CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 24-Apr-2023
Day Change Summary
Previous Current
21-Apr-2023 24-Apr-2023 Change Change % Previous Week
Open 0.7430 0.7410 -0.0020 -0.3% 0.7492
High 0.7430 0.7417 -0.0013 -0.2% 0.7496
Low 0.7408 0.7405 -0.0003 0.0% 0.7408
Close 0.7414 0.7417 0.0003 0.0% 0.7414
Range 0.0023 0.0012 -0.0011 -46.7% 0.0089
ATR 0.0030 0.0029 -0.0001 -4.3% 0.0000
Volume 2 6 4 200.0% 4
Daily Pivots for day following 24-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7449 0.7445 0.7424
R3 0.7437 0.7433 0.7420
R2 0.7425 0.7425 0.7419
R1 0.7421 0.7421 0.7418 0.7423
PP 0.7413 0.7413 0.7413 0.7414
S1 0.7409 0.7409 0.7416 0.7411
S2 0.7401 0.7401 0.7415
S3 0.7389 0.7397 0.7414
S4 0.7377 0.7385 0.7410
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 0.7405 0.0091 1.2% 0.0007 0.1% 13% False True 2
10 0.7545 0.7405 0.0140 1.9% 0.0015 0.2% 9% False True 3
20 0.7545 0.7362 0.0183 2.5% 0.0013 0.2% 30% False False 14
40 0.7545 0.7264 0.0282 3.8% 0.0022 0.3% 55% False False 31
60 0.7550 0.7264 0.0287 3.9% 0.0023 0.3% 54% False False 26
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7468
2.618 0.7448
1.618 0.7436
1.000 0.7429
0.618 0.7424
HIGH 0.7417
0.618 0.7412
0.500 0.7411
0.382 0.7410
LOW 0.7405
0.618 0.7398
1.000 0.7393
1.618 0.7386
2.618 0.7374
4.250 0.7354
Fisher Pivots for day following 24-Apr-2023
Pivot 1 day 3 day
R1 0.7415 0.7428
PP 0.7413 0.7424
S1 0.7411 0.7421

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

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