CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 21-Aug-2023
Day Change Summary
Previous Current
18-Aug-2023 21-Aug-2023 Change Change % Previous Week
Open 0.7401 0.7400 -0.0001 0.0% 0.7453
High 0.7405 0.7418 0.0013 0.2% 0.7453
Low 0.7378 0.7379 0.0001 0.0% 0.7378
Close 0.7394 0.7393 -0.0001 0.0% 0.7394
Range 0.0027 0.0039 0.0012 42.6% 0.0075
ATR 0.0035 0.0036 0.0000 0.6% 0.0000
Volume 221 154 -67 -30.3% 933
Daily Pivots for day following 21-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7512 0.7491 0.7414
R3 0.7474 0.7453 0.7404
R2 0.7435 0.7435 0.7400
R1 0.7414 0.7414 0.7397 0.7405
PP 0.7397 0.7397 0.7397 0.7392
S1 0.7376 0.7376 0.7389 0.7367
S2 0.7358 0.7358 0.7386
S3 0.7320 0.7337 0.7382
S4 0.7281 0.7299 0.7372
Weekly Pivots for week ending 18-Aug-2023
Classic Woodie Camarilla DeMark
R4 0.7633 0.7589 0.7435
R3 0.7558 0.7514 0.7415
R2 0.7483 0.7483 0.7408
R1 0.7439 0.7439 0.7401 0.7424
PP 0.7408 0.7408 0.7408 0.7401
S1 0.7364 0.7364 0.7387 0.7349
S2 0.7333 0.7333 0.7380
S3 0.7258 0.7289 0.7373
S4 0.7183 0.7214 0.7353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7450 0.7378 0.0072 1.0% 0.0031 0.4% 21% False False 146
10 0.7492 0.7378 0.0114 1.5% 0.0034 0.5% 13% False False 214
20 0.7615 0.7378 0.0237 3.2% 0.0035 0.5% 6% False False 181
40 0.7652 0.7378 0.0274 3.7% 0.0036 0.5% 5% False False 176
60 0.7652 0.7351 0.0301 4.1% 0.0034 0.5% 14% False False 168
80 0.7652 0.7349 0.0303 4.1% 0.0031 0.4% 15% False False 131
100 0.7652 0.7349 0.0303 4.1% 0.0028 0.4% 15% False False 107
120 0.7652 0.7264 0.0389 5.3% 0.0028 0.4% 33% False False 97
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7581
2.618 0.7518
1.618 0.7480
1.000 0.7456
0.618 0.7441
HIGH 0.7418
0.618 0.7403
0.500 0.7398
0.382 0.7394
LOW 0.7379
0.618 0.7355
1.000 0.7341
1.618 0.7317
2.618 0.7278
4.250 0.7215
Fisher Pivots for day following 21-Aug-2023
Pivot 1 day 3 day
R1 0.7398 0.7399
PP 0.7397 0.7397
S1 0.7395 0.7395

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

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