CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 28-Apr-2023
Day Change Summary
Previous Current
27-Apr-2023 28-Apr-2023 Change Change % Previous Week
Open 0.7372 0.7355 -0.0017 -0.2% 0.7410
High 0.7383 0.7419 0.0036 0.5% 0.7419
Low 0.7372 0.7349 -0.0023 -0.3% 0.7349
Close 0.7383 0.7419 0.0036 0.5% 0.7419
Range 0.0011 0.0070 0.0059 561.9% 0.0070
ATR 0.0030 0.0033 0.0003 9.3% 0.0000
Volume 5 5 0 0.0% 58
Daily Pivots for day following 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7604 0.7581 0.7457
R3 0.7534 0.7511 0.7438
R2 0.7465 0.7465 0.7431
R1 0.7442 0.7442 0.7425 0.7453
PP 0.7395 0.7395 0.7395 0.7401
S1 0.7372 0.7372 0.7412 0.7384
S2 0.7326 0.7326 0.7406
S3 0.7256 0.7303 0.7399
S4 0.7187 0.7233 0.7380
Weekly Pivots for week ending 28-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7604 0.7581 0.7457
R3 0.7534 0.7511 0.7438
R2 0.7465 0.7465 0.7431
R1 0.7442 0.7442 0.7425 0.7453
PP 0.7395 0.7395 0.7395 0.7401
S1 0.7372 0.7372 0.7412 0.7384
S2 0.7326 0.7326 0.7406
S3 0.7256 0.7303 0.7399
S4 0.7187 0.7233 0.7380
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7419 0.7349 0.0070 0.9% 0.0034 0.5% 100% True True 11
10 0.7496 0.7349 0.0147 2.0% 0.0020 0.3% 47% False True 6
20 0.7545 0.7349 0.0196 2.6% 0.0018 0.2% 35% False True 13
40 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 55% False False 29
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 55% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 0.7714
2.618 0.7600
1.618 0.7531
1.000 0.7488
0.618 0.7461
HIGH 0.7419
0.618 0.7392
0.500 0.7384
0.382 0.7376
LOW 0.7349
0.618 0.7306
1.000 0.7280
1.618 0.7237
2.618 0.7167
4.250 0.7054
Fisher Pivots for day following 28-Apr-2023
Pivot 1 day 3 day
R1 0.7407 0.7407
PP 0.7395 0.7395
S1 0.7384 0.7384

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

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