CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	0.7412	0.7402	-0.0011	-0.1%	0.7347
High	0.7420	0.7432	0.0012	0.2%	0.7421
Low	0.7390	0.7402	0.0012	0.2%	0.7342
Close	0.7407	0.7420	0.0013	0.2%	0.7407
Range	0.0030	0.0031	0.0001	1.7%	0.0079
ATR	0.0036	0.0036	0.0000	-1.2%	0.0000
Volume	110,532	71,251	-39,281	-35.5%	357,557

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7509	0.7495	0.7437
R3	0.7479	0.7465	0.7428
R2	0.7448	0.7448	0.7426
R1	0.7434	0.7434	0.7423	0.7441
PP	0.7418	0.7418	0.7418	0.7421
S1	0.7404	0.7404	0.7417	0.7411
S2	0.7387	0.7387	0.7414
S3	0.7357	0.7373	0.7412
S4	0.7326	0.7343	0.7403

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7625	0.7595	0.7450
R3	0.7547	0.7516	0.7429
R2	0.7468	0.7468	0.7421
R1	0.7438	0.7438	0.7414	0.7453
PP	0.7390	0.7390	0.7390	0.7398
S1	0.7359	0.7359	0.7400	0.7375
S2	0.7311	0.7311	0.7393
S3	0.7233	0.7281	0.7385
S4	0.7154	0.7202	0.7364

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7432	0.7367	0.0066	0.9%	0.0031	0.4%	82%	True	False	80,936
10	0.7432	0.7313	0.0119	1.6%	0.0035	0.5%	90%	True	False	46,172
20	0.7432	0.7313	0.0119	1.6%	0.0036	0.5%	90%	True	False	23,482
40	0.7616	0.7313	0.0303	4.1%	0.0035	0.5%	35%	False	False	11,830
60	0.7652	0.7313	0.0339	4.6%	0.0036	0.5%	32%	False	False	7,943
80	0.7652	0.7313	0.0339	4.6%	0.0034	0.5%	32%	False	False	5,996
100	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	32%	False	False	4,800
120	0.7652	0.7313	0.0339	4.6%	0.0029	0.4%	32%	False	False	4,002

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7562
2.618	0.7512
1.618	0.7481
1.000	0.7463
0.618	0.7451
HIGH	0.7432
0.618	0.7420
0.500	0.7417
0.382	0.7413
LOW	0.7402
0.618	0.7383
1.000	0.7371
1.618	0.7352
2.618	0.7322
4.250	0.7272

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	0.7419	0.7417
PP	0.7418	0.7413
S1	0.7417	0.7410

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