CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 14-Jun-2023
Day Change Summary
Previous Current
13-Jun-2023 14-Jun-2023 Change Change % Previous Week
Open 0.7522 0.7530 0.0008 0.1% 0.7472
High 0.7542 0.7550 0.0008 0.1% 0.7530
Low 0.7522 0.7529 0.0007 0.1% 0.7463
Close 0.7532 0.7529 -0.0003 0.0% 0.7509
Range 0.0020 0.0021 0.0001 2.5% 0.0068
ATR 0.0029 0.0028 -0.0001 -2.1% 0.0000
Volume 637 217 -420 -65.9% 578
Daily Pivots for day following 14-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7597 0.7584 0.7540
R3 0.7577 0.7563 0.7535
R2 0.7556 0.7556 0.7533
R1 0.7543 0.7543 0.7531 0.7539
PP 0.7536 0.7536 0.7536 0.7534
S1 0.7522 0.7522 0.7527 0.7519
S2 0.7515 0.7515 0.7525
S3 0.7495 0.7502 0.7523
S4 0.7474 0.7481 0.7518
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 0.7550 0.7494 0.0056 0.7% 0.0018 0.2% 63% True False 210
10 0.7550 0.7409 0.0141 1.9% 0.0023 0.3% 85% True False 153
20 0.7550 0.7351 0.0199 2.6% 0.0022 0.3% 90% True False 114
40 0.7550 0.7349 0.0201 2.7% 0.0023 0.3% 90% True False 64
60 0.7550 0.7274 0.0276 3.7% 0.0021 0.3% 93% True False 49
80 0.7550 0.7264 0.0286 3.8% 0.0023 0.3% 93% True False 49
100 0.7550 0.7264 0.0287 3.8% 0.0023 0.3% 93% False False 41
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7603
1.618 0.7583
1.000 0.7570
0.618 0.7562
HIGH 0.7550
0.618 0.7542
0.500 0.7539
0.382 0.7537
LOW 0.7529
0.618 0.7516
1.000 0.7509
1.618 0.7496
2.618 0.7475
4.250 0.7442
Fisher Pivots for day following 14-Jun-2023
Pivot 1 day 3 day
R1 0.7539 0.7527
PP 0.7536 0.7524
S1 0.7532 0.7522

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

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