CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 0.7470 0.7472 0.0002 0.0% 0.7390
High 0.7485 0.7478 -0.0007 -0.1% 0.7485
Low 0.7463 0.7468 0.0005 0.1% 0.7358
Close 0.7474 0.7468 -0.0006 -0.1% 0.7474
Range 0.0022 0.0010 -0.0012 -55.8% 0.0127
ATR 0.0031 0.0030 -0.0002 -5.0% 0.0000
Volume 45 19 -26 -57.8% 629
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7500 0.7493 0.7473
R3 0.7490 0.7484 0.7471
R2 0.7481 0.7481 0.7470
R1 0.7474 0.7474 0.7469 0.7473
PP 0.7471 0.7471 0.7471 0.7470
S1 0.7465 0.7465 0.7467 0.7463
S2 0.7462 0.7462 0.7466
S3 0.7452 0.7455 0.7465
S4 0.7443 0.7446 0.7463
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7820 0.7774 0.7543
R3 0.7693 0.7647 0.7508
R2 0.7566 0.7566 0.7497
R1 0.7520 0.7520 0.7485 0.7543
PP 0.7439 0.7439 0.7439 0.7450
S1 0.7393 0.7393 0.7462 0.7416
S2 0.7312 0.7312 0.7450
S3 0.7185 0.7266 0.7439
S4 0.7058 0.7139 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7485 0.7358 0.0127 1.7% 0.0026 0.3% 87% False False 129
10 0.7485 0.7351 0.0134 1.8% 0.0022 0.3% 88% False False 79
20 0.7533 0.7351 0.0182 2.4% 0.0020 0.3% 64% False False 44
40 0.7545 0.7349 0.0196 2.6% 0.0022 0.3% 61% False False 28
60 0.7545 0.7270 0.0275 3.7% 0.0022 0.3% 72% False False 28
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 73% False False 31
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 0.7518
2.618 0.7502
1.618 0.7493
1.000 0.7487
0.618 0.7483
HIGH 0.7478
0.618 0.7474
0.500 0.7473
0.382 0.7472
LOW 0.7468
0.618 0.7462
1.000 0.7459
1.618 0.7453
2.618 0.7443
4.250 0.7428
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 0.7473 0.7461
PP 0.7471 0.7454
S1 0.7470 0.7447

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

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