CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 04-May-2023
Day Change Summary
Previous Current
03-May-2023 04-May-2023 Change Change % Previous Week
Open 0.7366 0.7375 0.0009 0.1% 0.7410
High 0.7387 0.7414 0.0027 0.4% 0.7419
Low 0.7366 0.7375 0.0009 0.1% 0.7349
Close 0.7387 0.7414 0.0027 0.4% 0.7419
Range 0.0021 0.0039 0.0018 85.7% 0.0070
ATR 0.0032 0.0033 0.0000 1.5% 0.0000
Volume 139 3 -136 -97.8% 58
Daily Pivots for day following 04-May-2023
Classic Woodie Camarilla DeMark
R4 0.7518 0.7505 0.7435
R3 0.7479 0.7466 0.7425
R2 0.7440 0.7440 0.7421
R1 0.7427 0.7427 0.7418 0.7434
PP 0.7401 0.7401 0.7401 0.7404
S1 0.7388 0.7388 0.7410 0.7395
S2 0.7362 0.7362 0.7407
S3 0.7323 0.7349 0.7403
S4 0.7284 0.7310 0.7393
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% 0.0035 0.5% 90% False False 33
10 0.7430 0.7349 0.0081 1.1% 0.0030 0.4% 80% False False 22
20 0.7545 0.7349 0.0196 2.6% 0.0022 0.3% 33% False False 12
40 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 53% False False 20
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 53% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7580
2.618 0.7516
1.618 0.7477
1.000 0.7453
0.618 0.7438
HIGH 0.7414
0.618 0.7399
0.500 0.7395
0.382 0.7390
LOW 0.7375
0.618 0.7351
1.000 0.7336
1.618 0.7312
2.618 0.7273
4.250 0.7209
Fisher Pivots for day following 04-May-2023
Pivot 1 day 3 day
R1 0.7408 0.7406
PP 0.7401 0.7398
S1 0.7395 0.7390

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

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