CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 17-Aug-2023
Day Change Summary
Previous Current
16-Aug-2023 17-Aug-2023 Change Change % Previous Week
Open 0.7416 0.7396 -0.0020 -0.3% 0.7488
High 0.7425 0.7420 -0.0005 -0.1% 0.7499
Low 0.7396 0.7391 -0.0005 -0.1% 0.7420
Close 0.7400 0.7391 -0.0009 -0.1% 0.7449
Range 0.0029 0.0030 0.0001 1.7% 0.0079
ATR 0.0036 0.0036 0.0000 -1.4% 0.0000
Volume 155 81 -74 -47.7% 1,122
Daily Pivots for day following 17-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7489 0.7469 0.7407
R3 0.7459 0.7440 0.7399
R2 0.7430 0.7430 0.7396
R1 0.7410 0.7410 0.7393 0.7405
PP 0.7400 0.7400 0.7400 0.7398
S1 0.7381 0.7381 0.7388 0.7376
S2 0.7371 0.7371 0.7385
S3 0.7341 0.7351 0.7382
S4 0.7312 0.7322 0.7374
Weekly Pivots for week ending 11-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7693 0.7650 0.7492
R3 0.7614 0.7571 0.7471
R2 0.7535 0.7535 0.7463
R1 0.7492 0.7492 0.7456 0.7474
PP 0.7456 0.7456 0.7456 0.7447
S1 0.7413 0.7413 0.7442 0.7395
S2 0.7377 0.7377 0.7435
S3 0.7298 0.7334 0.7427
S4 0.7219 0.7255 0.7406
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7468 0.7391 0.0077 1.0% 0.0028 0.4% 0% False True 157
10 0.7521 0.7391 0.0130 1.8% 0.0033 0.5% 0% False True 214
20 0.7616 0.7391 0.0226 3.1% 0.0035 0.5% 0% False True 169
40 0.7652 0.7391 0.0262 3.5% 0.0036 0.5% 0% False True 171
60 0.7652 0.7351 0.0301 4.1% 0.0033 0.5% 13% False False 164
80 0.7652 0.7349 0.0303 4.1% 0.0031 0.4% 14% False False 127
100 0.7652 0.7349 0.0303 4.1% 0.0028 0.4% 14% False False 104
120 0.7652 0.7264 0.0389 5.3% 0.0028 0.4% 33% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7545
2.618 0.7497
1.618 0.7468
1.000 0.7450
0.618 0.7438
HIGH 0.7420
0.618 0.7409
0.500 0.7405
0.382 0.7402
LOW 0.7391
0.618 0.7372
1.000 0.7361
1.618 0.7343
2.618 0.7313
4.250 0.7265
Fisher Pivots for day following 17-Aug-2023
Pivot 1 day 3 day
R1 0.7405 0.7420
PP 0.7400 0.7410
S1 0.7395 0.7400

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

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