CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 23-Dec-2022
Day Change Summary
Previous Current
22-Dec-2022 23-Dec-2022 Change Change % Previous Week
Open 0.7347 0.7379 0.0032 0.4% 0.7348
High 0.7355 0.7395 0.0040 0.5% 0.7395
Low 0.7340 0.7377 0.0037 0.5% 0.7340
Close 0.7351 0.7376 0.0026 0.3% 0.7376
Range 0.0015 0.0018 0.0003 16.7% 0.0055
ATR 0.0035 0.0036 0.0001 1.7% 0.0000
Volume 22 10 -12 -54.5% 39
Daily Pivots for day following 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7435 0.7423 0.7386
R3 0.7418 0.7406 0.7381
R2 0.7400 0.7400 0.7379
R1 0.7388 0.7388 0.7378 0.7385
PP 0.7383 0.7383 0.7383 0.7381
S1 0.7371 0.7371 0.7374 0.7368
S2 0.7365 0.7365 0.7373
S3 0.7348 0.7353 0.7371
S4 0.7330 0.7336 0.7366
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7534 0.7509 0.7406
R3 0.7479 0.7455 0.7391
R2 0.7425 0.7425 0.7386
R1 0.7400 0.7400 0.7381 0.7413
PP 0.7370 0.7370 0.7370 0.7376
S1 0.7346 0.7346 0.7371 0.7358
S2 0.7316 0.7316 0.7366
S3 0.7261 0.7291 0.7361
S4 0.7207 0.7237 0.7346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7395 0.7340 0.0055 0.7% 0.0008 0.1% 66% True False 7
10 0.7424 0.7329 0.0095 1.3% 0.0011 0.2% 50% False False 8
20 0.7493 0.7329 0.0165 2.2% 0.0016 0.2% 29% False False 6
40 0.7593 0.7311 0.0282 3.8% 0.0018 0.2% 23% False False 10
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7469
2.618 0.7440
1.618 0.7423
1.000 0.7412
0.618 0.7405
HIGH 0.7395
0.618 0.7388
0.500 0.7386
0.382 0.7384
LOW 0.7377
0.618 0.7366
1.000 0.7360
1.618 0.7349
2.618 0.7331
4.250 0.7303
Fisher Pivots for day following 23-Dec-2022
Pivot 1 day 3 day
R1 0.7386 0.7373
PP 0.7383 0.7370
S1 0.7379 0.7367

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

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