CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Dec-2022
Day Change Summary
Previous Current
15-Dec-2022 16-Dec-2022 Change Change % Previous Week
Open 0.7343 0.7331 -0.0012 -0.2% 0.7334
High 0.7343 0.7358 0.0016 0.2% 0.7407
Low 0.7343 0.7320 -0.0023 -0.3% 0.7320
Close 0.7343 0.7323 -0.0020 -0.3% 0.7323
Range 0.0000 0.0038 0.0038 0.0087
ATR 0.0048 0.0047 -0.0001 -1.5% 0.0000
Volume 33 326 293 887.9% 961
Daily Pivots for day following 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7448 0.7423 0.7344
R3 0.7410 0.7385 0.7333
R2 0.7372 0.7372 0.7330
R1 0.7347 0.7347 0.7326 0.7341
PP 0.7334 0.7334 0.7334 0.7330
S1 0.7309 0.7309 0.7320 0.7303
S2 0.7296 0.7296 0.7316
S3 0.7258 0.7271 0.7313
S4 0.7220 0.7233 0.7302
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7611 0.7554 0.7371
R3 0.7524 0.7467 0.7347
R2 0.7437 0.7437 0.7339
R1 0.7380 0.7380 0.7331 0.7365
PP 0.7350 0.7350 0.7350 0.7343
S1 0.7293 0.7293 0.7315 0.7278
S2 0.7263 0.7263 0.7307
S3 0.7176 0.7206 0.7299
S4 0.7089 0.7119 0.7275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7407 0.7320 0.0087 1.2% 0.0015 0.2% 3% False True 192
10 0.7469 0.7320 0.0149 2.0% 0.0028 0.4% 2% False True 287
20 0.7540 0.7320 0.0220 3.0% 0.0035 0.5% 1% False True 180
40 0.7581 0.7245 0.0336 4.6% 0.0038 0.5% 23% False False 107
60 0.7581 0.7200 0.0381 5.2% 0.0042 0.6% 32% False False 82
80 0.7746 0.7200 0.0546 7.4% 0.0038 0.5% 23% False False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7520
2.618 0.7457
1.618 0.7419
1.000 0.7396
0.618 0.7381
HIGH 0.7358
0.618 0.7343
0.500 0.7339
0.382 0.7335
LOW 0.7320
0.618 0.7297
1.000 0.7282
1.618 0.7259
2.618 0.7221
4.250 0.7159
Fisher Pivots for day following 16-Dec-2022
Pivot 1 day 3 day
R1 0.7339 0.7358
PP 0.7334 0.7346
S1 0.7328 0.7335

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

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