CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	0.7347	0.7379	0.0032	0.4%	0.7367
High	0.7384	0.7394	0.0010	0.1%	0.7376
Low	0.7342	0.7367	0.0025	0.3%	0.7313
Close	0.7373	0.7387	0.0014	0.2%	0.7340
Range	0.0042	0.0027	-0.0015	-35.7%	0.0063
ATR	0.0038	0.0037	-0.0001	-2.0%	0.0000
Volume	24,126	56,247	32,121	133.1%	32,920

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7463	0.7452	0.7402
R3	0.7436	0.7425	0.7394
R2	0.7409	0.7409	0.7392
R1	0.7398	0.7398	0.7389	0.7404
PP	0.7382	0.7382	0.7382	0.7385
S1	0.7371	0.7371	0.7385	0.7377
S2	0.7355	0.7355	0.7382
S3	0.7328	0.7344	0.7380
S4	0.7301	0.7317	0.7372

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	0.7394	0.7313	0.0081	1.1%	0.0035	0.5%	92%	True	False	22,105
10	0.7424	0.7313	0.0111	1.5%	0.0039	0.5%	67%	False	False	11,895
20	0.7450	0.7313	0.0137	1.9%	0.0036	0.5%	54%	False	False	6,089
40	0.7636	0.7313	0.0323	4.4%	0.0036	0.5%	23%	False	False	3,129
60	0.7652	0.7313	0.0339	4.6%	0.0036	0.5%	22%	False	False	2,146
80	0.7652	0.7313	0.0339	4.6%	0.0033	0.5%	22%	False	False	1,641
100	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	22%	False	False	1,316
120	0.7652	0.7274	0.0378	5.1%	0.0029	0.4%	30%	False	False	1,099

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.7508
2.618	0.7464
1.618	0.7437
1.000	0.7421
0.618	0.7410
HIGH	0.7394
0.618	0.7383
0.500	0.7380
0.382	0.7377
LOW	0.7367
0.618	0.7350
1.000	0.7340
1.618	0.7323
2.618	0.7296
4.250	0.7252

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	0.7385	0.7376
PP	0.7382	0.7365
S1	0.7380	0.7355

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