CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 0.7439 0.7428 -0.0011 -0.1% 0.7402
High 0.7439 0.7459 0.0020 0.3% 0.7485
Low 0.7394 0.7421 0.0027 0.4% 0.7394
Close 0.7433 0.7429 -0.0004 -0.1% 0.7429
Range 0.0045 0.0038 -0.0007 -15.6% 0.0091
ATR 0.0040 0.0040 0.0000 -0.3% 0.0000
Volume 102,310 93,216 -9,094 -8.9% 472,339
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7550 0.7527 0.7449
R3 0.7512 0.7489 0.7439
R2 0.7474 0.7474 0.7435
R1 0.7451 0.7451 0.7432 0.7463
PP 0.7436 0.7436 0.7436 0.7442
S1 0.7413 0.7413 0.7425 0.7425
S2 0.7398 0.7398 0.7422
S3 0.7360 0.7375 0.7418
S4 0.7322 0.7337 0.7408
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7709 0.7660 0.7479
R3 0.7618 0.7569 0.7454
R2 0.7527 0.7527 0.7445
R1 0.7478 0.7478 0.7437 0.7502
PP 0.7436 0.7436 0.7436 0.7448
S1 0.7387 0.7387 0.7420 0.7411
S2 0.7345 0.7345 0.7412
S3 0.7254 0.7296 0.7403
S4 0.7163 0.7205 0.7378
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7485 0.7394 0.0091 1.2% 0.0044 0.6% 38% False False 94,467
10 0.7485 0.7342 0.0143 1.9% 0.0039 0.5% 60% False False 82,989
20 0.7485 0.7313 0.0172 2.3% 0.0038 0.5% 67% False False 43,477
40 0.7613 0.7313 0.0300 4.0% 0.0037 0.5% 39% False False 21,848
60 0.7652 0.7313 0.0339 4.6% 0.0037 0.5% 34% False False 14,618
80 0.7652 0.7313 0.0339 4.6% 0.0036 0.5% 34% False False 11,003
100 0.7652 0.7313 0.0339 4.6% 0.0033 0.4% 34% False False 8,810
120 0.7652 0.7313 0.0339 4.6% 0.0030 0.4% 34% False False 7,344
Crabel Price Patterns
NR True
NR4 True
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 0.0007
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7620
2.618 0.7558
1.618 0.7520
1.000 0.7497
0.618 0.7482
HIGH 0.7459
0.618 0.7444
0.500 0.7440
0.382 0.7435
LOW 0.7421
0.618 0.7397
1.000 0.7383
1.618 0.7359
2.618 0.7321
4.250 0.7259
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 0.7440 0.7434
PP 0.7436 0.7432
S1 0.7432 0.7430

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

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