CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 0.7362 0.7368 0.0006 0.1% 0.7334
High 0.7365 0.7368 0.0004 0.0% 0.7407
Low 0.7362 0.7353 -0.0009 -0.1% 0.7320
Close 0.7365 0.7362 -0.0003 0.0% 0.7323
Range 0.0003 0.0015 0.0013 500.0% 0.0087
ATR 0.0044 0.0042 -0.0002 -4.7% 0.0000
Volume 9 249 240 2,666.7% 961
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7406 0.7399 0.7370
R3 0.7391 0.7384 0.7366
R2 0.7376 0.7376 0.7364
R1 0.7369 0.7369 0.7363 0.7365
PP 0.7361 0.7361 0.7361 0.7359
S1 0.7354 0.7354 0.7360 0.7350
S2 0.7346 0.7346 0.7359
S3 0.7331 0.7339 0.7357
S4 0.7316 0.7324 0.7353
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 0.7368 0.7320 0.0048 0.7% 0.0013 0.2% 86% True False 128
10 0.7407 0.7320 0.0087 1.2% 0.0017 0.2% 48% False False 253
20 0.7535 0.7320 0.0215 2.9% 0.0031 0.4% 19% False False 182
40 0.7581 0.7280 0.0301 4.1% 0.0035 0.5% 27% False False 112
60 0.7581 0.7200 0.0381 5.2% 0.0040 0.5% 42% False False 84
80 0.7713 0.7200 0.0513 7.0% 0.0037 0.5% 32% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7432
2.618 0.7407
1.618 0.7392
1.000 0.7383
0.618 0.7377
HIGH 0.7368
0.618 0.7362
0.500 0.7361
0.382 0.7359
LOW 0.7353
0.618 0.7344
1.000 0.7338
1.618 0.7329
2.618 0.7314
4.250 0.7289
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 0.7361 0.7358
PP 0.7361 0.7355
S1 0.7361 0.7352

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

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