CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 23-Dec-2022
Day Change Summary
Previous Current
22-Dec-2022 23-Dec-2022 Change Change % Previous Week
Open 0.7348 0.7372 0.0024 0.3% 0.7348
High 0.7348 0.7386 0.0038 0.5% 0.7386
Low 0.7322 0.7337 0.0015 0.2% 0.7322
Close 0.7341 0.7367 0.0027 0.4% 0.7367
Range 0.0026 0.0049 0.0023 88.5% 0.0064
ATR 0.0042 0.0043 0.0000 1.2% 0.0000
Volume 42 6 -36 -85.7% 332
Daily Pivots for day following 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7510 0.7488 0.7394
R3 0.7461 0.7439 0.7380
R2 0.7412 0.7412 0.7376
R1 0.7390 0.7390 0.7371 0.7377
PP 0.7363 0.7363 0.7363 0.7357
S1 0.7341 0.7341 0.7363 0.7328
S2 0.7314 0.7314 0.7358
S3 0.7265 0.7292 0.7354
S4 0.7216 0.7243 0.7340
Weekly Pivots for week ending 23-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7550 0.7523 0.7402
R3 0.7486 0.7459 0.7385
R2 0.7422 0.7422 0.7379
R1 0.7395 0.7395 0.7373 0.7409
PP 0.7358 0.7358 0.7358 0.7365
S1 0.7331 0.7331 0.7361 0.7345
S2 0.7294 0.7294 0.7355
S3 0.7230 0.7267 0.7349
S4 0.7166 0.7203 0.7332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7386 0.7322 0.0064 0.9% 0.0021 0.3% 70% True False 66
10 0.7407 0.7320 0.0087 1.2% 0.0018 0.2% 54% False False 129
20 0.7474 0.7320 0.0154 2.1% 0.0032 0.4% 31% False False 182
40 0.7581 0.7280 0.0301 4.1% 0.0035 0.5% 29% False False 111
60 0.7581 0.7200 0.0381 5.2% 0.0040 0.5% 44% False False 84
80 0.7713 0.7200 0.0513 7.0% 0.0038 0.5% 33% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.7594
2.618 0.7514
1.618 0.7465
1.000 0.7435
0.618 0.7416
HIGH 0.7386
0.618 0.7367
0.500 0.7362
0.382 0.7356
LOW 0.7337
0.618 0.7307
1.000 0.7288
1.618 0.7258
2.618 0.7209
4.250 0.7129
Fisher Pivots for day following 23-Dec-2022
Pivot 1 day 3 day
R1 0.7365 0.7363
PP 0.7363 0.7358
S1 0.7362 0.7354

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

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