CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 28-Jun-2023
Day Change Summary
Previous Current
27-Jun-2023 28-Jun-2023 Change Change % Previous Week
Open 0.7635 0.7600 -0.0035 -0.5% 0.7584
High 0.7639 0.7600 -0.0039 -0.5% 0.7628
Low 0.7602 0.7553 -0.0049 -0.6% 0.7559
Close 0.7607 0.7566 -0.0041 -0.5% 0.7598
Range 0.0038 0.0047 0.0010 25.3% 0.0069
ATR 0.0033 0.0035 0.0001 4.4% 0.0000
Volume 282 202 -80 -28.4% 401
Daily Pivots for day following 28-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7714 0.7687 0.7592
R3 0.7667 0.7640 0.7579
R2 0.7620 0.7620 0.7575
R1 0.7593 0.7593 0.7570 0.7583
PP 0.7573 0.7573 0.7573 0.7568
S1 0.7546 0.7546 0.7562 0.7536
S2 0.7526 0.7526 0.7557
S3 0.7479 0.7499 0.7553
S4 0.7432 0.7452 0.7540
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 0.7553 0.0086 1.1% 0.0033 0.4% 15% False True 150
10 0.7639 0.7520 0.0119 1.6% 0.0036 0.5% 39% False False 169
20 0.7639 0.7358 0.0282 3.7% 0.0031 0.4% 74% False False 161
40 0.7639 0.7351 0.0288 3.8% 0.0026 0.3% 75% False False 99
60 0.7639 0.7349 0.0290 3.8% 0.0023 0.3% 75% False False 71
80 0.7639 0.7264 0.0376 5.0% 0.0025 0.3% 81% False False 63
100 0.7639 0.7264 0.0376 5.0% 0.0024 0.3% 81% False False 55
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7800
2.618 0.7723
1.618 0.7676
1.000 0.7647
0.618 0.7629
HIGH 0.7600
0.618 0.7582
0.500 0.7577
0.382 0.7571
LOW 0.7553
0.618 0.7524
1.000 0.7506
1.618 0.7477
2.618 0.7430
4.250 0.7353
Fisher Pivots for day following 28-Jun-2023
Pivot 1 day 3 day
R1 0.7577 0.7596
PP 0.7573 0.7586
S1 0.7570 0.7576

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

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