CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Apr-2023

Day Change Summary
	Previous	Current
	11-Apr-2023	12-Apr-2023	Change	Change %	Previous Week
Open	0.7448	0.7470	0.0022	0.3%	0.7471
High	0.7453	0.7471	0.0018	0.2%	0.7484
Low	0.7448	0.7466	0.0018	0.2%	0.7432
Close	0.7453	0.7471	0.0018	0.2%	0.7434
Range	0.0005	0.0006	0.0001	10.0%	0.0052
ATR	0.0030	0.0029	-0.0001	-2.9%	0.0000
Volume	1	6	5	500.0%	183

Daily Pivots for day following 12-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7486	0.7484	0.7474
R3	0.7480	0.7478	0.7473
R2	0.7475	0.7475	0.7472
R1	0.7473	0.7473	0.7472	0.7474
PP	0.7469	0.7469	0.7469	0.7470
S1	0.7467	0.7467	0.7470	0.7468
S2	0.7464	0.7464	0.7470
S3	0.7458	0.7462	0.7469
S4	0.7453	0.7456	0.7468

Weekly Pivots for week ending 07-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7604	0.7570	0.7462
R3	0.7553	0.7519	0.7448
R2	0.7501	0.7501	0.7443
R1	0.7467	0.7467	0.7438	0.7459
PP	0.7450	0.7450	0.7450	0.7445
S1	0.7416	0.7416	0.7429	0.7407
S2	0.7398	0.7398	0.7424
S3	0.7347	0.7364	0.7419
S4	0.7295	0.7313	0.7405

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7471	0.7409	0.0062	0.8%	0.0008	0.1%	100%	True	False	4
10	0.7484	0.7405	0.0079	1.1%	0.0010	0.1%	84%	False	False	20
20	0.7484	0.7274	0.0210	2.8%	0.0019	0.3%	94%	False	False	22
40	0.7495	0.7264	0.0231	3.1%	0.0023	0.3%	90%	False	False	35
60	0.7550	0.7264	0.0287	3.8%	0.0024	0.3%	72%	False	False	27

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0003
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7494
2.618	0.7485
1.618	0.7480
1.000	0.7477
0.618	0.7474
HIGH	0.7471
0.618	0.7469
0.500	0.7468
0.382	0.7468
LOW	0.7466
0.618	0.7462
1.000	0.7460
1.618	0.7457
2.618	0.7451
4.250	0.7442

Fisher Pivots for day following 12-Apr-2023
Pivot	1 day	3 day
R1	0.7470	0.7461
PP	0.7469	0.7450
S1	0.7468	0.7440

Download as Excel Spreadsheet

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

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