CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 13-Dec-2022
Day Change Summary
Previous Current
12-Dec-2022 13-Dec-2022 Change Change % Previous Week
Open 0.7334 0.7407 0.0073 1.0% 0.7466
High 0.7355 0.7407 0.0053 0.7% 0.7469
Low 0.7334 0.7396 0.0062 0.8% 0.7332
Close 0.7355 0.7399 0.0045 0.6% 0.7360
Range 0.0021 0.0011 -0.0010 -46.3% 0.0137
ATR 0.0050 0.0051 0.0000 0.3% 0.0000
Volume 184 216 32 17.4% 1,912
Daily Pivots for day following 13-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7434 0.7427 0.7405
R3 0.7423 0.7416 0.7402
R2 0.7412 0.7412 0.7401
R1 0.7405 0.7405 0.7400 0.7403
PP 0.7401 0.7401 0.7401 0.7400
S1 0.7394 0.7394 0.7398 0.7392
S2 0.7390 0.7390 0.7397
S3 0.7379 0.7383 0.7396
S4 0.7368 0.7372 0.7393
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 0.7407 0.7332 0.0076 1.0% 0.0026 0.3% 89% True False 360
10 0.7474 0.7332 0.0143 1.9% 0.0036 0.5% 47% False False 252
20 0.7558 0.7332 0.0227 3.1% 0.0037 0.5% 30% False False 160
40 0.7581 0.7245 0.0336 4.5% 0.0040 0.5% 46% False False 93
60 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 52% False False 76
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 0.7454
2.618 0.7436
1.618 0.7425
1.000 0.7418
0.618 0.7414
HIGH 0.7407
0.618 0.7403
0.500 0.7402
0.382 0.7400
LOW 0.7396
0.618 0.7389
1.000 0.7385
1.618 0.7378
2.618 0.7367
4.250 0.7349
Fisher Pivots for day following 13-Dec-2022
Pivot 1 day 3 day
R1 0.7402 0.7389
PP 0.7401 0.7379
S1 0.7400 0.7369

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

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