CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 06-Jun-2023
Day Change Summary
Previous Current
05-Jun-2023 06-Jun-2023 Change Change % Previous Week
Open 0.7472 0.7463 -0.0010 -0.1% 0.7390
High 0.7478 0.7487 0.0010 0.1% 0.7485
Low 0.7468 0.7463 -0.0006 -0.1% 0.7358
Close 0.7468 0.7487 0.0019 0.3% 0.7474
Range 0.0010 0.0025 0.0015 157.9% 0.0127
ATR 0.0030 0.0030 0.0000 -1.3% 0.0000
Volume 19 164 145 763.2% 629
Daily Pivots for day following 06-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7552 0.7544 0.7500
R3 0.7528 0.7520 0.7494
R2 0.7503 0.7503 0.7491
R1 0.7495 0.7495 0.7489 0.7499
PP 0.7479 0.7479 0.7479 0.7481
S1 0.7471 0.7471 0.7485 0.7475
S2 0.7454 0.7454 0.7483
S3 0.7430 0.7446 0.7480
S4 0.7405 0.7422 0.7474
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 0.7487 0.7358 0.0130 1.7% 0.0029 0.4% 100% True False 92
10 0.7487 0.7351 0.0136 1.8% 0.0024 0.3% 100% True False 95
20 0.7510 0.7351 0.0159 2.1% 0.0020 0.3% 86% False False 51
40 0.7545 0.7349 0.0196 2.6% 0.0022 0.3% 70% False False 32
60 0.7545 0.7270 0.0275 3.7% 0.0022 0.3% 79% False False 30
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 79% False False 33
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7551
1.618 0.7527
1.000 0.7512
0.618 0.7502
HIGH 0.7487
0.618 0.7478
0.500 0.7475
0.382 0.7472
LOW 0.7463
0.618 0.7447
1.000 0.7438
1.618 0.7423
2.618 0.7398
4.250 0.7358
Fisher Pivots for day following 06-Jun-2023
Pivot 1 day 3 day
R1 0.7483 0.7483
PP 0.7479 0.7479
S1 0.7475 0.7475

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

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