CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 11-May-2023
Day Change Summary
Previous Current
10-May-2023 11-May-2023 Change Change % Previous Week
Open 0.7510 0.7450 -0.0060 -0.8% 0.7417
High 0.7510 0.7450 -0.0060 -0.8% 0.7507
Low 0.7502 0.7444 -0.0058 -0.8% 0.7366
Close 0.7502 0.7444 -0.0058 -0.8% 0.7507
Range 0.0009 0.0006 -0.0003 -29.4% 0.0141
ATR 0.0033 0.0035 0.0002 5.2% 0.0000
Volume 4 1 -3 -75.0% 176
Daily Pivots for day following 11-May-2023
Classic Woodie Camarilla DeMark
R4 0.7464 0.7460 0.7447
R3 0.7458 0.7454 0.7446
R2 0.7452 0.7452 0.7445
R1 0.7448 0.7448 0.7445 0.7447
PP 0.7446 0.7446 0.7446 0.7446
S1 0.7442 0.7442 0.7443 0.7441
S2 0.7440 0.7440 0.7443
S3 0.7434 0.7436 0.7442
S4 0.7428 0.7430 0.7441
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 0.7444 0.0089 1.2% 0.0024 0.3% 0% False True 10
10 0.7533 0.7349 0.0184 2.5% 0.0029 0.4% 52% False False 21
20 0.7538 0.7349 0.0189 2.5% 0.0023 0.3% 50% False False 13
40 0.7545 0.7274 0.0271 3.6% 0.0022 0.3% 63% False False 18
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 64% False False 28
80 0.7550 0.7264 0.0287 3.8% 0.0024 0.3% 63% False False 23
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 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7476
2.618 0.7466
1.618 0.7460
1.000 0.7456
0.618 0.7454
HIGH 0.7450
0.618 0.7448
0.500 0.7447
0.382 0.7446
LOW 0.7444
0.618 0.7440
1.000 0.7438
1.618 0.7434
2.618 0.7428
4.250 0.7419
Fisher Pivots for day following 11-May-2023
Pivot 1 day 3 day
R1 0.7447 0.7477
PP 0.7446 0.7466
S1 0.7445 0.7455

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

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