CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 0.7487 0.7550 0.0063 0.8% 0.7501
High 0.7544 0.7550 0.0007 0.1% 0.7546
Low 0.7473 0.7516 0.0043 0.6% 0.7486
Close 0.7544 0.7547 0.0004 0.0% 0.7546
Range 0.0071 0.0034 -0.0037 -51.8% 0.0060
ATR
Volume 8 27 19 237.5% 39
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7640 0.7627 0.7566
R3 0.7606 0.7593 0.7556
R2 0.7572 0.7572 0.7553
R1 0.7559 0.7559 0.7550 0.7549
PP 0.7538 0.7538 0.7538 0.7532
S1 0.7525 0.7525 0.7544 0.7515
S2 0.7504 0.7504 0.7541
S3 0.7470 0.7491 0.7538
S4 0.7436 0.7457 0.7528
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 0.7550 0.7473 0.0077 1.0% 0.0036 0.5% 96% True False 17
10 0.7550 0.7445 0.0106 1.4% 0.0026 0.3% 97% True False 13
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7639
1.618 0.7605
1.000 0.7584
0.618 0.7571
HIGH 0.7550
0.618 0.7537
0.500 0.7533
0.382 0.7529
LOW 0.7516
0.618 0.7495
1.000 0.7482
1.618 0.7461
2.618 0.7427
4.250 0.7372
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 0.7542 0.7535
PP 0.7538 0.7523
S1 0.7533 0.7512

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

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