CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 08-May-2023
Day Change Summary
Previous Current
05-May-2023 08-May-2023 Change Change % Previous Week
Open 0.7447 0.7504 0.0057 0.8% 0.7417
High 0.7507 0.7533 0.0027 0.4% 0.7507
Low 0.7447 0.7504 0.0057 0.8% 0.7366
Close 0.7507 0.7509 0.0002 0.0% 0.7507
Range 0.0060 0.0030 -0.0031 -50.8% 0.0141
ATR 0.0037 0.0037 -0.0001 -1.5% 0.0000
Volume 16 21 5 31.3% 176
Daily Pivots for day following 08-May-2023
Classic Woodie Camarilla DeMark
R4 0.7604 0.7586 0.7525
R3 0.7574 0.7556 0.7517
R2 0.7545 0.7545 0.7514
R1 0.7527 0.7527 0.7511 0.7536
PP 0.7515 0.7515 0.7515 0.7520
S1 0.7497 0.7497 0.7506 0.7506
S2 0.7486 0.7486 0.7503
S3 0.7456 0.7468 0.7500
S4 0.7427 0.7438 0.7492
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 0.7533 0.7366 0.0167 2.2% 0.0035 0.5% 85% True False 37
10 0.7533 0.7349 0.0184 2.5% 0.0035 0.5% 87% True False 24
20 0.7545 0.7349 0.0196 2.6% 0.0025 0.3% 81% False False 14
40 0.7545 0.7270 0.0275 3.7% 0.0023 0.3% 87% False False 20
60 0.7545 0.7264 0.0282 3.7% 0.0024 0.3% 87% 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 False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7658
2.618 0.7610
1.618 0.7581
1.000 0.7563
0.618 0.7551
HIGH 0.7533
0.618 0.7522
0.500 0.7518
0.382 0.7515
LOW 0.7504
0.618 0.7485
1.000 0.7474
1.618 0.7456
2.618 0.7426
4.250 0.7378
Fisher Pivots for day following 08-May-2023
Pivot 1 day 3 day
R1 0.7518 0.7490
PP 0.7515 0.7472
S1 0.7512 0.7454

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

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