CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 19-Oct-2023
Day Change Summary
Previous Current
18-Oct-2023 19-Oct-2023 Change Change % Previous Week
Open 0.7334 0.7298 -0.0036 -0.5% 0.7322
High 0.7350 0.7316 -0.0034 -0.5% 0.7377
Low 0.7296 0.7284 -0.0013 -0.2% 0.7306
Close 0.7301 0.7295 -0.0006 -0.1% 0.7327
Range 0.0054 0.0033 -0.0022 -39.8% 0.0071
ATR 0.0043 0.0042 -0.0001 -1.8% 0.0000
Volume 76,929 97,404 20,475 26.6% 386,282
Daily Pivots for day following 19-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7396 0.7378 0.7312
R3 0.7363 0.7345 0.7303
R2 0.7331 0.7331 0.7300
R1 0.7313 0.7313 0.7297 0.7305
PP 0.7298 0.7298 0.7298 0.7294
S1 0.7280 0.7280 0.7292 0.7273
S2 0.7266 0.7266 0.7289
S3 0.7233 0.7248 0.7286
S4 0.7201 0.7215 0.7277
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 0.7356 0.7284 0.0072 1.0% 0.0039 0.5% 15% False True 81,031
10 0.7377 0.7282 0.0095 1.3% 0.0043 0.6% 14% False False 81,667
20 0.7462 0.7262 0.0200 2.7% 0.0043 0.6% 17% False False 90,380
40 0.7485 0.7262 0.0224 3.1% 0.0041 0.6% 15% False False 64,610
60 0.7613 0.7262 0.0352 4.8% 0.0039 0.5% 9% False False 43,141
80 0.7652 0.7262 0.0391 5.4% 0.0039 0.5% 8% False False 32,395
100 0.7652 0.7262 0.0391 5.4% 0.0037 0.5% 8% False False 25,950
120 0.7652 0.7262 0.0391 5.4% 0.0034 0.5% 8% False False 21,628
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 0.0009
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7454
2.618 0.7401
1.618 0.7369
1.000 0.7349
0.618 0.7336
HIGH 0.7316
0.618 0.7304
0.500 0.7300
0.382 0.7296
LOW 0.7284
0.618 0.7263
1.000 0.7251
1.618 0.7231
2.618 0.7198
4.250 0.7145
Fisher Pivots for day following 19-Oct-2023
Pivot 1 day 3 day
R1 0.7300 0.7319
PP 0.7298 0.7311
S1 0.7296 0.7303

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

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