CME Canadian Dollar Future December 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	0.7421	0.7376	-0.0045	-0.6%	0.7431
High	0.7462	0.7382	-0.0080	-1.1%	0.7462
Low	0.7369	0.7318	-0.0052	-0.7%	0.7369
Close	0.7384	0.7322	-0.0062	-0.8%	0.7384
Range	0.0093	0.0064	-0.0029	-30.8%	0.0093
ATR	0.0041	0.0043	0.0002	4.4%	0.0000
Volume	143,437	108,685	-34,752	-24.2%	452,188

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7532	0.7491	0.7357
R3	0.7468	0.7427	0.7340
R2	0.7404	0.7404	0.7334
R1	0.7363	0.7363	0.7328	0.7352
PP	0.7340	0.7340	0.7340	0.7335
S1	0.7299	0.7299	0.7316	0.7288
S2	0.7276	0.7276	0.7310
S3	0.7212	0.7235	0.7304
S4	0.7148	0.7171	0.7287

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7682	0.7625	0.7434
R3	0.7590	0.7533	0.7409
R2	0.7497	0.7497	0.7400
R1	0.7440	0.7440	0.7392	0.7423
PP	0.7405	0.7405	0.7405	0.7396
S1	0.7348	0.7348	0.7375	0.7330
S2	0.7312	0.7312	0.7367
S3	0.7220	0.7255	0.7358
S4	0.7127	0.7163	0.7333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7462	0.7318	0.0144	2.0%	0.0050	0.7%	3%	False	True	98,842
10	0.7485	0.7318	0.0168	2.3%	0.0046	0.6%	3%	False	True	96,196
20	0.7485	0.7313	0.0172	2.3%	0.0041	0.6%	5%	False	False	71,184
40	0.7499	0.7313	0.0186	2.5%	0.0038	0.5%	5%	False	False	35,841
60	0.7652	0.7313	0.0339	4.6%	0.0038	0.5%	3%	False	False	23,949
80	0.7652	0.7313	0.0339	4.6%	0.0037	0.5%	3%	False	False	18,006
100	0.7652	0.7313	0.0339	4.6%	0.0033	0.5%	3%	False	False	14,417
120	0.7652	0.7313	0.0339	4.6%	0.0032	0.4%	3%	False	False	12,016

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7654
2.618	0.7549
1.618	0.7485
1.000	0.7446
0.618	0.7421
HIGH	0.7382
0.618	0.7357
0.500	0.7350
0.382	0.7342
LOW	0.7318
0.618	0.7278
1.000	0.7254
1.618	0.7214
2.618	0.7150
4.250	0.7046

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	0.7350	0.7390
PP	0.7340	0.7367
S1	0.7331	0.7345

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