CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Dec-2022
Day Change Summary
Previous Current
09-Dec-2022 12-Dec-2022 Change Change % Previous Week
Open 0.7380 0.7334 -0.0046 -0.6% 0.7466
High 0.7389 0.7355 -0.0034 -0.5% 0.7469
Low 0.7332 0.7334 0.0003 0.0% 0.7332
Close 0.7360 0.7355 -0.0006 -0.1% 0.7360
Range 0.0057 0.0021 -0.0037 -64.0% 0.0137
ATR 0.0052 0.0050 -0.0002 -3.6% 0.0000
Volume 1,109 184 -925 -83.4% 1,912
Daily Pivots for day following 12-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7409 0.7402 0.7366
R3 0.7389 0.7382 0.7360
R2 0.7368 0.7368 0.7358
R1 0.7361 0.7361 0.7356 0.7365
PP 0.7348 0.7348 0.7348 0.7349
S1 0.7341 0.7341 0.7353 0.7344
S2 0.7327 0.7327 0.7351
S3 0.7307 0.7320 0.7349
S4 0.7286 0.7300 0.7343
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7798 0.7716 0.7435
R3 0.7661 0.7579 0.7398
R2 0.7524 0.7524 0.7385
R1 0.7442 0.7442 0.7373 0.7414
PP 0.7387 0.7387 0.7387 0.7373
S1 0.7305 0.7305 0.7347 0.7277
S2 0.7250 0.7250 0.7335
S3 0.7113 0.7168 0.7322
S4 0.6976 0.7031 0.7285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7392 0.7332 0.0061 0.8% 0.0027 0.4% 38% False False 355
10 0.7474 0.7332 0.0143 1.9% 0.0045 0.6% 16% False False 242
20 0.7581 0.7332 0.0249 3.4% 0.0038 0.5% 9% False False 150
40 0.7581 0.7245 0.0336 4.6% 0.0040 0.5% 33% False False 88
60 0.7581 0.7200 0.0381 5.2% 0.0043 0.6% 41% False False 73
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7442
2.618 0.7408
1.618 0.7388
1.000 0.7375
0.618 0.7367
HIGH 0.7355
0.618 0.7347
0.500 0.7344
0.382 0.7342
LOW 0.7334
0.618 0.7321
1.000 0.7314
1.618 0.7301
2.618 0.7280
4.250 0.7247
Fisher Pivots for day following 12-Dec-2022
Pivot 1 day 3 day
R1 0.7351 0.7362
PP 0.7348 0.7359
S1 0.7344 0.7357

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

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