CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Dec-2022
Day Change Summary
Previous Current
27-Dec-2022 28-Dec-2022 Change Change % Previous Week
Open 0.7400 0.7402 0.0002 0.0% 0.7348
High 0.7419 0.7416 -0.0004 0.0% 0.7386
Low 0.7400 0.7362 -0.0038 -0.5% 0.7322
Close 0.7408 0.7369 -0.0039 -0.5% 0.7367
Range 0.0019 0.0054 0.0035 181.6% 0.0064
ATR 0.0043 0.0044 0.0001 1.7% 0.0000
Volume 28 24 -4 -14.3% 332
Daily Pivots for day following 28-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7543 0.7509 0.7398
R3 0.7489 0.7456 0.7384
R2 0.7436 0.7436 0.7379
R1 0.7402 0.7402 0.7374 0.7392
PP 0.7382 0.7382 0.7382 0.7377
S1 0.7349 0.7349 0.7364 0.7339
S2 0.7329 0.7329 0.7359
S3 0.7275 0.7295 0.7354
S4 0.7222 0.7242 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 0.7419 0.7322 0.0097 1.3% 0.0033 0.4% 48% False False 69
10 0.7419 0.7320 0.0099 1.3% 0.0022 0.3% 49% False False 94
20 0.7474 0.7320 0.0154 2.1% 0.0029 0.4% 32% False False 173
40 0.7581 0.7280 0.0301 4.1% 0.0035 0.5% 30% False False 112
60 0.7581 0.7200 0.0381 5.2% 0.0038 0.5% 44% False False 82
80 0.7713 0.7200 0.0513 7.0% 0.0039 0.5% 33% False False 71
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 False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.7643
2.618 0.7556
1.618 0.7502
1.000 0.7469
0.618 0.7449
HIGH 0.7416
0.618 0.7395
0.500 0.7389
0.382 0.7382
LOW 0.7362
0.618 0.7329
1.000 0.7309
1.618 0.7275
2.618 0.7222
4.250 0.7135
Fisher Pivots for day following 28-Dec-2022
Pivot 1 day 3 day
R1 0.7389 0.7378
PP 0.7382 0.7375
S1 0.7376 0.7372

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

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