CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-Oct-2023
Day Change Summary
Previous Current
17-Oct-2023 18-Oct-2023 Change Change % Previous Week
Open 0.7355 0.7334 -0.0021 -0.3% 0.7322
High 0.7355 0.7350 -0.0005 -0.1% 0.7377
Low 0.7304 0.7296 -0.0008 -0.1% 0.7306
Close 0.7334 0.7301 -0.0033 -0.4% 0.7327
Range 0.0052 0.0054 0.0003 4.9% 0.0071
ATR 0.0042 0.0043 0.0001 2.0% 0.0000
Volume 100,068 76,929 -23,139 -23.1% 386,282
Daily Pivots for day following 18-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7478 0.7443 0.7330
R3 0.7424 0.7389 0.7315
R2 0.7370 0.7370 0.7310
R1 0.7335 0.7335 0.7305 0.7325
PP 0.7316 0.7316 0.7316 0.7311
S1 0.7281 0.7281 0.7296 0.7271
S2 0.7262 0.7262 0.7291
S3 0.7208 0.7227 0.7286
S4 0.7154 0.7173 0.7271
Weekly Pivots for week ending 13-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7549 0.7509 0.7366
R3 0.7478 0.7438 0.7347
R2 0.7407 0.7407 0.7340
R1 0.7367 0.7367 0.7334 0.7387
PP 0.7336 0.7336 0.7336 0.7346
S1 0.7296 0.7296 0.7320 0.7316
S2 0.7265 0.7265 0.7314
S3 0.7194 0.7225 0.7307
S4 0.7123 0.7154 0.7288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7372 0.7296 0.0076 1.0% 0.0046 0.6% 6% False True 78,199
10 0.7377 0.7262 0.0115 1.6% 0.0044 0.6% 34% False False 81,468
20 0.7462 0.7262 0.0200 2.7% 0.0044 0.6% 20% False False 90,625
40 0.7485 0.7262 0.0224 3.1% 0.0041 0.6% 17% False False 62,185
60 0.7613 0.7262 0.0352 4.8% 0.0039 0.5% 11% False False 41,518
80 0.7652 0.7262 0.0391 5.3% 0.0039 0.5% 10% False False 31,181
100 0.7652 0.7262 0.0391 5.3% 0.0037 0.5% 10% False False 24,976
120 0.7652 0.7262 0.0391 5.3% 0.0035 0.5% 10% False False 20,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7580
2.618 0.7491
1.618 0.7437
1.000 0.7404
0.618 0.7383
HIGH 0.7350
0.618 0.7329
0.500 0.7323
0.382 0.7317
LOW 0.7296
0.618 0.7263
1.000 0.7242
1.618 0.7209
2.618 0.7155
4.250 0.7067
Fisher Pivots for day following 18-Oct-2023
Pivot 1 day 3 day
R1 0.7323 0.7326
PP 0.7316 0.7317
S1 0.7308 0.7309

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

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