CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 06-Dec-2022
Day Change Summary
Previous Current
05-Dec-2022 06-Dec-2022 Change Change % Previous Week
Open 0.7466 0.7360 -0.0106 -1.4% 0.7469
High 0.7469 0.7364 -0.0105 -1.4% 0.7474
Low 0.7378 0.7344 -0.0034 -0.5% 0.7357
Close 0.7383 0.7344 -0.0039 -0.5% 0.7456
Range 0.0091 0.0020 -0.0071 -77.9% 0.0118
ATR 0.0055 0.0054 -0.0001 -2.2% 0.0000
Volume 318 194 -124 -39.0% 444
Daily Pivots for day following 06-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7411 0.7397 0.7355
R3 0.7391 0.7377 0.7350
R2 0.7371 0.7371 0.7348
R1 0.7357 0.7357 0.7346 0.7354
PP 0.7351 0.7351 0.7351 0.7349
S1 0.7337 0.7337 0.7342 0.7334
S2 0.7331 0.7331 0.7340
S3 0.7311 0.7317 0.7339
S4 0.7291 0.7297 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 0.7344 0.0130 1.8% 0.0046 0.6% 0% False True 145
10 0.7535 0.7344 0.0191 2.6% 0.0046 0.6% 0% False True 101
20 0.7581 0.7344 0.0237 3.2% 0.0040 0.5% 0% False True 78
40 0.7581 0.7200 0.0381 5.2% 0.0043 0.6% 38% False False 52
60 0.7681 0.7200 0.0481 6.5% 0.0044 0.6% 30% False False 48
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 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7449
2.618 0.7416
1.618 0.7396
1.000 0.7384
0.618 0.7376
HIGH 0.7364
0.618 0.7356
0.500 0.7354
0.382 0.7352
LOW 0.7344
0.618 0.7332
1.000 0.7324
1.618 0.7312
2.618 0.7292
4.250 0.7259
Fisher Pivots for day following 06-Dec-2022
Pivot 1 day 3 day
R1 0.7354 0.7409
PP 0.7351 0.7387
S1 0.7347 0.7366

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

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