CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 0.7369 0.7364 -0.0005 -0.1% 0.7376
High 0.7376 0.7372 -0.0004 -0.1% 0.7382
Low 0.7348 0.7306 -0.0042 -0.6% 0.7262
Close 0.7359 0.7311 -0.0049 -0.7% 0.7330
Range 0.0028 0.0066 0.0038 135.7% 0.0120
ATR 0.0042 0.0044 0.0002 4.1% 0.0000
Volume 69,951 83,243 13,292 19.0% 544,869
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7527 0.7485 0.7347
R3 0.7461 0.7419 0.7329
R2 0.7395 0.7395 0.7323
R1 0.7353 0.7353 0.7317 0.7341
PP 0.7329 0.7329 0.7329 0.7323
S1 0.7287 0.7287 0.7304 0.7275
S2 0.7263 0.7263 0.7298
S3 0.7197 0.7221 0.7292
S4 0.7131 0.7155 0.7274
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 0.7282 0.0095 1.3% 0.0046 0.6% 31% False False 82,303
10 0.7462 0.7262 0.0200 2.7% 0.0051 0.7% 25% False False 100,048
20 0.7485 0.7262 0.0224 3.1% 0.0044 0.6% 22% False False 94,605
40 0.7485 0.7262 0.0224 3.1% 0.0040 0.5% 22% False False 54,506
60 0.7636 0.7262 0.0375 5.1% 0.0039 0.5% 13% False False 36,394
80 0.7652 0.7262 0.0391 5.3% 0.0038 0.5% 13% False False 27,339
100 0.7652 0.7262 0.0391 5.3% 0.0036 0.5% 13% False False 21,900
120 0.7652 0.7262 0.0391 5.3% 0.0034 0.5% 13% False False 18,253
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7652
2.618 0.7544
1.618 0.7478
1.000 0.7438
0.618 0.7412
HIGH 0.7372
0.618 0.7346
0.500 0.7339
0.382 0.7331
LOW 0.7306
0.618 0.7265
1.000 0.7240
1.618 0.7199
2.618 0.7133
4.250 0.7025
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 0.7339 0.7341
PP 0.7329 0.7331
S1 0.7320 0.7321

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.