CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.7513 0.7512 -0.0002 0.0% 0.7472
High 0.7528 0.7513 -0.0016 -0.2% 0.7530
Low 0.7500 0.7494 -0.0006 -0.1% 0.7463
Close 0.7509 0.7500 -0.0010 -0.1% 0.7509
Range 0.0029 0.0019 -0.0010 -35.1% 0.0068
ATR 0.0029 0.0028 -0.0001 -2.6% 0.0000
Volume 64 38 -26 -40.6% 578
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7558 0.7547 0.7510
R3 0.7539 0.7529 0.7505
R2 0.7521 0.7521 0.7503
R1 0.7510 0.7510 0.7501 0.7506
PP 0.7502 0.7502 0.7502 0.7500
S1 0.7492 0.7492 0.7498 0.7488
S2 0.7484 0.7484 0.7496
S3 0.7465 0.7473 0.7494
S4 0.7447 0.7455 0.7489
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7703 0.7674 0.7546
R3 0.7636 0.7606 0.7528
R2 0.7568 0.7568 0.7521
R1 0.7539 0.7539 0.7515 0.7553
PP 0.7501 0.7501 0.7501 0.7508
S1 0.7471 0.7471 0.7503 0.7486
S2 0.7433 0.7433 0.7497
S3 0.7366 0.7404 0.7490
S4 0.7298 0.7336 0.7472
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% 0.0021 0.3% 55% False False 119
10 0.7530 0.7358 0.0173 2.3% 0.0024 0.3% 82% False False 124
20 0.7530 0.7351 0.0179 2.4% 0.0020 0.3% 83% False False 71
40 0.7533 0.7349 0.0184 2.5% 0.0022 0.3% 82% False False 43
60 0.7545 0.7274 0.0271 3.6% 0.0021 0.3% 83% False False 36
80 0.7545 0.7264 0.0282 3.8% 0.0023 0.3% 84% False False 39
100 0.7550 0.7264 0.0287 3.8% 0.0023 0.3% 82% False False 33
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7591
2.618 0.7561
1.618 0.7542
1.000 0.7531
0.618 0.7524
HIGH 0.7513
0.618 0.7505
0.500 0.7503
0.382 0.7501
LOW 0.7494
0.618 0.7483
1.000 0.7476
1.618 0.7464
2.618 0.7446
4.250 0.7415
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.7503 0.7511
PP 0.7502 0.7507
S1 0.7501 0.7503

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

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