CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 18-May-2023
Day Change Summary
Previous Current
17-May-2023 18-May-2023 Change Change % Previous Week
Open 0.7443 0.7455 0.0012 0.2% 0.7504
High 0.7458 0.7459 0.0001 0.0% 0.7533
Low 0.7438 0.7428 -0.0010 -0.1% 0.7403
Close 0.7458 0.7428 -0.0031 -0.4% 0.7404
Range 0.0021 0.0031 0.0011 51.2% 0.0130
ATR 0.0033 0.0033 0.0000 -0.5% 0.0000
Volume 30 21 -9 -30.0% 48
Daily Pivots for day following 18-May-2023
Classic Woodie Camarilla DeMark
R4 0.7531 0.7510 0.7445
R3 0.7500 0.7479 0.7436
R2 0.7469 0.7469 0.7433
R1 0.7448 0.7448 0.7430 0.7443
PP 0.7438 0.7438 0.7438 0.7435
S1 0.7417 0.7417 0.7425 0.7412
S2 0.7407 0.7407 0.7422
S3 0.7376 0.7386 0.7419
S4 0.7345 0.7355 0.7410
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 0.7459 0.7403 0.0056 0.7% 0.0019 0.3% 44% True False 13
10 0.7533 0.7403 0.0130 1.8% 0.0021 0.3% 19% False False 11
20 0.7533 0.7349 0.0184 2.5% 0.0026 0.3% 43% False False 16
40 0.7545 0.7274 0.0271 3.6% 0.0020 0.3% 57% False False 16
60 0.7545 0.7264 0.0282 3.8% 0.0024 0.3% 58% False False 27
80 0.7550 0.7264 0.0287 3.9% 0.0024 0.3% 57% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7590
2.618 0.7540
1.618 0.7509
1.000 0.7490
0.618 0.7478
HIGH 0.7459
0.618 0.7447
0.500 0.7443
0.382 0.7439
LOW 0.7428
0.618 0.7408
1.000 0.7397
1.618 0.7377
2.618 0.7346
4.250 0.7296
Fisher Pivots for day following 18-May-2023
Pivot 1 day 3 day
R1 0.7443 0.7443
PP 0.7438 0.7438
S1 0.7433 0.7433

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

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