CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 08-Jun-2023
Day Change Summary
Previous Current
07-Jun-2023 08-Jun-2023 Change Change % Previous Week
Open 0.7500 0.7504 0.0004 0.1% 0.7390
High 0.7530 0.7505 -0.0026 -0.3% 0.7485
Low 0.7497 0.7504 0.0007 0.1% 0.7358
Close 0.7497 0.7505 0.0008 0.1% 0.7474
Range 0.0033 0.0001 -0.0033 -98.5% 0.0127
ATR 0.0030 0.0029 -0.0002 -5.4% 0.0000
Volume 235 96 -139 -59.1% 629
Daily Pivots for day following 08-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7506 0.7506 0.7505
R3 0.7505 0.7505 0.7505
R2 0.7505 0.7505 0.7505
R1 0.7505 0.7505 0.7505 0.7505
PP 0.7504 0.7504 0.7504 0.7504
S1 0.7504 0.7504 0.7504 0.7504
S2 0.7504 0.7504 0.7504
S3 0.7503 0.7504 0.7504
S4 0.7503 0.7503 0.7504
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 0.7463 0.0068 0.9% 0.0018 0.2% 62% False False 111
10 0.7530 0.7351 0.0179 2.4% 0.0024 0.3% 86% False False 119
20 0.7530 0.7351 0.0179 2.4% 0.0020 0.3% 86% False False 67
40 0.7545 0.7349 0.0196 2.6% 0.0023 0.3% 79% False False 40
60 0.7545 0.7274 0.0271 3.6% 0.0021 0.3% 85% False False 34
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 86% False False 38
100 0.7550 0.7264 0.0287 3.8% 0.0023 0.3% 84% False False 32
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7507
2.618 0.7506
1.618 0.7505
1.000 0.7505
0.618 0.7505
HIGH 0.7505
0.618 0.7504
0.500 0.7504
0.382 0.7504
LOW 0.7504
0.618 0.7504
1.000 0.7504
1.618 0.7503
2.618 0.7503
4.250 0.7502
Fisher Pivots for day following 08-Jun-2023
Pivot 1 day 3 day
R1 0.7504 0.7502
PP 0.7504 0.7499
S1 0.7504 0.7496

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

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