CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 15-Aug-2023
Day Change Summary
Previous Current
14-Aug-2023 15-Aug-2023 Change Change % Previous Week
Open 0.7453 0.7441 -0.0013 -0.2% 0.7488
High 0.7453 0.7450 -0.0003 0.0% 0.7499
Low 0.7432 0.7419 -0.0013 -0.2% 0.7420
Close 0.7436 0.7423 -0.0013 -0.2% 0.7449
Range 0.0021 0.0031 0.0010 47.6% 0.0079
ATR 0.0037 0.0037 0.0000 -1.2% 0.0000
Volume 353 123 -230 -65.2% 1,122
Daily Pivots for day following 15-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7524 0.7504 0.7440
R3 0.7493 0.7473 0.7431
R2 0.7462 0.7462 0.7428
R1 0.7442 0.7442 0.7425 0.7436
PP 0.7431 0.7431 0.7431 0.7428
S1 0.7411 0.7411 0.7420 0.7405
S2 0.7400 0.7400 0.7417
S3 0.7369 0.7380 0.7414
S4 0.7338 0.7349 0.7405
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7693 0.7650 0.7492
R3 0.7614 0.7571 0.7471
R2 0.7535 0.7535 0.7463
R1 0.7492 0.7492 0.7456 0.7474
PP 0.7456 0.7456 0.7456 0.7447
S1 0.7413 0.7413 0.7442 0.7395
S2 0.7377 0.7377 0.7435
S3 0.7298 0.7334 0.7427
S4 0.7219 0.7255 0.7406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7489 0.7419 0.0070 0.9% 0.0028 0.4% 5% False True 189
10 0.7548 0.7419 0.0129 1.7% 0.0035 0.5% 3% False True 231
20 0.7636 0.7419 0.0217 2.9% 0.0035 0.5% 2% False True 171
40 0.7652 0.7419 0.0233 3.1% 0.0037 0.5% 2% False True 170
60 0.7652 0.7351 0.0301 4.1% 0.0033 0.4% 24% False False 160
80 0.7652 0.7349 0.0303 4.1% 0.0031 0.4% 24% False False 124
100 0.7652 0.7274 0.0378 5.1% 0.0028 0.4% 39% False False 102
120 0.7652 0.7264 0.0389 5.2% 0.0028 0.4% 41% False False 93
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7582
2.618 0.7531
1.618 0.7500
1.000 0.7481
0.618 0.7469
HIGH 0.7450
0.618 0.7438
0.500 0.7435
0.382 0.7431
LOW 0.7419
0.618 0.7400
1.000 0.7388
1.618 0.7369
2.618 0.7338
4.250 0.7287
Fisher Pivots for day following 15-Aug-2023
Pivot 1 day 3 day
R1 0.7435 0.7443
PP 0.7431 0.7436
S1 0.7427 0.7429

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

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