CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 0.7390 0.7343 -0.0048 -0.6% 0.7466
High 0.7395 0.7343 -0.0053 -0.7% 0.7469
Low 0.7390 0.7343 -0.0048 -0.6% 0.7332
Close 0.7394 0.7343 -0.0051 -0.7% 0.7360
Range 0.0005 0.0000 -0.0005 -100.0% 0.0137
ATR 0.0048 0.0048 0.0000 0.5% 0.0000
Volume 202 33 -169 -83.7% 1,912
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7343 0.7343 0.7343
R3 0.7343 0.7343 0.7343
R2 0.7343 0.7343 0.7343
R1 0.7343 0.7343 0.7343 0.7343
PP 0.7343 0.7343 0.7343 0.7343
S1 0.7343 0.7343 0.7343 0.7343
S2 0.7343 0.7343 0.7343
S3 0.7343 0.7343 0.7343
S4 0.7343 0.7343 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 0.7407 0.7332 0.0076 1.0% 0.0019 0.3% 15% False False 348
10 0.7474 0.7332 0.0143 1.9% 0.0029 0.4% 8% False False 268
20 0.7540 0.7332 0.0209 2.8% 0.0035 0.5% 5% False False 166
40 0.7581 0.7245 0.0336 4.6% 0.0039 0.5% 29% False False 99
60 0.7581 0.7200 0.0381 5.2% 0.0043 0.6% 37% False False 78
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.7343
2.618 0.7343
1.618 0.7343
1.000 0.7343
0.618 0.7343
HIGH 0.7343
0.618 0.7343
0.500 0.7343
0.382 0.7343
LOW 0.7343
0.618 0.7343
1.000 0.7343
1.618 0.7343
2.618 0.7343
4.250 0.7343
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 0.7343 0.7375
PP 0.7343 0.7364
S1 0.7343 0.7353

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

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