CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 15-Jun-2023
Day Change Summary
Previous Current
14-Jun-2023 15-Jun-2023 Change Change % Previous Week
Open 0.7530 0.7522 -0.0008 -0.1% 0.7472
High 0.7550 0.7589 0.0039 0.5% 0.7530
Low 0.7529 0.7520 -0.0009 -0.1% 0.7463
Close 0.7529 0.7589 0.0060 0.8% 0.7509
Range 0.0021 0.0069 0.0048 234.1% 0.0068
ATR 0.0028 0.0031 0.0003 10.0% 0.0000
Volume 217 260 43 19.8% 578
Daily Pivots for day following 15-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7771 0.7748 0.7626
R3 0.7703 0.7680 0.7607
R2 0.7634 0.7634 0.7601
R1 0.7611 0.7611 0.7595 0.7623
PP 0.7566 0.7566 0.7566 0.7571
S1 0.7543 0.7543 0.7582 0.7554
S2 0.7497 0.7497 0.7576
S3 0.7429 0.7474 0.7570
S4 0.7360 0.7406 0.7551
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 0.7589 0.7494 0.0095 1.2% 0.0031 0.4% 100% True False 243
10 0.7589 0.7463 0.0126 1.7% 0.0025 0.3% 100% True False 177
20 0.7589 0.7351 0.0238 3.1% 0.0024 0.3% 100% True False 126
40 0.7589 0.7349 0.0240 3.2% 0.0024 0.3% 100% True False 70
60 0.7589 0.7274 0.0315 4.1% 0.0022 0.3% 100% True False 52
80 0.7589 0.7264 0.0325 4.3% 0.0024 0.3% 100% True False 52
100 0.7589 0.7264 0.0325 4.3% 0.0024 0.3% 100% True False 44
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 0.7880
2.618 0.7768
1.618 0.7699
1.000 0.7657
0.618 0.7631
HIGH 0.7589
0.618 0.7562
0.500 0.7554
0.382 0.7546
LOW 0.7520
0.618 0.7478
1.000 0.7452
1.618 0.7409
2.618 0.7341
4.250 0.7229
Fisher Pivots for day following 15-Jun-2023
Pivot 1 day 3 day
R1 0.7577 0.7577
PP 0.7566 0.7566
S1 0.7554 0.7554

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

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