CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-May-2023
Day Change Summary
Previous Current
28-Apr-2023 01-May-2023 Change Change % Previous Week
Open 0.7355 0.7417 0.0062 0.8% 0.7410
High 0.7419 0.7421 0.0003 0.0% 0.7419
Low 0.7349 0.7400 0.0051 0.7% 0.7349
Close 0.7419 0.7415 -0.0004 0.0% 0.7419
Range 0.0070 0.0021 -0.0049 -69.8% 0.0070
ATR 0.0033 0.0032 -0.0001 -2.6% 0.0000
Volume 5 9 4 80.0% 58
Daily Pivots for day following 01-May-2023
Classic Woodie Camarilla DeMark
R4 0.7475 0.7466 0.7427
R3 0.7454 0.7445 0.7421
R2 0.7433 0.7433 0.7419
R1 0.7424 0.7424 0.7417 0.7418
PP 0.7412 0.7412 0.7412 0.7409
S1 0.7403 0.7403 0.7413 0.7397
S2 0.7391 0.7391 0.7411
S3 0.7370 0.7382 0.7409
S4 0.7349 0.7361 0.7403
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 0.7421 0.7349 0.0072 1.0% 0.0036 0.5% 92% True False 12
10 0.7496 0.7349 0.0147 2.0% 0.0022 0.3% 45% False False 7
20 0.7545 0.7349 0.0196 2.6% 0.0018 0.2% 34% False False 14
40 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 54% False False 27
60 0.7545 0.7264 0.0282 3.8% 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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7510
2.618 0.7476
1.618 0.7455
1.000 0.7442
0.618 0.7434
HIGH 0.7421
0.618 0.7413
0.500 0.7411
0.382 0.7408
LOW 0.7400
0.618 0.7387
1.000 0.7379
1.618 0.7366
2.618 0.7345
4.250 0.7311
Fisher Pivots for day following 01-May-2023
Pivot 1 day 3 day
R1 0.7414 0.7405
PP 0.7412 0.7395
S1 0.7411 0.7385

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

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