CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 0.7354 0.7424 0.0070 0.9% 0.7397
High 0.7371 0.7424 0.0053 0.7% 0.7403
Low 0.7354 0.7409 0.0055 0.7% 0.7346
Close 0.7368 0.7409 0.0041 0.6% 0.7372
Range 0.0017 0.0015 -0.0003 -14.7% 0.0058
ATR 0.0041 0.0042 0.0001 2.4% 0.0000
Volume 15 27 12 80.0% 38
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7457 0.7448 0.7417
R3 0.7443 0.7433 0.7413
R2 0.7428 0.7428 0.7412
R1 0.7419 0.7419 0.7410 0.7416
PP 0.7414 0.7414 0.7414 0.7413
S1 0.7404 0.7404 0.7408 0.7402
S2 0.7399 0.7399 0.7406
S3 0.7385 0.7390 0.7405
S4 0.7370 0.7375 0.7401
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7546 0.7517 0.7404
R3 0.7489 0.7459 0.7388
R2 0.7431 0.7431 0.7383
R1 0.7402 0.7402 0.7377 0.7388
PP 0.7374 0.7374 0.7374 0.7367
S1 0.7344 0.7344 0.7367 0.7330
S2 0.7316 0.7316 0.7361
S3 0.7259 0.7287 0.7356
S4 0.7201 0.7229 0.7340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7424 0.7346 0.0078 1.1% 0.0021 0.3% 81% True False 13
10 0.7493 0.7346 0.0148 2.0% 0.0023 0.3% 43% False False 9
20 0.7568 0.7346 0.0223 3.0% 0.0018 0.2% 29% False False 16
Crabel Price Patterns
NR True
NR4 True
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 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7485
2.618 0.7461
1.618 0.7447
1.000 0.7438
0.618 0.7432
HIGH 0.7424
0.618 0.7418
0.500 0.7416
0.382 0.7415
LOW 0.7409
0.618 0.7400
1.000 0.7395
1.618 0.7386
2.618 0.7371
4.250 0.7347
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 0.7416 0.7401
PP 0.7414 0.7393
S1 0.7411 0.7385

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

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