CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 20-Nov-2023
Day Change Summary
Previous Current
17-Nov-2023 20-Nov-2023 Change Change % Previous Week
Open 0.7273 0.7293 0.0021 0.3% 0.7250
High 0.7298 0.7307 0.0009 0.1% 0.7327
Low 0.7265 0.7276 0.0011 0.2% 0.7227
Close 0.7292 0.7290 -0.0003 0.0% 0.7292
Range 0.0034 0.0032 -0.0002 -6.0% 0.0100
ATR 0.0043 0.0042 -0.0001 -1.9% 0.0000
Volume 60,244 53,502 -6,742 -11.2% 348,048
Daily Pivots for day following 20-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7385 0.7369 0.7307
R3 0.7354 0.7337 0.7298
R2 0.7322 0.7322 0.7295
R1 0.7306 0.7306 0.7292 0.7298
PP 0.7291 0.7291 0.7291 0.7287
S1 0.7274 0.7274 0.7287 0.7267
S2 0.7259 0.7259 0.7284
S3 0.7228 0.7243 0.7281
S4 0.7196 0.7211 0.7272
Weekly Pivots for week ending 17-Nov-2023
Classic Woodie Camarilla DeMark
R4 0.7582 0.7537 0.7347
R3 0.7482 0.7437 0.7320
R2 0.7382 0.7382 0.7310
R1 0.7337 0.7337 0.7301 0.7360
PP 0.7282 0.7282 0.7282 0.7293
S1 0.7237 0.7237 0.7283 0.7260
S2 0.7182 0.7182 0.7274
S3 0.7082 0.7137 0.7265
S4 0.6982 0.7037 0.7237
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7327 0.7227 0.0100 1.4% 0.0046 0.6% 63% False False 71,806
10 0.7327 0.7221 0.0106 1.5% 0.0041 0.6% 65% False False 65,803
20 0.7341 0.7199 0.0143 2.0% 0.0042 0.6% 64% False False 76,591
40 0.7462 0.7199 0.0263 3.6% 0.0043 0.6% 35% False False 83,608
60 0.7485 0.7199 0.0287 3.9% 0.0041 0.6% 32% False False 71,330
80 0.7613 0.7199 0.0415 5.7% 0.0040 0.5% 22% False False 53,560
100 0.7652 0.7199 0.0454 6.2% 0.0039 0.5% 20% False False 42,879
120 0.7652 0.7199 0.0454 6.2% 0.0038 0.5% 20% False False 35,759
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 0.7441
2.618 0.7389
1.618 0.7358
1.000 0.7339
0.618 0.7326
HIGH 0.7307
0.618 0.7295
0.500 0.7291
0.382 0.7288
LOW 0.7276
0.618 0.7256
1.000 0.7244
1.618 0.7225
2.618 0.7193
4.250 0.7142
Fisher Pivots for day following 20-Nov-2023
Pivot 1 day 3 day
R1 0.7291 0.7289
PP 0.7291 0.7289
S1 0.7290 0.7288

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

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