CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-May-2023
Day Change Summary
Previous Current
04-May-2023 05-May-2023 Change Change % Previous Week
Open 0.7375 0.7447 0.0072 1.0% 0.7417
High 0.7414 0.7507 0.0093 1.2% 0.7507
Low 0.7375 0.7447 0.0072 1.0% 0.7366
Close 0.7414 0.7507 0.0093 1.2% 0.7507
Range 0.0039 0.0060 0.0021 53.8% 0.0141
ATR 0.0033 0.0037 0.0004 13.0% 0.0000
Volume 3 16 13 433.3% 176
Daily Pivots for day following 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7667 0.7647 0.7540
R3 0.7607 0.7587 0.7523
R2 0.7547 0.7547 0.7518
R1 0.7527 0.7527 0.7512 0.7537
PP 0.7487 0.7487 0.7487 0.7492
S1 0.7467 0.7467 0.7501 0.7477
S2 0.7427 0.7427 0.7496
S3 0.7367 0.7407 0.7490
S4 0.7307 0.7347 0.7474
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7881 0.7834 0.7584
R3 0.7741 0.7694 0.7545
R2 0.7600 0.7600 0.7532
R1 0.7553 0.7553 0.7519 0.7577
PP 0.7460 0.7460 0.7460 0.7471
S1 0.7413 0.7413 0.7494 0.7436
S2 0.7319 0.7319 0.7481
S3 0.7179 0.7272 0.7468
S4 0.7038 0.7132 0.7429
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7366 0.0141 1.9% 0.0033 0.4% 100% True False 35
10 0.7507 0.7349 0.0158 2.1% 0.0034 0.4% 100% True False 23
20 0.7545 0.7349 0.0196 2.6% 0.0025 0.3% 80% False False 13
40 0.7545 0.7270 0.0275 3.7% 0.0023 0.3% 86% False False 19
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 86% False False 27
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7762
2.618 0.7664
1.618 0.7604
1.000 0.7567
0.618 0.7544
HIGH 0.7507
0.618 0.7484
0.500 0.7477
0.382 0.7469
LOW 0.7447
0.618 0.7409
1.000 0.7387
1.618 0.7349
2.618 0.7289
4.250 0.7192
Fisher Pivots for day following 05-May-2023
Pivot 1 day 3 day
R1 0.7497 0.7483
PP 0.7487 0.7460
S1 0.7477 0.7436

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

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