CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 09-May-2023
Day Change Summary
Previous Current
08-May-2023 09-May-2023 Change Change % Previous Week
Open 0.7504 0.7490 -0.0014 -0.2% 0.7417
High 0.7533 0.7505 -0.0028 -0.4% 0.7507
Low 0.7504 0.7490 -0.0014 -0.2% 0.7366
Close 0.7509 0.7505 -0.0004 0.0% 0.7507
Range 0.0030 0.0016 -0.0014 -47.5% 0.0141
ATR 0.0037 0.0035 -0.0001 -3.4% 0.0000
Volume 21 8 -13 -61.9% 176
Daily Pivots for day following 09-May-2023
Classic Woodie Camarilla DeMark
R4 0.7546 0.7541 0.7514
R3 0.7531 0.7526 0.7509
R2 0.7515 0.7515 0.7508
R1 0.7510 0.7510 0.7506 0.7513
PP 0.7500 0.7500 0.7500 0.7501
S1 0.7495 0.7495 0.7504 0.7497
S2 0.7484 0.7484 0.7502
S3 0.7469 0.7479 0.7501
S4 0.7453 0.7464 0.7496
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% 0.0033 0.4% 83% False False 37
10 0.7533 0.7349 0.0184 2.5% 0.0032 0.4% 85% False False 21
20 0.7545 0.7349 0.0196 2.6% 0.0025 0.3% 80% False False 14
40 0.7545 0.7270 0.0275 3.7% 0.0023 0.3% 85% False False 20
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 86% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7571
2.618 0.7546
1.618 0.7530
1.000 0.7521
0.618 0.7515
HIGH 0.7505
0.618 0.7499
0.500 0.7497
0.382 0.7495
LOW 0.7490
0.618 0.7480
1.000 0.7474
1.618 0.7464
2.618 0.7449
4.250 0.7424
Fisher Pivots for day following 09-May-2023
Pivot 1 day 3 day
R1 0.7502 0.7500
PP 0.7500 0.7495
S1 0.7497 0.7490

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

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