CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 0.7411 0.7367 -0.0045 -0.6% 0.7364
High 0.7424 0.7376 -0.0048 -0.6% 0.7424
Low 0.7358 0.7330 -0.0028 -0.4% 0.7345
Close 0.7365 0.7342 -0.0023 -0.3% 0.7365
Range 0.0066 0.0046 -0.0020 -30.3% 0.0079
ATR 0.0037 0.0038 0.0001 1.8% 0.0000
Volume 1,470 2,764 1,294 88.0% 5,984
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 0.7487 0.7461 0.7367
R3 0.7441 0.7415 0.7355
R2 0.7395 0.7395 0.7350
R1 0.7369 0.7369 0.7346 0.7359
PP 0.7349 0.7349 0.7349 0.7344
S1 0.7323 0.7323 0.7338 0.7313
S2 0.7303 0.7303 0.7334
S3 0.7257 0.7277 0.7329
S4 0.7211 0.7231 0.7317
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 0.7330 0.0094 1.3% 0.0043 0.6% 13% False True 1,685
10 0.7424 0.7330 0.0094 1.3% 0.0038 0.5% 13% False True 1,053
20 0.7492 0.7330 0.0162 2.2% 0.0036 0.5% 8% False True 633
40 0.7652 0.7330 0.0323 4.4% 0.0037 0.5% 4% False True 400
60 0.7652 0.7330 0.0323 4.4% 0.0036 0.5% 4% False True 324
80 0.7652 0.7330 0.0323 4.4% 0.0032 0.4% 4% False True 260
100 0.7652 0.7330 0.0323 4.4% 0.0031 0.4% 4% False True 211
120 0.7652 0.7274 0.0378 5.1% 0.0029 0.4% 18% False False 179
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7571
2.618 0.7496
1.618 0.7450
1.000 0.7422
0.618 0.7404
HIGH 0.7376
0.618 0.7358
0.500 0.7353
0.382 0.7347
LOW 0.7330
0.618 0.7301
1.000 0.7284
1.618 0.7255
2.618 0.7209
4.250 0.7134
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 0.7353 0.7377
PP 0.7349 0.7365
S1 0.7346 0.7354

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

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