CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 31-Aug-2023
Day Change Summary
Previous Current
30-Aug-2023 31-Aug-2023 Change Change % Previous Week
Open 0.7388 0.7400 0.0012 0.2% 0.7400
High 0.7411 0.7416 0.0006 0.1% 0.7418
Low 0.7380 0.7390 0.0010 0.1% 0.7344
Close 0.7402 0.7408 0.0007 0.1% 0.7368
Range 0.0031 0.0027 -0.0005 -14.5% 0.0074
ATR 0.0035 0.0035 -0.0001 -1.8% 0.0000
Volume 1,862 824 -1,038 -55.7% 1,939
Daily Pivots for day following 31-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7484 0.7473 0.7423
R3 0.7458 0.7446 0.7415
R2 0.7431 0.7431 0.7413
R1 0.7420 0.7420 0.7410 0.7425
PP 0.7405 0.7405 0.7405 0.7407
S1 0.7393 0.7393 0.7406 0.7399
S2 0.7378 0.7378 0.7403
S3 0.7352 0.7367 0.7401
S4 0.7325 0.7340 0.7393
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 0.7416 0.7344 0.0073 1.0% 0.0033 0.4% 89% True False 1,053
10 0.7418 0.7344 0.0074 1.0% 0.0034 0.5% 87% False False 667
20 0.7521 0.7344 0.0177 2.4% 0.0034 0.5% 36% False False 440
40 0.7652 0.7344 0.0309 4.2% 0.0036 0.5% 21% False False 298
60 0.7652 0.7344 0.0309 4.2% 0.0035 0.5% 21% False False 259
80 0.7652 0.7344 0.0309 4.2% 0.0031 0.4% 21% False False 207
100 0.7652 0.7344 0.0309 4.2% 0.0030 0.4% 21% False False 168
120 0.7652 0.7270 0.0382 5.2% 0.0028 0.4% 36% False False 144
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7529
2.618 0.7485
1.618 0.7459
1.000 0.7443
0.618 0.7432
HIGH 0.7416
0.618 0.7406
0.500 0.7403
0.382 0.7400
LOW 0.7390
0.618 0.7373
1.000 0.7363
1.618 0.7347
2.618 0.7320
4.250 0.7277
Fisher Pivots for day following 31-Aug-2023
Pivot 1 day 3 day
R1 0.7406 0.7399
PP 0.7405 0.7390
S1 0.7403 0.7381

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

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