CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 0.7432 0.7395 -0.0038 -0.5% 0.7466
High 0.7438 0.7429 -0.0010 -0.1% 0.7466
Low 0.7420 0.7360 -0.0060 -0.8% 0.7360
Close 0.7420 0.7387 -0.0033 -0.4% 0.7387
Range 0.0018 0.0069 0.0051 280.6% 0.0106
ATR 0.0031 0.0033 0.0003 8.8% 0.0000
Volume 58 49 -9 -15.5% 109
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7597 0.7561 0.7425
R3 0.7529 0.7492 0.7406
R2 0.7460 0.7460 0.7400
R1 0.7424 0.7424 0.7393 0.7408
PP 0.7392 0.7392 0.7392 0.7384
S1 0.7355 0.7355 0.7381 0.7339
S2 0.7323 0.7323 0.7374
S3 0.7255 0.7287 0.7368
S4 0.7186 0.7218 0.7349
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7721 0.7659 0.7445
R3 0.7615 0.7554 0.7416
R2 0.7510 0.7510 0.7406
R1 0.7448 0.7448 0.7397 0.7426
PP 0.7404 0.7404 0.7404 0.7393
S1 0.7343 0.7343 0.7377 0.7321
S2 0.7299 0.7299 0.7368
S3 0.7193 0.7237 0.7358
S4 0.7088 0.7132 0.7329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7466 0.7360 0.0106 1.4% 0.0036 0.5% 26% False True 35
10 0.7532 0.7360 0.0172 2.3% 0.0026 0.4% 16% False True 18
20 0.7550 0.7360 0.0190 2.6% 0.0026 0.4% 14% False True 16
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7720
2.618 0.7608
1.618 0.7539
1.000 0.7497
0.618 0.7471
HIGH 0.7429
0.618 0.7402
0.500 0.7394
0.382 0.7386
LOW 0.7360
0.618 0.7318
1.000 0.7292
1.618 0.7249
2.618 0.7181
4.250 0.7069
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 0.7394 0.7399
PP 0.7392 0.7395
S1 0.7389 0.7391

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

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