.7452 0.7477
S3 0.7410 0.7426 0.7473
S4 0.7367 0.7384 0.7462
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7930 0.7843 0.7559
R3 0.7795 0.7708 0.7522
R2 0.7660 0.7660 0.7510
R1 0.7573 0.7573 0.7497 0.7549
PP 0.7525 0.7525 0.7525 0.7514
S1 0.7438 0.7438 0.7473 0.7414
S2 0.7390 0.7390 0.7460
S3 0.7255 0.7303 0.7448
S4 0.7120 0.7168 0.7411
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7613 0.7478 0.0135 1.8% 0.0044 0.6% 5% False True 205
10 0.7616 0.7478 0.0138 1.8% 0.0037 0.5% 5% False True 150
20 0.7652 0.7478 0.0174 2.3% 0.0038 0.5% 4% False True 165
40 0.7652 0.7478 0.0174 2.3% 0.0036 0.5% 4% False True 170
60 0.7652 0.7351 0.0301 4.0% 0.0031 0.4% 45% False False 134
80 0.7652 0.7349 0.0303 4.0% 0.0029 0.4% 45% False False 104
100 0.7652 0.7270 0.0382 5.1% 0.0028 0.4% 56% False False 88
120 0.7652 0.7264 0.0389 5.2% 0.0027 0.4% 57% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7701
2.618 0.7632
1.618 0.7589
1.000 0.7563
0.618 0.7547
HIGH 0.7521
0.618 0.7504
0.500 0.7499
0.382 0.7494
LOW 0.7478
0.618 0.7452
1.000 0.7436
1.618 0.7409
2.618 0.7367
4.250 0.7297
Fisher Pivots for day following 04-Aug-2023
Pivot 1 day 3 day
R1 0.7499 0.7513
PP 0.7495 0.7504
S1 0.7490 0.7494

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

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