CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 04-Apr-2023
Day Change Summary
Previous Current
03-Apr-2023 04-Apr-2023 Change Change % Previous Week
Open 0.7471 0.7460 -0.0011 -0.1% 0.7346
High 0.7484 0.7460 -0.0024 -0.3% 0.7426
Low 0.7456 0.7460 0.0004 0.0% 0.7346
Close 0.7484 0.7460 -0.0024 -0.3% 0.7420
Range 0.0028 0.0000 -0.0028 -100.0% 0.0080
ATR 0.0037 0.0036 -0.0001 -2.5% 0.0000
Volume 5 160 155 3,100.0% 74
Daily Pivots for day following 04-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7460 0.7460 0.7460
R3 0.7460 0.7460 0.7460
R2 0.7460 0.7460 0.7460
R1 0.7460 0.7460 0.7460 0.7460
PP 0.7460 0.7460 0.7460 0.7460
S1 0.7460 0.7460 0.7460 0.7460
S2 0.7460 0.7460 0.7460
S3 0.7460 0.7460 0.7460
S4 0.7460 0.7460 0.7460
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7637 0.7609 0.7464
R3 0.7557 0.7529 0.7442
R2 0.7477 0.7477 0.7435
R1 0.7449 0.7449 0.7427 0.7463
PP 0.7397 0.7397 0.7397 0.7404
S1 0.7369 0.7369 0.7413 0.7383
S2 0.7317 0.7317 0.7405
S3 0.7237 0.7289 0.7398
S4 0.7157 0.7209 0.7376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7484 0.7388 0.0096 1.3% 0.0014 0.2% 75% False False 37
10 0.7484 0.7274 0.0210 2.8% 0.0022 0.3% 89% False False 34
20 0.7484 0.7264 0.0220 2.9% 0.0026 0.4% 89% False False 36
40 0.7532 0.7264 0.0268 3.6% 0.0025 0.3% 73% False False 35
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 0.7460
2.618 0.7460
1.618 0.7460
1.000 0.7460
0.618 0.7460
HIGH 0.7460
0.618 0.7460
0.500 0.7460
0.382 0.7460
LOW 0.7460
0.618 0.7460
1.000 0.7460
1.618 0.7460
2.618 0.7460
4.250 0.7460
Fisher Pivots for day following 04-Apr-2023
Pivot 1 day 3 day
R1 0.7460 0.7454
PP 0.7460 0.7449
S1 0.7460 0.7444

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

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