CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Jul-2023
Day Change Summary
Previous Current
06-Jul-2023 07-Jul-2023 Change Change % Previous Week
Open 0.7543 0.7503 -0.0040 -0.5% 0.7564
High 0.7546 0.7555 0.0010 0.1% 0.7592
Low 0.7498 0.7489 -0.0009 -0.1% 0.7489
Close 0.7505 0.7553 0.0048 0.6% 0.7553
Range 0.0048 0.0066 0.0019 38.9% 0.0103
ATR 0.0035 0.0037 0.0002 6.4% 0.0000
Volume 148 138 -10 -6.8% 696
Daily Pivots for day following 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7730 0.7707 0.7589
R3 0.7664 0.7641 0.7571
R2 0.7598 0.7598 0.7565
R1 0.7575 0.7575 0.7559 0.7587
PP 0.7532 0.7532 0.7532 0.7538
S1 0.7509 0.7509 0.7546 0.7521
S2 0.7466 0.7466 0.7540
S3 0.7400 0.7443 0.7534
S4 0.7334 0.7377 0.7516
Weekly Pivots for week ending 07-Jul-2023
Classic Woodie Camarilla DeMark
R4 0.7852 0.7805 0.7609
R3 0.7749 0.7702 0.7581
R2 0.7647 0.7647 0.7571
R1 0.7600 0.7600 0.7562 0.7572
PP 0.7544 0.7544 0.7544 0.7531
S1 0.7497 0.7497 0.7543 0.7470
S2 0.7442 0.7442 0.7534
S3 0.7339 0.7395 0.7524
S4 0.7237 0.7292 0.7496
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7592 0.7489 0.0103 1.4% 0.0043 0.6% 62% False True 164
10 0.7639 0.7489 0.0150 2.0% 0.0038 0.5% 42% False True 159
20 0.7639 0.7489 0.0150 2.0% 0.0033 0.4% 42% False True 175
40 0.7639 0.7351 0.0288 3.8% 0.0027 0.4% 70% False False 119
60 0.7639 0.7349 0.0290 3.8% 0.0026 0.3% 70% False False 84
80 0.7639 0.7270 0.0369 4.9% 0.0025 0.3% 77% False False 69
100 0.7639 0.7264 0.0376 5.0% 0.0025 0.3% 77% False False 64
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.7836
2.618 0.7728
1.618 0.7662
1.000 0.7621
0.618 0.7596
HIGH 0.7555
0.618 0.7530
0.500 0.7522
0.382 0.7514
LOW 0.7489
0.618 0.7448
1.000 0.7423
1.618 0.7382
2.618 0.7316
4.250 0.7209
Fisher Pivots for day following 07-Jul-2023
Pivot 1 day 3 day
R1 0.7542 0.7548
PP 0.7532 0.7544
S1 0.7522 0.7540

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

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