CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 0.7522 0.7487 -0.0035 -0.5% 0.7501
High 0.7522 0.7544 0.0022 0.3% 0.7546
Low 0.7502 0.7473 -0.0029 -0.4% 0.7486
Close 0.7502 0.7544 0.0042 0.6% 0.7546
Range 0.0021 0.0071 0.0050 243.9% 0.0060
ATR
Volume 24 8 -16 -66.7% 39
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7732 0.7708 0.7582
R3 0.7661 0.7638 0.7563
R2 0.7591 0.7591 0.7556
R1 0.7567 0.7567 0.7550 0.7579
PP 0.7520 0.7520 0.7520 0.7526
S1 0.7497 0.7497 0.7537 0.7508
S2 0.7450 0.7450 0.7531
S3 0.7379 0.7426 0.7524
S4 0.7309 0.7356 0.7505
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7704 0.7684 0.7578
R3 0.7645 0.7625 0.7562
R2 0.7585 0.7585 0.7556
R1 0.7565 0.7565 0.7551 0.7575
PP 0.7526 0.7526 0.7526 0.7531
S1 0.7506 0.7506 0.7540 0.7516
S2 0.7466 0.7466 0.7535
S3 0.7407 0.7446 0.7529
S4 0.7347 0.7387 0.7513
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7546 0.7473 0.0073 1.0% 0.0032 0.4% 97% False True 14
10 0.7546 0.7445 0.0101 1.3% 0.0027 0.4% 98% False False 11
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7843
2.618 0.7728
1.618 0.7658
1.000 0.7614
0.618 0.7587
HIGH 0.7544
0.618 0.7517
0.500 0.7508
0.382 0.7500
LOW 0.7473
0.618 0.7429
1.000 0.7403
1.618 0.7359
2.618 0.7288
4.250 0.7173
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 0.7532 0.7532
PP 0.7520 0.7521
S1 0.7508 0.7509

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

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