CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Dec-2022
Day Change Summary
Previous Current
23-Dec-2022 27-Dec-2022 Change Change % Previous Week
Open 0.7372 0.7400 0.0028 0.4% 0.7348
High 0.7386 0.7419 0.0033 0.4% 0.7386
Low 0.7337 0.7400 0.0063 0.9% 0.7322
Close 0.7367 0.7408 0.0041 0.5% 0.7367
Range 0.0049 0.0019 -0.0030 -61.2% 0.0064
ATR 0.0043 0.0043 0.0001 1.6% 0.0000
Volume 6 28 22 366.7% 332
Daily Pivots for day following 27-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7466 0.7456 0.7418
R3 0.7447 0.7437 0.7413
R2 0.7428 0.7428 0.7411
R1 0.7418 0.7418 0.7409 0.7423
PP 0.7409 0.7409 0.7409 0.7411
S1 0.7399 0.7399 0.7406 0.7404
S2 0.7390 0.7390 0.7404
S3 0.7371 0.7380 0.7402
S4 0.7352 0.7361 0.7397
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 0.7419 0.7322 0.0097 1.3% 0.0022 0.3% 88% True False 66
10 0.7419 0.7320 0.0099 1.3% 0.0018 0.2% 88% True False 113
20 0.7474 0.7320 0.0154 2.1% 0.0031 0.4% 57% False False 178
40 0.7581 0.7280 0.0301 4.1% 0.0034 0.5% 42% False False 111
60 0.7581 0.7200 0.0381 5.1% 0.0038 0.5% 55% False False 82
80 0.7713 0.7200 0.0513 6.9% 0.0038 0.5% 40% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0003
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7500
2.618 0.7469
1.618 0.7450
1.000 0.7438
0.618 0.7431
HIGH 0.7419
0.618 0.7412
0.500 0.7410
0.382 0.7407
LOW 0.7400
0.618 0.7388
1.000 0.7381
1.618 0.7369
2.618 0.7350
4.250 0.7319
Fisher Pivots for day following 27-Dec-2022
Pivot 1 day 3 day
R1 0.7410 0.7395
PP 0.7409 0.7383
S1 0.7408 0.7371

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

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