CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 29-Jun-2023
Day Change Summary
Previous Current
28-Jun-2023 29-Jun-2023 Change Change % Previous Week
Open 0.7600 0.7563 -0.0037 -0.5% 0.7584
High 0.7600 0.7570 -0.0030 -0.4% 0.7628
Low 0.7553 0.7551 -0.0002 0.0% 0.7559
Close 0.7566 0.7569 0.0003 0.0% 0.7598
Range 0.0047 0.0019 -0.0028 -59.6% 0.0069
ATR 0.0035 0.0033 -0.0001 -3.2% 0.0000
Volume 202 158 -44 -21.8% 401
Daily Pivots for day following 29-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7620 0.7614 0.7579
R3 0.7601 0.7595 0.7574
R2 0.7582 0.7582 0.7572
R1 0.7576 0.7576 0.7571 0.7579
PP 0.7563 0.7563 0.7563 0.7565
S1 0.7557 0.7557 0.7567 0.7560
S2 0.7544 0.7544 0.7566
S3 0.7525 0.7538 0.7564
S4 0.7506 0.7519 0.7559
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 0.7551 0.0088 1.2% 0.0033 0.4% 20% False True 155
10 0.7639 0.7520 0.0119 1.6% 0.0036 0.5% 41% False False 163
20 0.7639 0.7409 0.0230 3.0% 0.0030 0.4% 70% False False 158
40 0.7639 0.7351 0.0288 3.8% 0.0026 0.3% 76% False False 103
60 0.7639 0.7349 0.0290 3.8% 0.0023 0.3% 76% False False 71
80 0.7639 0.7264 0.0376 5.0% 0.0024 0.3% 81% False False 62
100 0.7639 0.7264 0.0376 5.0% 0.0024 0.3% 81% False False 56
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 0.0005
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7651
2.618 0.7620
1.618 0.7601
1.000 0.7589
0.618 0.7582
HIGH 0.7570
0.618 0.7563
0.500 0.7561
0.382 0.7558
LOW 0.7551
0.618 0.7539
1.000 0.7532
1.618 0.7520
2.618 0.7501
4.250 0.7470
Fisher Pivots for day following 29-Jun-2023
Pivot 1 day 3 day
R1 0.7566 0.7595
PP 0.7563 0.7586
S1 0.7561 0.7578

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

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