CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	0.7400	0.7411	0.0011	0.1%	0.7364
High	0.7416	0.7424	0.0008	0.1%	0.7424
Low	0.7390	0.7358	-0.0032	-0.4%	0.7345
Close	0.7408	0.7365	-0.0044	-0.6%	0.7365
Range	0.0027	0.0066	0.0040	149.1%	0.0079
ATR	0.0035	0.0037	0.0002	6.4%	0.0000
Volume	824	1,470	646	78.4%	5,984

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7580	0.7538	0.7401
R3	0.7514	0.7472	0.7383
R2	0.7448	0.7448	0.7377
R1	0.7406	0.7406	0.7371	0.7394
PP	0.7382	0.7382	0.7382	0.7376
S1	0.7340	0.7340	0.7358	0.7328
S2	0.7316	0.7316	0.7352
S3	0.7250	0.7274	0.7346
S4	0.7184	0.7208	0.7328

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7613	0.7567	0.7408
R3	0.7535	0.7489	0.7386
R2	0.7456	0.7456	0.7379
R1	0.7410	0.7410	0.7372	0.7433
PP	0.7378	0.7378	0.7378	0.7389
S1	0.7332	0.7332	0.7357	0.7355
S2	0.7299	0.7299	0.7350
S3	0.7221	0.7253	0.7343
S4	0.7142	0.7175	0.7321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7424	0.7345	0.0079	1.1%	0.0038	0.5%	25%	True	False	1,196
10	0.7424	0.7344	0.0080	1.1%	0.0038	0.5%	26%	True	False	792
20	0.7499	0.7344	0.0156	2.1%	0.0035	0.5%	14%	False	False	498
40	0.7652	0.7344	0.0309	4.2%	0.0036	0.5%	7%	False	False	332
60	0.7652	0.7344	0.0309	4.2%	0.0035	0.5%	7%	False	False	279
80	0.7652	0.7344	0.0309	4.2%	0.0032	0.4%	7%	False	False	225
100	0.7652	0.7344	0.0309	4.2%	0.0030	0.4%	7%	False	False	183
120	0.7652	0.7270	0.0382	5.2%	0.0029	0.4%	25%	False	False	157

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	0.0011
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	0.7704
2.618	0.7596
1.618	0.7530
1.000	0.7490
0.618	0.7464
HIGH	0.7424
0.618	0.7398
0.500	0.7391
0.382	0.7383
LOW	0.7358
0.618	0.7317
1.000	0.7292
1.618	0.7251
2.618	0.7185
4.250	0.7077

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	0.7391	0.7391
PP	0.7382	0.7382
S1	0.7373	0.7373

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols