CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-Oct-2023
Day Change Summary
Previous Current
10-Oct-2023 11-Oct-2023 Change Change % Previous Week
Open 0.7365 0.7369 0.0004 0.1% 0.7376
High 0.7377 0.7376 -0.0001 0.0% 0.7382
Low 0.7351 0.7348 -0.0004 0.0% 0.7262
Close 0.7366 0.7359 -0.0007 -0.1% 0.7330
Range 0.0026 0.0028 0.0003 9.8% 0.0120
ATR 0.0043 0.0042 -0.0001 -2.5% 0.0000
Volume 93,049 69,951 -23,098 -24.8% 544,869
Daily Pivots for day following 11-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7445 0.7430 0.7374
R3 0.7417 0.7402 0.7367
R2 0.7389 0.7389 0.7364
R1 0.7374 0.7374 0.7362 0.7367
PP 0.7361 0.7361 0.7361 0.7357
S1 0.7346 0.7346 0.7356 0.7339
S2 0.7333 0.7333 0.7354
S3 0.7305 0.7318 0.7351
S4 0.7277 0.7290 0.7344
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7684 0.7627 0.7396
R3 0.7564 0.7507 0.7363
R2 0.7444 0.7444 0.7352
R1 0.7387 0.7387 0.7341 0.7356
PP 0.7324 0.7324 0.7324 0.7309
S1 0.7267 0.7267 0.7319 0.7236
S2 0.7204 0.7204 0.7308
S3 0.7084 0.7147 0.7297
S4 0.6964 0.7027 0.7264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7377 0.7262 0.0115 1.6% 0.0041 0.6% 85% False False 84,738
10 0.7462 0.7262 0.0200 2.7% 0.0047 0.6% 49% False False 99,842
20 0.7485 0.7262 0.0224 3.0% 0.0042 0.6% 44% False False 95,045
40 0.7485 0.7262 0.0224 3.0% 0.0039 0.5% 44% False False 52,429
60 0.7636 0.7262 0.0375 5.1% 0.0038 0.5% 26% False False 35,010
80 0.7652 0.7262 0.0391 5.3% 0.0038 0.5% 25% False False 26,300
100 0.7652 0.7262 0.0391 5.3% 0.0035 0.5% 25% False False 21,067
120 0.7652 0.7262 0.0391 5.3% 0.0034 0.5% 25% False False 17,559
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7495
2.618 0.7449
1.618 0.7421
1.000 0.7404
0.618 0.7393
HIGH 0.7376
0.618 0.7365
0.500 0.7362
0.382 0.7358
LOW 0.7348
0.618 0.7330
1.000 0.7320
1.618 0.7302
2.618 0.7274
4.250 0.7229
Fisher Pivots for day following 11-Oct-2023
Pivot 1 day 3 day
R1 0.7362 0.7355
PP 0.7361 0.7351
S1 0.7360 0.7346

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

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