CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 0.7453 0.7450 -0.0004 0.0% 0.7504
High 0.7453 0.7450 -0.0004 0.0% 0.7533
Low 0.7453 0.7450 -0.0004 0.0% 0.7403
Close 0.7453 0.7450 -0.0004 0.0% 0.7404
Range
ATR 0.0037 0.0034 -0.0002 -6.5% 0.0000
Volume
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 0.7450 0.7450 0.7450
R3 0.7450 0.7450 0.7450
R2 0.7450 0.7450 0.7450
R1 0.7450 0.7450 0.7450 0.7450
PP 0.7450 0.7450 0.7450 0.7450
S1 0.7450 0.7450 0.7450 0.7450
S2 0.7450 0.7450 0.7450
S3 0.7450 0.7450 0.7450
S4 0.7450 0.7450 0.7450
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% 0.0011 0.2% 43% False False 3
10 0.7533 0.7366 0.0167 2.2% 0.0022 0.3% 50% False False 20
20 0.7533 0.7349 0.0184 2.5% 0.0023 0.3% 55% False False 14
40 0.7545 0.7274 0.0271 3.6% 0.0021 0.3% 65% False False 16
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 66% False False 27
80 0.7550 0.7264 0.0287 3.8% 0.0023 0.3% 65% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Fibonacci Retracements and Extensions
4.250 0.7450
2.618 0.7450
1.618 0.7450
1.000 0.7450
0.618 0.7450
HIGH 0.7450
0.618 0.7450
0.500 0.7450
0.382 0.7450
LOW 0.7450
0.618 0.7450
1.000 0.7450
1.618 0.7450
2.618 0.7450
4.250 0.7450
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 0.7450 0.7442
PP 0.7450 0.7435
S1 0.7450 0.7428

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

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