CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 0.7379 0.7416 0.0038 0.5% 0.7348
High 0.7395 0.7416 0.0022 0.3% 0.7395
Low 0.7377 0.7416 0.0039 0.5% 0.7340
Close 0.7376 0.7416 0.0040 0.5% 0.7376
Range 0.0018 0.0000 -0.0018 -100.0% 0.0055
ATR 0.0036 0.0036 0.0000 0.8% 0.0000
Volume 10 0 -10 -100.0% 39
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7416 0.7416 0.7416
R3 0.7416 0.7416 0.7416
R2 0.7416 0.7416 0.7416
R1 0.7416 0.7416 0.7416 0.7416
PP 0.7416 0.7416 0.7416 0.7416
S1 0.7416 0.7416 0.7416 0.7416
S2 0.7416 0.7416 0.7416
S3 0.7416 0.7416 0.7416
S4 0.7416 0.7416 0.7416
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 0.7416 0.7340 0.0076 1.0% 0.0008 0.1% 100% True False 7
10 0.7424 0.7329 0.0095 1.3% 0.0009 0.1% 92% False False 7
20 0.7493 0.7329 0.0165 2.2% 0.0016 0.2% 53% False False 6
40 0.7593 0.7311 0.0282 3.8% 0.0017 0.2% 37% False False 10
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7416
2.618 0.7416
1.618 0.7416
1.000 0.7416
0.618 0.7416
HIGH 0.7416
0.618 0.7416
0.500 0.7416
0.382 0.7416
LOW 0.7416
0.618 0.7416
1.000 0.7416
1.618 0.7416
2.618 0.7416
4.250 0.7416
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 0.7416 0.7403
PP 0.7416 0.7391
S1 0.7416 0.7378

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

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