CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 24-May-2023
Day Change Summary
Previous Current
23-May-2023 24-May-2023 Change Change % Previous Week
Open 0.7438 0.7413 -0.0025 -0.3% 0.7453
High 0.7438 0.7413 -0.0025 -0.3% 0.7459
Low 0.7427 0.7383 -0.0045 -0.6% 0.7426
Close 0.7435 0.7384 -0.0052 -0.7% 0.7431
Range 0.0011 0.0031 0.0020 177.3% 0.0033
ATR 0.0029 0.0031 0.0002 5.8% 0.0000
Volume 5 80 75 1,500.0% 51
Daily Pivots for day following 24-May-2023
Classic Woodie Camarilla DeMark
R4 0.7485 0.7465 0.7400
R3 0.7454 0.7434 0.7392
R2 0.7424 0.7424 0.7389
R1 0.7404 0.7404 0.7386 0.7398
PP 0.7393 0.7393 0.7393 0.7390
S1 0.7373 0.7373 0.7381 0.7368
S2 0.7363 0.7363 0.7378
S3 0.7332 0.7343 0.7375
S4 0.7302 0.7312 0.7367
Weekly Pivots for week ending 19-May-2023
Classic Woodie Camarilla DeMark
R4 0.7536 0.7516 0.7448
R3 0.7503 0.7483 0.7439
R2 0.7471 0.7471 0.7436
R1 0.7451 0.7451 0.7433 0.7445
PP 0.7438 0.7438 0.7438 0.7435
S1 0.7418 0.7418 0.7428 0.7412
S2 0.7406 0.7406 0.7425
S3 0.7373 0.7386 0.7422
S4 0.7341 0.7353 0.7413
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7459 0.7383 0.0076 1.0% 0.0019 0.3% 1% False True 21
10 0.7459 0.7383 0.0076 1.0% 0.0017 0.2% 1% False True 15
20 0.7533 0.7349 0.0184 2.5% 0.0023 0.3% 19% False False 18
40 0.7545 0.7349 0.0196 2.7% 0.0020 0.3% 18% False False 16
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 43% False False 26
80 0.7550 0.7264 0.0287 3.9% 0.0023 0.3% 42% 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 False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7543
2.618 0.7493
1.618 0.7462
1.000 0.7444
0.618 0.7432
HIGH 0.7413
0.618 0.7401
0.500 0.7398
0.382 0.7394
LOW 0.7383
0.618 0.7364
1.000 0.7352
1.618 0.7333
2.618 0.7303
4.250 0.7253
Fisher Pivots for day following 24-May-2023
Pivot 1 day 3 day
R1 0.7398 0.7410
PP 0.7393 0.7401
S1 0.7388 0.7392

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

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