CME Canadian Dollar Future September 2023


Trading Metrics calculated at close of trading on 30-Dec-2022
Day Change Summary
Previous Current
29-Dec-2022 30-Dec-2022 Change Change % Previous Week
Open 0.7394 0.7405 0.0011 0.1% 0.7416
High 0.7408 0.7413 0.0005 0.1% 0.7416
Low 0.7377 0.7396 0.0019 0.3% 0.7377
Close 0.7408 0.7410 0.0002 0.0% 0.7410
Range 0.0031 0.0018 -0.0014 -43.5% 0.0039
ATR 0.0036 0.0035 -0.0001 -3.7% 0.0000
Volume 25 1 -24 -96.0% 28
Daily Pivots for day following 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7459 0.7452 0.7419
R3 0.7441 0.7434 0.7414
R2 0.7424 0.7424 0.7413
R1 0.7417 0.7417 0.7411 0.7420
PP 0.7406 0.7406 0.7406 0.7408
S1 0.7399 0.7399 0.7408 0.7403
S2 0.7389 0.7389 0.7406
S3 0.7371 0.7382 0.7405
S4 0.7354 0.7364 0.7400
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7518 0.7503 0.7431
R3 0.7479 0.7464 0.7420
R2 0.7440 0.7440 0.7417
R1 0.7425 0.7425 0.7413 0.7413
PP 0.7401 0.7401 0.7401 0.7395
S1 0.7386 0.7386 0.7406 0.7374
S2 0.7362 0.7362 0.7402
S3 0.7323 0.7347 0.7399
S4 0.7284 0.7308 0.7388
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7416 0.7377 0.0039 0.5% 0.0013 0.2% 83% False False 7
10 0.7416 0.7329 0.0088 1.2% 0.0013 0.2% 93% False False 7
20 0.7487 0.7329 0.0158 2.1% 0.0015 0.2% 51% False False 7
40 0.7593 0.7311 0.0282 3.8% 0.0017 0.2% 35% False False 10
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 True
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7487
2.618 0.7459
1.618 0.7441
1.000 0.7431
0.618 0.7424
HIGH 0.7413
0.618 0.7406
0.500 0.7404
0.382 0.7402
LOW 0.7396
0.618 0.7385
1.000 0.7378
1.618 0.7367
2.618 0.7350
4.250 0.7321
Fisher Pivots for day following 30-Dec-2022
Pivot 1 day 3 day
R1 0.7408 0.7405
PP 0.7406 0.7400
S1 0.7404 0.7395

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

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