CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 13-Apr-2023
Day Change Summary
Previous Current
12-Apr-2023 13-Apr-2023 Change Change % Previous Week
Open 0.7470 0.7489 0.0019 0.2% 0.7471
High 0.7471 0.7545 0.0074 1.0% 0.7484
Low 0.7466 0.7489 0.0023 0.3% 0.7432
Close 0.7471 0.7525 0.0054 0.7% 0.7434
Range 0.0006 0.0057 0.0051 927.3% 0.0052
ATR 0.0029 0.0032 0.0003 10.9% 0.0000
Volume 6 11 5 83.3% 183
Daily Pivots for day following 13-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7689 0.7663 0.7556
R3 0.7632 0.7607 0.7540
R2 0.7576 0.7576 0.7535
R1 0.7550 0.7550 0.7530 0.7563
PP 0.7519 0.7519 0.7519 0.7526
S1 0.7494 0.7494 0.7519 0.7507
S2 0.7463 0.7463 0.7514
S3 0.7406 0.7437 0.7509
S4 0.7350 0.7381 0.7493
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 0.7545 0.7409 0.0136 1.8% 0.0019 0.2% 85% True False 6
10 0.7545 0.7405 0.0141 1.9% 0.0015 0.2% 85% True False 21
20 0.7545 0.7274 0.0271 3.6% 0.0021 0.3% 92% True False 22
40 0.7545 0.7264 0.0282 3.7% 0.0025 0.3% 93% True False 35
60 0.7550 0.7264 0.0287 3.8% 0.0024 0.3% 91% False False 27
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 0.0003
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 0.7785
2.618 0.7693
1.618 0.7636
1.000 0.7602
0.618 0.7580
HIGH 0.7545
0.618 0.7523
0.500 0.7517
0.382 0.7510
LOW 0.7489
0.618 0.7454
1.000 0.7432
1.618 0.7397
2.618 0.7341
4.250 0.7248
Fisher Pivots for day following 13-Apr-2023
Pivot 1 day 3 day
R1 0.7522 0.7515
PP 0.7519 0.7506
S1 0.7517 0.7497

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

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