CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 0.7390 0.7358 -0.0033 -0.4% 0.7435
High 0.7390 0.7395 0.0005 0.1% 0.7438
Low 0.7382 0.7358 -0.0025 -0.3% 0.7351
Close 0.7384 0.7395 0.0011 0.1% 0.7375
Range 0.0008 0.0038 0.0030 368.8% 0.0087
ATR 0.0029 0.0029 0.0001 2.1% 0.0000
Volume 352 216 -136 -38.6% 143
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 0.7495 0.7483 0.7416
R3 0.7458 0.7445 0.7405
R2 0.7420 0.7420 0.7402
R1 0.7408 0.7408 0.7398 0.7414
PP 0.7383 0.7383 0.7383 0.7386
S1 0.7370 0.7370 0.7392 0.7376
S2 0.7345 0.7345 0.7388
S3 0.7308 0.7333 0.7385
S4 0.7270 0.7295 0.7374
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 0.7413 0.7351 0.0062 0.8% 0.0025 0.3% 71% False False 140
10 0.7459 0.7351 0.0108 1.5% 0.0021 0.3% 41% False False 76
20 0.7533 0.7351 0.0182 2.5% 0.0022 0.3% 24% False False 48
40 0.7545 0.7349 0.0196 2.7% 0.0020 0.3% 23% False False 27
60 0.7545 0.7264 0.0282 3.8% 0.0022 0.3% 47% False False 30
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 47% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7554
2.618 0.7493
1.618 0.7456
1.000 0.7433
0.618 0.7418
HIGH 0.7395
0.618 0.7381
0.500 0.7376
0.382 0.7372
LOW 0.7358
0.618 0.7334
1.000 0.7320
1.618 0.7297
2.618 0.7259
4.250 0.7198
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 0.7389 0.7388
PP 0.7383 0.7380
S1 0.7376 0.7373

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

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