CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 06-Feb-2023
Day Change Summary
Previous Current
03-Feb-2023 06-Feb-2023 Change Change % Previous Week
Open 0.7501 0.7478 -0.0023 -0.3% 0.7522
High 0.7534 0.7478 -0.0056 -0.7% 0.7550
Low 0.7481 0.7472 -0.0009 -0.1% 0.7473
Close 0.7501 0.7473 -0.0028 -0.4% 0.7501
Range 0.0054 0.0006 -0.0048 -88.8% 0.0077
ATR 0.0034 0.0033 0.0000 -1.1% 0.0000
Volume 0 29 29 59
Daily Pivots for day following 06-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7492 0.7488 0.7476
R3 0.7486 0.7482 0.7474
R2 0.7480 0.7480 0.7474
R1 0.7476 0.7476 0.7473 0.7475
PP 0.7474 0.7474 0.7474 0.7474
S1 0.7470 0.7470 0.7472 0.7469
S2 0.7468 0.7468 0.7471
S3 0.7462 0.7464 0.7471
S4 0.7456 0.7458 0.7469
Weekly Pivots for week ending 03-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7739 0.7697 0.7543
R3 0.7662 0.7620 0.7522
R2 0.7585 0.7585 0.7515
R1 0.7543 0.7543 0.7508 0.7525
PP 0.7508 0.7508 0.7508 0.7499
S1 0.7466 0.7466 0.7493 0.7448
S2 0.7431 0.7431 0.7486
S3 0.7354 0.7389 0.7479
S4 0.7277 0.7312 0.7458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7550 0.7472 0.0078 1.0% 0.0033 0.4% 1% False True 12
10 0.7550 0.7472 0.0078 1.0% 0.0025 0.3% 1% False True 12
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7504
2.618 0.7494
1.618 0.7488
1.000 0.7484
0.618 0.7482
HIGH 0.7478
0.618 0.7476
0.500 0.7475
0.382 0.7474
LOW 0.7472
0.618 0.7468
1.000 0.7466
1.618 0.7462
2.618 0.7456
4.250 0.7447
Fisher Pivots for day following 06-Feb-2023
Pivot 1 day 3 day
R1 0.7475 0.7503
PP 0.7474 0.7493
S1 0.7473 0.7483

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

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