CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 0.7463 0.7500 0.0038 0.5% 0.7390
High 0.7487 0.7530 0.0043 0.6% 0.7485
Low 0.7463 0.7497 0.0035 0.5% 0.7358
Close 0.7487 0.7497 0.0010 0.1% 0.7474
Range 0.0025 0.0033 0.0009 34.7% 0.0127
ATR 0.0030 0.0030 0.0001 3.3% 0.0000
Volume 164 235 71 43.3% 629
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7607 0.7585 0.7515
R3 0.7574 0.7552 0.7506
R2 0.7541 0.7541 0.7503
R1 0.7519 0.7519 0.7500 0.7514
PP 0.7508 0.7508 0.7508 0.7505
S1 0.7486 0.7486 0.7494 0.7481
S2 0.7475 0.7475 0.7491
S3 0.7442 0.7453 0.7488
S4 0.7409 0.7420 0.7479
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 0.7530 0.7409 0.0121 1.6% 0.0029 0.4% 73% True False 95
10 0.7530 0.7351 0.0179 2.4% 0.0027 0.4% 82% True False 118
20 0.7530 0.7351 0.0179 2.4% 0.0020 0.3% 82% True False 63
40 0.7545 0.7349 0.0196 2.6% 0.0023 0.3% 76% False False 38
60 0.7545 0.7270 0.0275 3.7% 0.0022 0.3% 83% False False 34
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 83% False False 36
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7670
2.618 0.7616
1.618 0.7583
1.000 0.7563
0.618 0.7550
HIGH 0.7530
0.618 0.7517
0.500 0.7514
0.382 0.7510
LOW 0.7497
0.618 0.7477
1.000 0.7464
1.618 0.7444
2.618 0.7411
4.250 0.7357
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 0.7514 0.7497
PP 0.7508 0.7497
S1 0.7503 0.7496

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

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