CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 0.7402 0.7425 0.0023 0.3% 0.7347
High 0.7432 0.7485 0.0053 0.7% 0.7421
Low 0.7402 0.7423 0.0021 0.3% 0.7342
Close 0.7420 0.7448 0.0028 0.4% 0.7407
Range 0.0031 0.0063 0.0032 104.9% 0.0079
ATR 0.0036 0.0038 0.0002 5.7% 0.0000
Volume 71,251 114,472 43,221 60.7% 357,557
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7639 0.7606 0.7482
R3 0.7577 0.7543 0.7465
R2 0.7514 0.7514 0.7459
R1 0.7481 0.7481 0.7453 0.7498
PP 0.7452 0.7452 0.7452 0.7460
S1 0.7418 0.7418 0.7442 0.7435
S2 0.7389 0.7389 0.7436
S3 0.7327 0.7356 0.7430
S4 0.7264 0.7293 0.7413
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7625 0.7595 0.7450
R3 0.7547 0.7516 0.7429
R2 0.7468 0.7468 0.7421
R1 0.7438 0.7438 0.7414 0.7453
PP 0.7390 0.7390 0.7390 0.7398
S1 0.7359 0.7359 0.7400 0.7375
S2 0.7311 0.7311 0.7393
S3 0.7233 0.7281 0.7385
S4 0.7154 0.7202 0.7364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7485 0.7370 0.0116 1.6% 0.0038 0.5% 68% True False 92,581
10 0.7485 0.7313 0.0172 2.3% 0.0036 0.5% 78% True False 57,343
20 0.7485 0.7313 0.0172 2.3% 0.0037 0.5% 78% True False 29,198
40 0.7615 0.7313 0.0302 4.0% 0.0036 0.5% 45% False False 14,689
60 0.7652 0.7313 0.0339 4.6% 0.0037 0.5% 40% False False 9,850
80 0.7652 0.7313 0.0339 4.6% 0.0035 0.5% 40% False False 7,426
100 0.7652 0.7313 0.0339 4.6% 0.0032 0.4% 40% False False 5,944
120 0.7652 0.7313 0.0339 4.6% 0.0030 0.4% 40% False False 4,956
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7751
2.618 0.7649
1.618 0.7586
1.000 0.7548
0.618 0.7524
HIGH 0.7485
0.618 0.7461
0.500 0.7454
0.382 0.7446
LOW 0.7423
0.618 0.7384
1.000 0.7360
1.618 0.7321
2.618 0.7259
4.250 0.7157
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 0.7454 0.7444
PP 0.7452 0.7441
S1 0.7450 0.7438

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

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