CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-May-2023
Day Change Summary
Previous Current
11-May-2023 12-May-2023 Change Change % Previous Week
Open 0.7450 0.7441 -0.0010 -0.1% 0.7504
High 0.7450 0.7446 -0.0005 -0.1% 0.7533
Low 0.7444 0.7403 -0.0041 -0.6% 0.7403
Close 0.7444 0.7404 -0.0040 -0.5% 0.7404
Range 0.0006 0.0043 0.0037 608.3% 0.0130
ATR 0.0035 0.0036 0.0001 1.5% 0.0000
Volume 1 14 13 1,300.0% 48
Daily Pivots for day following 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7545 0.7517 0.7427
R3 0.7503 0.7475 0.7416
R2 0.7460 0.7460 0.7412
R1 0.7432 0.7432 0.7408 0.7425
PP 0.7418 0.7418 0.7418 0.7414
S1 0.7390 0.7390 0.7400 0.7382
S2 0.7375 0.7375 0.7396
S3 0.7333 0.7347 0.7392
S4 0.7290 0.7305 0.7381
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7837 0.7750 0.7476
R3 0.7707 0.7620 0.7440
R2 0.7577 0.7577 0.7428
R1 0.7490 0.7490 0.7416 0.7469
PP 0.7447 0.7447 0.7447 0.7436
S1 0.7360 0.7360 0.7392 0.7339
S2 0.7317 0.7317 0.7380
S3 0.7187 0.7230 0.7368
S4 0.7057 0.7100 0.7333
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7533 0.7403 0.0130 1.8% 0.0020 0.3% 1% False True 9
10 0.7533 0.7366 0.0167 2.3% 0.0027 0.4% 23% False False 22
20 0.7533 0.7349 0.0184 2.5% 0.0023 0.3% 30% False False 14
40 0.7545 0.7274 0.0271 3.7% 0.0022 0.3% 48% False False 18
60 0.7545 0.7264 0.0282 3.8% 0.0025 0.3% 50% False False 28
80 0.7550 0.7264 0.0287 3.9% 0.0024 0.3% 49% False False 23
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 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7626
2.618 0.7557
1.618 0.7514
1.000 0.7488
0.618 0.7472
HIGH 0.7446
0.618 0.7429
0.500 0.7424
0.382 0.7419
LOW 0.7403
0.618 0.7377
1.000 0.7361
1.618 0.7334
2.618 0.7292
4.250 0.7222
Fisher Pivots for day following 12-May-2023
Pivot 1 day 3 day
R1 0.7424 0.7457
PP 0.7418 0.7439
S1 0.7411 0.7422

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

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