CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 26-Jun-2023
Day Change Summary
Previous Current
23-Jun-2023 26-Jun-2023 Change Change % Previous Week
Open 0.7620 0.7614 -0.0006 -0.1% 0.7584
High 0.7624 0.7626 0.0002 0.0% 0.7628
Low 0.7579 0.7610 0.0032 0.4% 0.7559
Close 0.7598 0.7626 0.0028 0.4% 0.7598
Range 0.0046 0.0016 -0.0030 -65.9% 0.0069
ATR 0.0033 0.0033 0.0000 -1.2% 0.0000
Volume 75 58 -17 -22.7% 401
Daily Pivots for day following 26-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7667 0.7662 0.7634
R3 0.7651 0.7646 0.7630
R2 0.7636 0.7636 0.7628
R1 0.7631 0.7631 0.7627 0.7633
PP 0.7620 0.7620 0.7620 0.7622
S1 0.7615 0.7615 0.7624 0.7618
S2 0.7605 0.7605 0.7623
S3 0.7589 0.7600 0.7621
S4 0.7574 0.7584 0.7617
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7800 0.7768 0.7636
R3 0.7732 0.7699 0.7617
R2 0.7663 0.7663 0.7611
R1 0.7631 0.7631 0.7604 0.7647
PP 0.7595 0.7595 0.7595 0.7603
S1 0.7562 0.7562 0.7592 0.7579
S2 0.7526 0.7526 0.7585
S3 0.7458 0.7494 0.7579
S4 0.7389 0.7425 0.7560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7628 0.7559 0.0069 0.9% 0.0031 0.4% 97% False False 91
10 0.7628 0.7494 0.0134 1.8% 0.0032 0.4% 99% False False 188
20 0.7628 0.7351 0.0277 3.6% 0.0028 0.4% 99% False False 154
40 0.7628 0.7349 0.0279 3.7% 0.0026 0.3% 99% False False 87
60 0.7628 0.7349 0.0279 3.7% 0.0023 0.3% 99% False False 63
80 0.7628 0.7264 0.0364 4.8% 0.0024 0.3% 99% False False 59
100 0.7628 0.7264 0.0364 4.8% 0.0024 0.3% 99% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7691
2.618 0.7666
1.618 0.7651
1.000 0.7641
0.618 0.7635
HIGH 0.7626
0.618 0.7620
0.500 0.7618
0.382 0.7616
LOW 0.7610
0.618 0.7600
1.000 0.7595
1.618 0.7585
2.618 0.7569
4.250 0.7544
Fisher Pivots for day following 26-Jun-2023
Pivot 1 day 3 day
R1 0.7623 0.7618
PP 0.7620 0.7611
S1 0.7618 0.7603

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

View Archives - Comment on this page... - Back to Index of Symbols