CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 27-Jun-2023
Day Change Summary
Previous Current
26-Jun-2023 27-Jun-2023 Change Change % Previous Week
Open 0.7614 0.7635 0.0021 0.3% 0.7584
High 0.7626 0.7639 0.0014 0.2% 0.7628
Low 0.7610 0.7602 -0.0009 -0.1% 0.7559
Close 0.7626 0.7607 -0.0019 -0.2% 0.7598
Range 0.0016 0.0038 0.0022 141.9% 0.0069
ATR 0.0033 0.0033 0.0000 1.0% 0.0000
Volume 58 282 224 386.2% 401
Daily Pivots for day following 27-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7728 0.7705 0.7627
R3 0.7691 0.7667 0.7617
R2 0.7653 0.7653 0.7613
R1 0.7630 0.7630 0.7610 0.7623
PP 0.7616 0.7616 0.7616 0.7612
S1 0.7592 0.7592 0.7603 0.7585
S2 0.7578 0.7578 0.7600
S3 0.7541 0.7555 0.7596
S4 0.7503 0.7517 0.7586
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 0.7639 0.7579 0.0061 0.8% 0.0031 0.4% 46% True False 134
10 0.7639 0.7520 0.0119 1.6% 0.0034 0.4% 73% True False 212
20 0.7639 0.7358 0.0282 3.7% 0.0029 0.4% 88% True False 168
40 0.7639 0.7351 0.0288 3.8% 0.0025 0.3% 89% True False 94
60 0.7639 0.7349 0.0290 3.8% 0.0023 0.3% 89% True False 67
80 0.7639 0.7264 0.0376 4.9% 0.0024 0.3% 91% True False 62
100 0.7639 0.7264 0.0376 4.9% 0.0024 0.3% 91% True False 53
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7798
2.618 0.7737
1.618 0.7700
1.000 0.7677
0.618 0.7662
HIGH 0.7639
0.618 0.7625
0.500 0.7620
0.382 0.7616
LOW 0.7602
0.618 0.7578
1.000 0.7564
1.618 0.7541
2.618 0.7503
4.250 0.7442
Fisher Pivots for day following 27-Jun-2023
Pivot 1 day 3 day
R1 0.7620 0.7609
PP 0.7616 0.7608
S1 0.7611 0.7607

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

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