CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	0.7323	0.7347	0.0025	0.3%	0.7367
High	0.7359	0.7384	0.0026	0.3%	0.7376
Low	0.7316	0.7342	0.0027	0.4%	0.7313
Close	0.7340	0.7373	0.0034	0.5%	0.7340
Range	0.0043	0.0042	-0.0001	-2.3%	0.0063
ATR	0.0037	0.0038	0.0001	1.4%	0.0000
Volume	24,976	24,126	-850	-3.4%	32,920

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7492	0.7475	0.7396
R3	0.7450	0.7433	0.7385
R2	0.7408	0.7408	0.7381
R1	0.7391	0.7391	0.7377	0.7400
PP	0.7366	0.7366	0.7366	0.7371
S1	0.7349	0.7349	0.7369	0.7358
S2	0.7324	0.7324	0.7365
S3	0.7282	0.7307	0.7361
S4	0.7240	0.7265	0.7350

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7530	0.7497	0.7374
R3	0.7468	0.7435	0.7357
R2	0.7405	0.7405	0.7351
R1	0.7372	0.7372	0.7345	0.7358
PP	0.7343	0.7343	0.7343	0.7335
S1	0.7310	0.7310	0.7334	0.7295
S2	0.7280	0.7280	0.7328
S3	0.7218	0.7247	0.7322
S4	0.7155	0.7185	0.7305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7384	0.7313	0.0071	1.0%	0.0038	0.5%	85%	True	False	11,409
10	0.7424	0.7313	0.0111	1.5%	0.0038	0.5%	54%	False	False	6,303
20	0.7453	0.7313	0.0140	1.9%	0.0035	0.5%	43%	False	False	3,295
40	0.7636	0.7313	0.0323	4.4%	0.0036	0.5%	19%	False	False	1,727
60	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	18%	False	False	1,213
80	0.7652	0.7313	0.0339	4.6%	0.0033	0.5%	18%	False	False	938
100	0.7652	0.7313	0.0339	4.6%	0.0031	0.4%	18%	False	False	753
120	0.7652	0.7274	0.0378	5.1%	0.0029	0.4%	26%	False	False	631

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7563
2.618	0.7494
1.618	0.7452
1.000	0.7426
0.618	0.7410
HIGH	0.7384
0.618	0.7368
0.500	0.7363
0.382	0.7358
LOW	0.7342
0.618	0.7316
1.000	0.7300
1.618	0.7274
2.618	0.7232
4.250	0.7164

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	0.7370	0.7365
PP	0.7366	0.7357
S1	0.7363	0.7349

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