CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-Oct-2023
Day Change Summary
Previous Current
04-Oct-2023 05-Oct-2023 Change Change % Previous Week
Open 0.7301 0.7284 -0.0017 -0.2% 0.7431
High 0.7312 0.7305 -0.0007 -0.1% 0.7462
Low 0.7265 0.7262 -0.0003 0.0% 0.7369
Close 0.7281 0.7299 0.0018 0.2% 0.7384
Range 0.0047 0.0043 -0.0004 -8.5% 0.0093
ATR 0.0043 0.0043 0.0000 0.1% 0.0000
Volume 121,100 95,417 -25,683 -21.2% 452,188
Daily Pivots for day following 05-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7417 0.7401 0.7322
R3 0.7374 0.7358 0.7310
R2 0.7331 0.7331 0.7306
R1 0.7315 0.7315 0.7302 0.7323
PP 0.7288 0.7288 0.7288 0.7292
S1 0.7272 0.7272 0.7295 0.7280
S2 0.7245 0.7245 0.7291
S3 0.7202 0.7229 0.7287
S4 0.7159 0.7186 0.7275
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 0.7262 0.0200 2.7% 0.0056 0.8% 19% False True 117,792
10 0.7462 0.7262 0.0200 2.7% 0.0044 0.6% 19% False True 99,092
20 0.7485 0.7262 0.0224 3.1% 0.0041 0.6% 17% False True 87,629
40 0.7489 0.7262 0.0228 3.1% 0.0038 0.5% 16% False True 44,240
60 0.7652 0.7262 0.0391 5.4% 0.0038 0.5% 9% False True 29,553
80 0.7652 0.7262 0.0391 5.4% 0.0038 0.5% 9% False True 22,214
100 0.7652 0.7262 0.0391 5.4% 0.0034 0.5% 9% False True 17,785
120 0.7652 0.7262 0.0391 5.4% 0.0032 0.4% 9% False True 14,823
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7417
1.618 0.7374
1.000 0.7348
0.618 0.7331
HIGH 0.7305
0.618 0.7288
0.500 0.7283
0.382 0.7278
LOW 0.7262
0.618 0.7235
1.000 0.7219
1.618 0.7192
2.618 0.7149
4.250 0.7079
Fisher Pivots for day following 05-Oct-2023
Pivot 1 day 3 day
R1 0.7293 0.7296
PP 0.7288 0.7294
S1 0.7283 0.7292

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

View Archives - Comment on this page... - Back to Index of Symbols