CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 03-May-2023
Day Change Summary
Previous Current
02-May-2023 03-May-2023 Change Change % Previous Week
Open 0.7390 0.7366 -0.0024 -0.3% 0.7410
High 0.7390 0.7387 -0.0003 0.0% 0.7419
Low 0.7367 0.7366 -0.0001 0.0% 0.7349
Close 0.7370 0.7387 0.0018 0.2% 0.7419
Range 0.0023 0.0021 -0.0002 -8.7% 0.0070
ATR 0.0033 0.0032 -0.0001 -2.6% 0.0000
Volume 9 139 130 1,444.4% 58
Daily Pivots for day following 03-May-2023
Classic Woodie Camarilla DeMark
R4 0.7443 0.7436 0.7399
R3 0.7422 0.7415 0.7393
R2 0.7401 0.7401 0.7391
R1 0.7394 0.7394 0.7389 0.7398
PP 0.7380 0.7380 0.7380 0.7382
S1 0.7373 0.7373 0.7385 0.7377
S2 0.7359 0.7359 0.7383
S3 0.7338 0.7352 0.7381
S4 0.7317 0.7331 0.7375
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% 0.0029 0.4% 53% False False 33
10 0.7451 0.7349 0.0102 1.4% 0.0026 0.3% 37% False False 21
20 0.7545 0.7349 0.0196 2.7% 0.0020 0.3% 19% False False 12
40 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 44% False False 20
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 44% False False 27
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 True
Bear Hook True
Bull Hook False
Stretch 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7476
2.618 0.7442
1.618 0.7421
1.000 0.7408
0.618 0.7400
HIGH 0.7387
0.618 0.7379
0.500 0.7377
0.382 0.7374
LOW 0.7366
0.618 0.7353
1.000 0.7345
1.618 0.7332
2.618 0.7311
4.250 0.7277
Fisher Pivots for day following 03-May-2023
Pivot 1 day 3 day
R1 0.7384 0.7394
PP 0.7380 0.7391
S1 0.7377 0.7389

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

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