CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 04-Oct-2023
Day Change Summary
Previous Current
03-Oct-2023 04-Oct-2023 Change Change % Previous Week
Open 0.7321 0.7301 -0.0020 -0.3% 0.7431
High 0.7322 0.7312 -0.0010 -0.1% 0.7462
Low 0.7288 0.7265 -0.0023 -0.3% 0.7369
Close 0.7302 0.7281 -0.0022 -0.3% 0.7384
Range 0.0034 0.0047 0.0013 38.2% 0.0093
ATR 0.0042 0.0043 0.0000 0.8% 0.0000
Volume 120,323 121,100 777 0.6% 452,188
Daily Pivots for day following 04-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7427 0.7401 0.7306
R3 0.7380 0.7354 0.7293
R2 0.7333 0.7333 0.7289
R1 0.7307 0.7307 0.7285 0.7296
PP 0.7286 0.7286 0.7286 0.7280
S1 0.7260 0.7260 0.7276 0.7249
S2 0.7239 0.7239 0.7272
S3 0.7192 0.7213 0.7268
S4 0.7145 0.7166 0.7255
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 0.7265 0.0197 2.7% 0.0053 0.7% 8% False True 114,946
10 0.7462 0.7265 0.0197 2.7% 0.0044 0.6% 8% False True 99,782
20 0.7485 0.7265 0.0221 3.0% 0.0041 0.6% 7% False True 82,998
40 0.7489 0.7265 0.0225 3.1% 0.0037 0.5% 7% False True 41,860
60 0.7652 0.7265 0.0388 5.3% 0.0038 0.5% 4% False True 27,968
80 0.7652 0.7265 0.0388 5.3% 0.0037 0.5% 4% False True 21,021
100 0.7652 0.7265 0.0388 5.3% 0.0034 0.5% 4% False True 16,831
120 0.7652 0.7265 0.0388 5.3% 0.0032 0.4% 4% False True 14,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7511
2.618 0.7435
1.618 0.7388
1.000 0.7359
0.618 0.7341
HIGH 0.7312
0.618 0.7294
0.500 0.7288
0.382 0.7282
LOW 0.7265
0.618 0.7235
1.000 0.7218
1.618 0.7188
2.618 0.7141
4.250 0.7065
Fisher Pivots for day following 04-Oct-2023
Pivot 1 day 3 day
R1 0.7288 0.7323
PP 0.7286 0.7309
S1 0.7283 0.7295

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

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