CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 26-May-2023
Day Change Summary
Previous Current
25-May-2023 26-May-2023 Change Change % Previous Week
Open 0.7380 0.7360 -0.0020 -0.3% 0.7435
High 0.7380 0.7381 0.0001 0.0% 0.7438
Low 0.7363 0.7351 -0.0012 -0.2% 0.7351
Close 0.7363 0.7375 0.0012 0.2% 0.7375
Range 0.0018 0.0030 0.0012 68.6% 0.0087
ATR 0.0030 0.0030 0.0000 -0.1% 0.0000
Volume 47 9 -38 -80.9% 143
Daily Pivots for day following 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7457 0.7445 0.7391
R3 0.7428 0.7416 0.7383
R2 0.7398 0.7398 0.7380
R1 0.7386 0.7386 0.7377 0.7392
PP 0.7369 0.7369 0.7369 0.7372
S1 0.7357 0.7357 0.7372 0.7363
S2 0.7339 0.7339 0.7369
S3 0.7310 0.7327 0.7366
S4 0.7280 0.7298 0.7358
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7649 0.7599 0.7422
R3 0.7562 0.7512 0.7398
R2 0.7475 0.7475 0.7390
R1 0.7425 0.7425 0.7382 0.7406
PP 0.7388 0.7388 0.7388 0.7379
S1 0.7338 0.7338 0.7367 0.7319
S2 0.7301 0.7301 0.7359
S3 0.7214 0.7251 0.7351
S4 0.7127 0.7164 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7438 0.7351 0.0087 1.2% 0.0018 0.2% 27% False True 28
10 0.7459 0.7351 0.0108 1.5% 0.0016 0.2% 22% False True 19
20 0.7533 0.7351 0.0182 2.5% 0.0022 0.3% 13% False True 20
40 0.7545 0.7349 0.0196 2.7% 0.0020 0.3% 13% False False 17
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 39% False False 26
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 39% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7506
2.618 0.7458
1.618 0.7428
1.000 0.7410
0.618 0.7399
HIGH 0.7381
0.618 0.7369
0.500 0.7366
0.382 0.7362
LOW 0.7351
0.618 0.7333
1.000 0.7322
1.618 0.7303
2.618 0.7274
4.250 0.7226
Fisher Pivots for day following 26-May-2023
Pivot 1 day 3 day
R1 0.7372 0.7382
PP 0.7369 0.7380
S1 0.7366 0.7377

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

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