CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 0.7400 0.7411 0.0011 0.1% 0.7364
High 0.7416 0.7424 0.0008 0.1% 0.7424
Low 0.7390 0.7358 -0.0032 -0.4% 0.7345
Close 0.7408 0.7365 -0.0044 -0.6% 0.7365
Range 0.0027 0.0066 0.0040 149.1% 0.0079
ATR 0.0035 0.0037 0.0002 6.4% 0.0000
Volume 824 1,470 646 78.4% 5,984
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7580 0.7538 0.7401
R3 0.7514 0.7472 0.7383
R2 0.7448 0.7448 0.7377
R1 0.7406 0.7406 0.7371 0.7394
PP 0.7382 0.7382 0.7382 0.7376
S1 0.7340 0.7340 0.7358 0.7328
S2 0.7316 0.7316 0.7352
S3 0.7250 0.7274 0.7346
S4 0.7184 0.7208 0.7328
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7613 0.7567 0.7408
R3 0.7535 0.7489 0.7386
R2 0.7456 0.7456 0.7379
R1 0.7410 0.7410 0.7372 0.7433
PP 0.7378 0.7378 0.7378 0.7389
S1 0.7332 0.7332 0.7357 0.7355
S2 0.7299 0.7299 0.7350
S3 0.7221 0.7253 0.7343
S4 0.7142 0.7175 0.7321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7424 0.7345 0.0079 1.1% 0.0038 0.5% 25% True False 1,196
10 0.7424 0.7344 0.0080 1.1% 0.0038 0.5% 26% True False 792
20 0.7499 0.7344 0.0156 2.1% 0.0035 0.5% 14% False False 498
40 0.7652 0.7344 0.0309 4.2% 0.0036 0.5% 7% False False 332
60 0.7652 0.7344 0.0309 4.2% 0.0035 0.5% 7% False False 279
80 0.7652 0.7344 0.0309 4.2% 0.0032 0.4% 7% False False 225
100 0.7652 0.7344 0.0309 4.2% 0.0030 0.4% 7% False False 183
120 0.7652 0.7270 0.0382 5.2% 0.0029 0.4% 25% False False 157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7704
2.618 0.7596
1.618 0.7530
1.000 0.7490
0.618 0.7464
HIGH 0.7424
0.618 0.7398
0.500 0.7391
0.382 0.7383
LOW 0.7358
0.618 0.7317
1.000 0.7292
1.618 0.7251
2.618 0.7185
4.250 0.7077
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 0.7391 0.7391
PP 0.7382 0.7382
S1 0.7373 0.7373

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

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