CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 19-Dec-2022

Day Change Summary
	Previous	Current
	16-Dec-2022	19-Dec-2022	Change	Change %	Previous Week
Open	0.7331	0.7348	0.0017	0.2%	0.7334
High	0.7358	0.7348	-0.0011	-0.1%	0.7407
Low	0.7320	0.7336	0.0016	0.2%	0.7320
Close	0.7323	0.7336	0.0013	0.2%	0.7323
Range	0.0038	0.0012	-0.0027	-69.7%	0.0087
ATR	0.0047	0.0046	-0.0002	-3.4%	0.0000
Volume	326	26	-300	-92.0%	961

Daily Pivots for day following 19-Dec-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7374	0.7367	0.7342
R3	0.7363	0.7355	0.7339
R2	0.7351	0.7351	0.7338
R1	0.7344	0.7344	0.7337	0.7342
PP	0.7340	0.7340	0.7340	0.7339
S1	0.7332	0.7332	0.7335	0.7330
S2	0.7328	0.7328	0.7334
S3	0.7317	0.7321	0.7333
S4	0.7305	0.7309	0.7330

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%	0.0013	0.2%	18%	False	False	160
10	0.7407	0.7320	0.0087	1.2%	0.0020	0.3%	18%	False	False	258
20	0.7535	0.7320	0.0215	2.9%	0.0033	0.5%	7%	False	False	178
40	0.7581	0.7280	0.0301	4.1%	0.0036	0.5%	19%	False	False	107
60	0.7581	0.7200	0.0381	5.2%	0.0042	0.6%	36%	False	False	81
80	0.7746	0.7200	0.0546	7.4%	0.0038	0.5%	25%	False	False	67

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0003
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7396
2.618	0.7378
1.618	0.7366
1.000	0.7359
0.618	0.7355
HIGH	0.7348
0.618	0.7343
0.500	0.7342
0.382	0.7340
LOW	0.7336
0.618	0.7329
1.000	0.7325
1.618	0.7317
2.618	0.7306
4.250	0.7287

Fisher Pivots for day following 19-Dec-2022
Pivot	1 day	3 day
R1	0.7342	0.7339
PP	0.7340	0.7338
S1	0.7338	0.7337

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols