CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 30-Aug-2023
Day Change Summary
Previous Current
29-Aug-2023 30-Aug-2023 Change Change % Previous Week
Open 0.7367 0.7388 0.0022 0.3% 0.7400
High 0.7391 0.7411 0.0020 0.3% 0.7418
Low 0.7345 0.7380 0.0035 0.5% 0.7344
Close 0.7384 0.7402 0.0018 0.2% 0.7368
Range 0.0046 0.0031 -0.0015 -32.6% 0.0074
ATR 0.0036 0.0035 0.0000 -0.9% 0.0000
Volume 1,507 1,862 355 23.6% 1,939
Daily Pivots for day following 30-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7490 0.7477 0.7419
R3 0.7459 0.7446 0.7410
R2 0.7428 0.7428 0.7407
R1 0.7415 0.7415 0.7404 0.7422
PP 0.7397 0.7397 0.7397 0.7401
S1 0.7384 0.7384 0.7399 0.7391
S2 0.7366 0.7366 0.7396
S3 0.7335 0.7353 0.7393
S4 0.7304 0.7322 0.7384
Weekly Pivots for week ending 25-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7598 0.7557 0.7408
R3 0.7524 0.7483 0.7388
R2 0.7450 0.7450 0.7381
R1 0.7409 0.7409 0.7374 0.7393
PP 0.7376 0.7376 0.7376 0.7368
S1 0.7335 0.7335 0.7361 0.7319
S2 0.7302 0.7302 0.7354
S3 0.7228 0.7261 0.7347
S4 0.7154 0.7187 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7412 0.7344 0.0068 0.9% 0.0035 0.5% 85% False False 988
10 0.7420 0.7344 0.0077 1.0% 0.0034 0.5% 76% False False 593
20 0.7521 0.7344 0.0177 2.4% 0.0034 0.5% 33% False False 404
40 0.7652 0.7344 0.0309 4.2% 0.0037 0.5% 19% False False 282
60 0.7652 0.7344 0.0309 4.2% 0.0035 0.5% 19% False False 248
80 0.7652 0.7344 0.0309 4.2% 0.0031 0.4% 19% False False 197
100 0.7652 0.7344 0.0309 4.2% 0.0030 0.4% 19% False False 160
120 0.7652 0.7270 0.0382 5.2% 0.0029 0.4% 34% False False 138
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 0.7542
2.618 0.7492
1.618 0.7461
1.000 0.7442
0.618 0.7430
HIGH 0.7411
0.618 0.7399
0.500 0.7395
0.382 0.7391
LOW 0.7380
0.618 0.7360
1.000 0.7349
1.618 0.7329
2.618 0.7298
4.250 0.7248
Fisher Pivots for day following 30-Aug-2023
Pivot 1 day 3 day
R1 0.7399 0.7394
PP 0.7397 0.7386
S1 0.7395 0.7378

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

View Archives - Comment on this page... - Back to Index of Symbols