CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Apr-2023
Day Change Summary
Previous Current
20-Apr-2023 21-Apr-2023 Change Change % Previous Week
Open 0.7451 0.7430 -0.0021 -0.3% 0.7492
High 0.7451 0.7430 -0.0021 -0.3% 0.7496
Low 0.7451 0.7408 -0.0044 -0.6% 0.7408
Close 0.7451 0.7414 -0.0037 -0.5% 0.7414
Range 0.0000 0.0023 0.0023 0.0089
ATR 0.0029 0.0030 0.0001 3.5% 0.0000
Volume 0 2 2 4
Daily Pivots for day following 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7485 0.7472 0.7426
R3 0.7462 0.7449 0.7420
R2 0.7440 0.7440 0.7418
R1 0.7427 0.7427 0.7416 0.7422
PP 0.7417 0.7417 0.7417 0.7415
S1 0.7404 0.7404 0.7412 0.7400
S2 0.7395 0.7395 0.7410
S3 0.7372 0.7382 0.7408
S4 0.7350 0.7359 0.7402
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7705 0.7648 0.7463
R3 0.7616 0.7559 0.7438
R2 0.7528 0.7528 0.7430
R1 0.7471 0.7471 0.7422 0.7455
PP 0.7439 0.7439 0.7439 0.7431
S1 0.7382 0.7382 0.7406 0.7367
S2 0.7351 0.7351 0.7398
S3 0.7262 0.7294 0.7390
S4 0.7174 0.7205 0.7365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7496 0.7408 0.0089 1.2% 0.0005 0.1% 7% False True
10 0.7545 0.7408 0.0138 1.9% 0.0016 0.2% 5% False True 3
20 0.7545 0.7346 0.0200 2.7% 0.0013 0.2% 34% False False 14
40 0.7545 0.7264 0.0282 3.8% 0.0022 0.3% 53% False False 31
60 0.7550 0.7264 0.0287 3.9% 0.0023 0.3% 53% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7526
2.618 0.7489
1.618 0.7466
1.000 0.7453
0.618 0.7444
HIGH 0.7430
0.618 0.7421
0.500 0.7419
0.382 0.7416
LOW 0.7408
0.618 0.7394
1.000 0.7385
1.618 0.7371
2.618 0.7349
4.250 0.7312
Fisher Pivots for day following 21-Apr-2023
Pivot 1 day 3 day
R1 0.7419 0.7434
PP 0.7417 0.7427
S1 0.7416 0.7421

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

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