CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 0.7406 0.7418 0.0012 0.2% 0.7402
High 0.7419 0.7432 0.0014 0.2% 0.7485
Low 0.7392 0.7407 0.0015 0.2% 0.7394
Close 0.7410 0.7415 0.0005 0.1% 0.7429
Range 0.0027 0.0026 -0.0001 -3.8% 0.0091
ATR 0.0038 0.0037 -0.0001 -2.3% 0.0000
Volume 84,976 81,188 -3,788 -4.5% 472,339
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7494 0.7480 0.7429
R3 0.7469 0.7454 0.7422
R2 0.7443 0.7443 0.7419
R1 0.7429 0.7429 0.7417 0.7423
PP 0.7418 0.7418 0.7418 0.7415
S1 0.7403 0.7403 0.7412 0.7398
S2 0.7392 0.7392 0.7410
S3 0.7367 0.7378 0.7407
S4 0.7341 0.7352 0.7400
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 0.7459 0.7392 0.0067 0.9% 0.0031 0.4% 34% False False 80,393
10 0.7485 0.7390 0.0095 1.3% 0.0037 0.5% 26% False False 89,162
20 0.7485 0.7313 0.0172 2.3% 0.0037 0.5% 59% False False 58,693
40 0.7521 0.7313 0.0208 2.8% 0.0035 0.5% 49% False False 29,548
60 0.7652 0.7313 0.0339 4.6% 0.0037 0.5% 30% False False 19,752
80 0.7652 0.7313 0.0339 4.6% 0.0035 0.5% 30% False False 14,859
100 0.7652 0.7313 0.0339 4.6% 0.0032 0.4% 30% False False 11,896
120 0.7652 0.7313 0.0339 4.6% 0.0031 0.4% 30% False False 9,916
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 0.0007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7540
2.618 0.7499
1.618 0.7473
1.000 0.7458
0.618 0.7448
HIGH 0.7432
0.618 0.7422
0.500 0.7419
0.382 0.7416
LOW 0.7407
0.618 0.7391
1.000 0.7381
1.618 0.7365
2.618 0.7340
4.250 0.7298
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 0.7419 0.7418
PP 0.7418 0.7417
S1 0.7416 0.7416

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

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