CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 23-Jun-2023
Day Change Summary
Previous Current
22-Jun-2023 23-Jun-2023 Change Change % Previous Week
Open 0.7617 0.7620 0.0003 0.0% 0.7584
High 0.7628 0.7624 -0.0004 0.0% 0.7628
Low 0.7609 0.7579 -0.0030 -0.4% 0.7559
Close 0.7625 0.7598 -0.0027 -0.3% 0.7598
Range 0.0019 0.0046 0.0027 139.5% 0.0069
ATR 0.0032 0.0033 0.0001 3.1% 0.0000
Volume 134 75 -59 -44.0% 401
Daily Pivots for day following 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7737 0.7713 0.7623
R3 0.7691 0.7667 0.7611
R2 0.7646 0.7646 0.7606
R1 0.7622 0.7622 0.7602 0.7611
PP 0.7600 0.7600 0.7600 0.7595
S1 0.7576 0.7576 0.7594 0.7566
S2 0.7555 0.7555 0.7590
S3 0.7509 0.7531 0.7585
S4 0.7464 0.7485 0.7573
Weekly Pivots for week ending 23-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7800 0.7768 0.7636
R3 0.7732 0.7699 0.7617
R2 0.7663 0.7663 0.7611
R1 0.7631 0.7631 0.7604 0.7647
PP 0.7595 0.7595 0.7595 0.7603
S1 0.7562 0.7562 0.7592 0.7579
S2 0.7526 0.7526 0.7585
S3 0.7458 0.7494 0.7579
S4 0.7389 0.7425 0.7560
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7628 0.7559 0.0069 0.9% 0.0035 0.5% 57% False False 134
10 0.7628 0.7494 0.0134 1.8% 0.0033 0.4% 78% False False 188
20 0.7628 0.7351 0.0277 3.6% 0.0028 0.4% 89% False False 154
40 0.7628 0.7349 0.0279 3.7% 0.0026 0.3% 89% False False 86
60 0.7628 0.7349 0.0279 3.7% 0.0022 0.3% 89% False False 62
80 0.7628 0.7264 0.0364 4.8% 0.0024 0.3% 92% False False 58
100 0.7628 0.7264 0.0364 4.8% 0.0024 0.3% 92% False False 50
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7817
2.618 0.7743
1.618 0.7698
1.000 0.7670
0.618 0.7652
HIGH 0.7624
0.618 0.7607
0.500 0.7601
0.382 0.7596
LOW 0.7579
0.618 0.7550
1.000 0.7533
1.618 0.7505
2.618 0.7459
4.250 0.7385
Fisher Pivots for day following 23-Jun-2023
Pivot 1 day 3 day
R1 0.7601 0.7603
PP 0.7600 0.7601
S1 0.7599 0.7600

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

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