CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 20-Oct-2023
Day Change Summary
Previous Current
19-Oct-2023 20-Oct-2023 Change Change % Previous Week
Open 0.7298 0.7295 -0.0003 0.0% 0.7331
High 0.7316 0.7321 0.0005 0.1% 0.7356
Low 0.7284 0.7287 0.0003 0.0% 0.7284
Close 0.7295 0.7304 0.0009 0.1% 0.7304
Range 0.0033 0.0035 0.0002 6.2% 0.0072
ATR 0.0042 0.0042 -0.0001 -1.3% 0.0000
Volume 97,404 82,844 -14,560 -14.9% 413,894
Daily Pivots for day following 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7407 0.7390 0.7322
R3 0.7373 0.7355 0.7313
R2 0.7338 0.7338 0.7310
R1 0.7321 0.7321 0.7307 0.7330
PP 0.7304 0.7304 0.7304 0.7308
S1 0.7286 0.7286 0.7300 0.7295
S2 0.7269 0.7269 0.7297
S3 0.7235 0.7252 0.7294
S4 0.7200 0.7217 0.7285
Weekly Pivots for week ending 20-Oct-2023
Classic Woodie Camarilla DeMark
R4 0.7530 0.7489 0.7343
R3 0.7458 0.7417 0.7323
R2 0.7386 0.7386 0.7317
R1 0.7345 0.7345 0.7310 0.7330
PP 0.7314 0.7314 0.7314 0.7307
S1 0.7273 0.7273 0.7297 0.7258
S2 0.7242 0.7242 0.7290
S3 0.7170 0.7201 0.7284
S4 0.7098 0.7129 0.7264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7356 0.7284 0.0072 1.0% 0.0040 0.6% 28% False False 82,778
10 0.7377 0.7284 0.0093 1.3% 0.0041 0.6% 22% False False 80,017
20 0.7462 0.7262 0.0200 2.7% 0.0043 0.6% 21% False False 89,861
40 0.7485 0.7262 0.0224 3.1% 0.0041 0.6% 19% False False 66,669
60 0.7613 0.7262 0.0352 4.8% 0.0039 0.5% 12% False False 44,519
80 0.7652 0.7262 0.0391 5.3% 0.0039 0.5% 11% False False 33,428
100 0.7652 0.7262 0.0391 5.3% 0.0037 0.5% 11% False False 26,775
120 0.7652 0.7262 0.0391 5.3% 0.0034 0.5% 11% False False 22,319
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7468
2.618 0.7411
1.618 0.7377
1.000 0.7356
0.618 0.7342
HIGH 0.7321
0.618 0.7308
0.500 0.7304
0.382 0.7300
LOW 0.7287
0.618 0.7265
1.000 0.7252
1.618 0.7231
2.618 0.7196
4.250 0.7140
Fisher Pivots for day following 20-Oct-2023
Pivot 1 day 3 day
R1 0.7304 0.7317
PP 0.7304 0.7312
S1 0.7304 0.7308

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

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