CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Dec-2022
Day Change Summary
Previous Current
21-Dec-2022 22-Dec-2022 Change Change % Previous Week
Open 0.7368 0.7348 -0.0020 -0.3% 0.7334
High 0.7368 0.7348 -0.0020 -0.3% 0.7407
Low 0.7353 0.7322 -0.0031 -0.4% 0.7320
Close 0.7362 0.7341 -0.0021 -0.3% 0.7323
Range 0.0015 0.0026 0.0011 73.3% 0.0087
ATR 0.0042 0.0042 0.0000 -0.5% 0.0000
Volume 249 42 -207 -83.1% 961
Daily Pivots for day following 22-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7415 0.7404 0.7355
R3 0.7389 0.7378 0.7348
R2 0.7363 0.7363 0.7345
R1 0.7352 0.7352 0.7343 0.7344
PP 0.7337 0.7337 0.7337 0.7333
S1 0.7326 0.7326 0.7338 0.7318
S2 0.7311 0.7311 0.7336
S3 0.7285 0.7300 0.7333
S4 0.7259 0.7274 0.7326
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% 0.0019 0.3% 43% False False 130
10 0.7407 0.7320 0.0087 1.2% 0.0019 0.3% 24% False False 239
20 0.7535 0.7320 0.0215 2.9% 0.0031 0.4% 10% False False 183
40 0.7581 0.7280 0.0301 4.1% 0.0035 0.5% 20% False False 112
60 0.7581 0.7200 0.0381 5.2% 0.0040 0.5% 37% False False 85
80 0.7713 0.7200 0.0513 7.0% 0.0037 0.5% 27% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7459
2.618 0.7416
1.618 0.7390
1.000 0.7374
0.618 0.7364
HIGH 0.7348
0.618 0.7338
0.500 0.7335
0.382 0.7332
LOW 0.7322
0.618 0.7306
1.000 0.7296
1.618 0.7280
2.618 0.7254
4.250 0.7212
Fisher Pivots for day following 22-Dec-2022
Pivot 1 day 3 day
R1 0.7339 0.7345
PP 0.7337 0.7344
S1 0.7335 0.7342

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

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