CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Jun-2023
Day Change Summary
Previous Current
20-Jun-2023 21-Jun-2023 Change Change % Previous Week
Open 0.7584 0.7580 -0.0005 -0.1% 0.7512
High 0.7598 0.7617 0.0019 0.3% 0.7606
Low 0.7559 0.7579 0.0020 0.3% 0.7494
Close 0.7577 0.7617 0.0040 0.5% 0.7606
Range 0.0039 0.0038 -0.0001 -2.6% 0.0112
ATR 0.0033 0.0033 0.0001 1.6% 0.0000
Volume 69 123 54 78.3% 1,423
Daily Pivots for day following 21-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7718 0.7706 0.7638
R3 0.7680 0.7668 0.7627
R2 0.7642 0.7642 0.7624
R1 0.7630 0.7630 0.7620 0.7636
PP 0.7604 0.7604 0.7604 0.7608
S1 0.7592 0.7592 0.7614 0.7598
S2 0.7566 0.7566 0.7610
S3 0.7528 0.7554 0.7607
S4 0.7490 0.7516 0.7596
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7905 0.7867 0.7668
R3 0.7793 0.7755 0.7637
R2 0.7681 0.7681 0.7627
R1 0.7643 0.7643 0.7616 0.7662
PP 0.7569 0.7569 0.7569 0.7578
S1 0.7531 0.7531 0.7596 0.7550
S2 0.7457 0.7457 0.7585
S3 0.7345 0.7419 0.7575
S4 0.7233 0.7307 0.7544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7617 0.7520 0.0097 1.3% 0.0040 0.5% 100% True False 188
10 0.7617 0.7494 0.0123 1.6% 0.0030 0.4% 100% True False 201
20 0.7617 0.7351 0.0266 3.5% 0.0027 0.4% 100% True False 148
40 0.7617 0.7349 0.0268 3.5% 0.0026 0.3% 100% True False 82
60 0.7617 0.7349 0.0268 3.5% 0.0022 0.3% 100% True False 59
80 0.7617 0.7264 0.0354 4.6% 0.0024 0.3% 100% True False 56
100 0.7617 0.7264 0.0354 4.6% 0.0024 0.3% 100% True False 48
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7779
2.618 0.7716
1.618 0.7678
1.000 0.7655
0.618 0.7640
HIGH 0.7617
0.618 0.7602
0.500 0.7598
0.382 0.7594
LOW 0.7579
0.618 0.7556
1.000 0.7541
1.618 0.7518
2.618 0.7480
4.250 0.7418
Fisher Pivots for day following 21-Jun-2023
Pivot 1 day 3 day
R1 0.7611 0.7607
PP 0.7604 0.7598
S1 0.7598 0.7588

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

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