CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 05-Dec-2022
Day Change Summary
Previous Current
02-Dec-2022 05-Dec-2022 Change Change % Previous Week
Open 0.7459 0.7466 0.0007 0.1% 0.7469
High 0.7474 0.7469 -0.0006 -0.1% 0.7474
Low 0.7426 0.7378 -0.0048 -0.6% 0.7357
Close 0.7456 0.7383 -0.0073 -1.0% 0.7456
Range 0.0048 0.0091 0.0043 88.5% 0.0118
ATR 0.0053 0.0055 0.0003 5.1% 0.0000
Volume 141 318 177 125.5% 444
Daily Pivots for day following 05-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7681 0.7622 0.7432
R3 0.7591 0.7532 0.7407
R2 0.7500 0.7500 0.7399
R1 0.7441 0.7441 0.7391 0.7426
PP 0.7410 0.7410 0.7410 0.7402
S1 0.7351 0.7351 0.7374 0.7335
S2 0.7319 0.7319 0.7366
S3 0.7229 0.7260 0.7358
S4 0.7138 0.7170 0.7333
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7781 0.7736 0.7520
R3 0.7664 0.7618 0.7488
R2 0.7546 0.7546 0.7477
R1 0.7501 0.7501 0.7466 0.7465
PP 0.7429 0.7429 0.7429 0.7411
S1 0.7383 0.7383 0.7445 0.7347
S2 0.7311 0.7311 0.7434
S3 0.7194 0.7266 0.7423
S4 0.7076 0.7148 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7474 0.7357 0.0118 1.6% 0.0063 0.8% 22% False False 130
10 0.7535 0.7357 0.0178 2.4% 0.0047 0.6% 15% False False 98
20 0.7581 0.7357 0.0224 3.0% 0.0040 0.5% 12% False False 69
40 0.7581 0.7200 0.0381 5.2% 0.0042 0.6% 48% False False 48
60 0.7713 0.7200 0.0513 6.9% 0.0044 0.6% 36% False False 45
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7853
2.618 0.7705
1.618 0.7615
1.000 0.7559
0.618 0.7524
HIGH 0.7469
0.618 0.7434
0.500 0.7423
0.382 0.7413
LOW 0.7378
0.618 0.7322
1.000 0.7288
1.618 0.7232
2.618 0.7141
4.250 0.6993
Fisher Pivots for day following 05-Dec-2022
Pivot 1 day 3 day
R1 0.7423 0.7426
PP 0.7410 0.7412
S1 0.7396 0.7397

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

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