CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 0.7418 0.7421 0.0004 0.0% 0.7431
High 0.7432 0.7462 0.0030 0.4% 0.7462
Low 0.7407 0.7369 -0.0038 -0.5% 0.7369
Close 0.7415 0.7384 -0.0031 -0.4% 0.7384
Range 0.0026 0.0093 0.0067 262.7% 0.0093
ATR 0.0037 0.0041 0.0004 10.7% 0.0000
Volume 81,188 143,437 62,249 76.7% 452,188
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7682 0.7625 0.7434
R3 0.7590 0.7533 0.7409
R2 0.7497 0.7497 0.7400
R1 0.7440 0.7440 0.7392 0.7423
PP 0.7405 0.7405 0.7405 0.7396
S1 0.7348 0.7348 0.7375 0.7330
S2 0.7312 0.7312 0.7367
S3 0.7220 0.7255 0.7358
S4 0.7127 0.7163 0.7333
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7682 0.7625 0.7434
R3 0.7590 0.7533 0.7409
R2 0.7497 0.7497 0.7400
R1 0.7440 0.7440 0.7392 0.7423
PP 0.7405 0.7405 0.7405 0.7396
S1 0.7348 0.7348 0.7375 0.7330
S2 0.7312 0.7312 0.7367
S3 0.7220 0.7255 0.7358
S4 0.7127 0.7163 0.7333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7462 0.7369 0.0093 1.3% 0.0042 0.6% 16% True True 90,437
10 0.7485 0.7369 0.0116 1.6% 0.0043 0.6% 13% False True 92,452
20 0.7485 0.7313 0.0172 2.3% 0.0041 0.6% 41% False False 65,823
40 0.7521 0.7313 0.0208 2.8% 0.0037 0.5% 34% False False 33,132
60 0.7652 0.7313 0.0339 4.6% 0.0038 0.5% 21% False False 22,140
80 0.7652 0.7313 0.0339 4.6% 0.0036 0.5% 21% False False 16,650
100 0.7652 0.7313 0.0339 4.6% 0.0033 0.4% 21% False False 13,330
120 0.7652 0.7313 0.0339 4.6% 0.0032 0.4% 21% False False 11,111
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 0.0010
Widest range in 179 trading days
Fibonacci Retracements and Extensions
4.250 0.7855
2.618 0.7704
1.618 0.7611
1.000 0.7554
0.618 0.7519
HIGH 0.7462
0.618 0.7426
0.500 0.7415
0.382 0.7404
LOW 0.7369
0.618 0.7312
1.000 0.7277
1.618 0.7219
2.618 0.7127
4.250 0.6976
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 0.7415 0.7415
PP 0.7405 0.7405
S1 0.7394 0.7394

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

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