CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 01-Jun-2023
Day Change Summary
Previous Current
31-May-2023 01-Jun-2023 Change Change % Previous Week
Open 0.7358 0.7409 0.0052 0.7% 0.7435
High 0.7395 0.7463 0.0068 0.9% 0.7438
Low 0.7358 0.7409 0.0052 0.7% 0.7351
Close 0.7395 0.7463 0.0068 0.9% 0.7375
Range 0.0038 0.0054 0.0017 44.0% 0.0087
ATR 0.0029 0.0032 0.0003 9.3% 0.0000
Volume 216 16 -200 -92.6% 143
Daily Pivots for day following 01-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7607 0.7589 0.7493
R3 0.7553 0.7535 0.7478
R2 0.7499 0.7499 0.7473
R1 0.7481 0.7481 0.7468 0.7490
PP 0.7445 0.7445 0.7445 0.7450
S1 0.7427 0.7427 0.7458 0.7436
S2 0.7391 0.7391 0.7453
S3 0.7337 0.7373 0.7448
S4 0.7283 0.7319 0.7433
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7649 0.7599 0.7422
R3 0.7562 0.7512 0.7398
R2 0.7475 0.7475 0.7390
R1 0.7425 0.7425 0.7382 0.7406
PP 0.7388 0.7388 0.7388 0.7379
S1 0.7338 0.7338 0.7367 0.7319
S2 0.7301 0.7301 0.7359
S3 0.7214 0.7251 0.7351
S4 0.7127 0.7164 0.7327
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7463 0.7351 0.0112 1.5% 0.0029 0.4% 100% True False 128
10 0.7463 0.7351 0.0112 1.5% 0.0024 0.3% 100% True False 74
20 0.7533 0.7351 0.0182 2.4% 0.0023 0.3% 62% False False 42
40 0.7545 0.7349 0.0196 2.6% 0.0022 0.3% 58% False False 27
60 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 71% False False 27
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 71% False False 31
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 0.0002
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.7693
2.618 0.7604
1.618 0.7550
1.000 0.7517
0.618 0.7496
HIGH 0.7463
0.618 0.7442
0.500 0.7436
0.382 0.7430
LOW 0.7409
0.618 0.7376
1.000 0.7355
1.618 0.7322
2.618 0.7268
4.250 0.7180
Fisher Pivots for day following 01-Jun-2023
Pivot 1 day 3 day
R1 0.7454 0.7445
PP 0.7445 0.7428
S1 0.7436 0.7410

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

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