CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 15-May-2023
Day Change Summary
Previous Current
12-May-2023 15-May-2023 Change Change % Previous Week
Open 0.7441 0.7453 0.0013 0.2% 0.7504
High 0.7446 0.7453 0.0008 0.1% 0.7533
Low 0.7403 0.7453 0.0050 0.7% 0.7403
Close 0.7404 0.7453 0.0049 0.7% 0.7404
Range 0.0043 0.0000 -0.0043 -100.0% 0.0130
ATR 0.0036 0.0037 0.0001 2.7% 0.0000
Volume 14 0 -14 -100.0% 48
Daily Pivots for day following 15-May-2023
Classic Woodie Camarilla DeMark
R4 0.7453 0.7453 0.7453
R3 0.7453 0.7453 0.7453
R2 0.7453 0.7453 0.7453
R1 0.7453 0.7453 0.7453 0.7453
PP 0.7453 0.7453 0.7453 0.7453
S1 0.7453 0.7453 0.7453 0.7453
S2 0.7453 0.7453 0.7453
S3 0.7453 0.7453 0.7453
S4 0.7453 0.7453 0.7453
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 0.7510 0.7403 0.0107 1.4% 0.0015 0.2% 47% False False 5
10 0.7533 0.7366 0.0167 2.2% 0.0025 0.3% 52% False False 21
20 0.7533 0.7349 0.0184 2.5% 0.0023 0.3% 57% False False 14
40 0.7545 0.7274 0.0271 3.6% 0.0021 0.3% 66% False False 18
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 67% False False 27
80 0.7550 0.7264 0.0287 3.8% 0.0023 0.3% 66% 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 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7453
2.618 0.7453
1.618 0.7453
1.000 0.7453
0.618 0.7453
HIGH 0.7453
0.618 0.7453
0.500 0.7453
0.382 0.7453
LOW 0.7453
0.618 0.7453
1.000 0.7453
1.618 0.7453
2.618 0.7453
4.250 0.7453
Fisher Pivots for day following 15-May-2023
Pivot 1 day 3 day
R1 0.7453 0.7445
PP 0.7453 0.7436
S1 0.7453 0.7428

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

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