CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 16-Aug-2023
Day Change Summary
Previous Current
15-Aug-2023 16-Aug-2023 Change Change % Previous Week
Open 0.7441 0.7416 -0.0025 -0.3% 0.7488
High 0.7450 0.7425 -0.0026 -0.3% 0.7499
Low 0.7419 0.7396 -0.0024 -0.3% 0.7420
Close 0.7423 0.7400 -0.0023 -0.3% 0.7449
Range 0.0031 0.0029 -0.0002 -6.5% 0.0079
ATR 0.0037 0.0036 -0.0001 -1.5% 0.0000
Volume 123 155 32 26.0% 1,122
Daily Pivots for day following 16-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7494 0.7476 0.7415
R3 0.7465 0.7447 0.7407
R2 0.7436 0.7436 0.7405
R1 0.7418 0.7418 0.7402 0.7412
PP 0.7407 0.7407 0.7407 0.7404
S1 0.7389 0.7389 0.7397 0.7383
S2 0.7378 0.7378 0.7394
S3 0.7349 0.7360 0.7392
S4 0.7320 0.7331 0.7384
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 0.7396 0.0094 1.3% 0.0029 0.4% 4% False True 175
10 0.7521 0.7396 0.0125 1.7% 0.0033 0.4% 3% False True 216
20 0.7636 0.7396 0.0241 3.3% 0.0036 0.5% 2% False True 168
40 0.7652 0.7396 0.0257 3.5% 0.0037 0.5% 2% False True 172
60 0.7652 0.7351 0.0301 4.1% 0.0033 0.4% 16% False False 162
80 0.7652 0.7349 0.0303 4.1% 0.0031 0.4% 17% False False 126
100 0.7652 0.7346 0.0307 4.1% 0.0027 0.4% 18% False False 103
120 0.7652 0.7264 0.0389 5.3% 0.0028 0.4% 35% False False 94
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7548
2.618 0.7500
1.618 0.7471
1.000 0.7454
0.618 0.7442
HIGH 0.7425
0.618 0.7413
0.500 0.7410
0.382 0.7407
LOW 0.7396
0.618 0.7378
1.000 0.7367
1.618 0.7349
2.618 0.7320
4.250 0.7272
Fisher Pivots for day following 16-Aug-2023
Pivot 1 day 3 day
R1 0.7410 0.7424
PP 0.7407 0.7416
S1 0.7403 0.7408

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

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