CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 0.7347 0.7379 0.0032 0.4% 0.7367
High 0.7384 0.7394 0.0010 0.1% 0.7376
Low 0.7342 0.7367 0.0025 0.3% 0.7313
Close 0.7373 0.7387 0.0014 0.2% 0.7340
Range 0.0042 0.0027 -0.0015 -35.7% 0.0063
ATR 0.0038 0.0037 -0.0001 -2.0% 0.0000
Volume 24,126 56,247 32,121 133.1% 32,920
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7463 0.7452 0.7402
R3 0.7436 0.7425 0.7394
R2 0.7409 0.7409 0.7392
R1 0.7398 0.7398 0.7389 0.7404
PP 0.7382 0.7382 0.7382 0.7385
S1 0.7371 0.7371 0.7385 0.7377
S2 0.7355 0.7355 0.7382
S3 0.7328 0.7344 0.7380
S4 0.7301 0.7317 0.7372
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7530 0.7497 0.7374
R3 0.7468 0.7435 0.7357
R2 0.7405 0.7405 0.7351
R1 0.7372 0.7372 0.7345 0.7358
PP 0.7343 0.7343 0.7343 0.7335
S1 0.7310 0.7310 0.7334 0.7295
S2 0.7280 0.7280 0.7328
S3 0.7218 0.7247 0.7322
S4 0.7155 0.7185 0.7305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7394 0.7313 0.0081 1.1% 0.0035 0.5% 92% True False 22,105
10 0.7424 0.7313 0.0111 1.5% 0.0039 0.5% 67% False False 11,895
20 0.7450 0.7313 0.0137 1.9% 0.0036 0.5% 54% False False 6,089
40 0.7636 0.7313 0.0323 4.4% 0.0036 0.5% 23% False False 3,129
60 0.7652 0.7313 0.0339 4.6% 0.0036 0.5% 22% False False 2,146
80 0.7652 0.7313 0.0339 4.6% 0.0033 0.5% 22% False False 1,641
100 0.7652 0.7313 0.0339 4.6% 0.0032 0.4% 22% False False 1,316
120 0.7652 0.7274 0.0378 5.1% 0.0029 0.4% 30% False False 1,099
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7508
2.618 0.7464
1.618 0.7437
1.000 0.7421
0.618 0.7410
HIGH 0.7394
0.618 0.7383
0.500 0.7380
0.382 0.7377
LOW 0.7367
0.618 0.7350
1.000 0.7340
1.618 0.7323
2.618 0.7296
4.250 0.7252
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 0.7385 0.7376
PP 0.7382 0.7365
S1 0.7380 0.7355

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

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