CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 02-May-2023
Day Change Summary
Previous Current
01-May-2023 02-May-2023 Change Change % Previous Week
Open 0.7417 0.7390 -0.0027 -0.4% 0.7410
High 0.7421 0.7390 -0.0031 -0.4% 0.7419
Low 0.7400 0.7367 -0.0033 -0.4% 0.7349
Close 0.7415 0.7370 -0.0046 -0.6% 0.7419
Range 0.0021 0.0023 0.0002 9.5% 0.0070
ATR 0.0032 0.0033 0.0001 3.5% 0.0000
Volume 9 9 0 0.0% 58
Daily Pivots for day following 02-May-2023
Classic Woodie Camarilla DeMark
R4 0.7445 0.7430 0.7382
R3 0.7422 0.7407 0.7376
R2 0.7399 0.7399 0.7374
R1 0.7384 0.7384 0.7372 0.7380
PP 0.7376 0.7376 0.7376 0.7373
S1 0.7361 0.7361 0.7367 0.7357
S2 0.7353 0.7353 0.7365
S3 0.7330 0.7338 0.7363
S4 0.7307 0.7315 0.7357
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% 0.0030 0.4% 28% False False 6
10 0.7460 0.7349 0.0111 1.5% 0.0024 0.3% 18% False False 8
20 0.7545 0.7349 0.0196 2.7% 0.0019 0.3% 10% False False 6
40 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 38% False False 21
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 38% False False 26
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7488
2.618 0.7450
1.618 0.7427
1.000 0.7413
0.618 0.7404
HIGH 0.7390
0.618 0.7381
0.500 0.7379
0.382 0.7376
LOW 0.7367
0.618 0.7353
1.000 0.7344
1.618 0.7330
2.618 0.7307
4.250 0.7269
Fisher Pivots for day following 02-May-2023
Pivot 1 day 3 day
R1 0.7379 0.7385
PP 0.7376 0.7380
S1 0.7373 0.7375

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

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