CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 29-Dec-2022
Day Change Summary
Previous Current
28-Dec-2022 29-Dec-2022 Change Change % Previous Week
Open 0.7402 0.7380 -0.0022 -0.3% 0.7348
High 0.7416 0.7400 -0.0016 -0.2% 0.7386
Low 0.7362 0.7363 0.0001 0.0% 0.7322
Close 0.7369 0.7400 0.0031 0.4% 0.7367
Range 0.0054 0.0037 -0.0017 -30.8% 0.0064
ATR 0.0044 0.0043 0.0000 -1.1% 0.0000
Volume 24 24 0 0.0% 332
Daily Pivots for day following 29-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7498 0.7486 0.7420
R3 0.7461 0.7449 0.7410
R2 0.7424 0.7424 0.7406
R1 0.7412 0.7412 0.7403 0.7418
PP 0.7387 0.7387 0.7387 0.7390
S1 0.7375 0.7375 0.7396 0.7381
S2 0.7350 0.7350 0.7393
S3 0.7313 0.7338 0.7389
S4 0.7276 0.7301 0.7379
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% 0.0037 0.5% 80% False False 24
10 0.7419 0.7320 0.0099 1.3% 0.0025 0.3% 80% False False 76
20 0.7474 0.7320 0.0154 2.1% 0.0028 0.4% 52% False False 172
40 0.7581 0.7280 0.0301 4.1% 0.0036 0.5% 40% False False 112
60 0.7581 0.7200 0.0381 5.1% 0.0037 0.5% 52% False False 82
80 0.7713 0.7200 0.0513 6.9% 0.0039 0.5% 39% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7557
2.618 0.7496
1.618 0.7459
1.000 0.7437
0.618 0.7422
HIGH 0.7400
0.618 0.7385
0.500 0.7381
0.382 0.7377
LOW 0.7363
0.618 0.7340
1.000 0.7326
1.618 0.7303
2.618 0.7266
4.250 0.7205
Fisher Pivots for day following 29-Dec-2022
Pivot 1 day 3 day
R1 0.7393 0.7397
PP 0.7387 0.7394
S1 0.7381 0.7391

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

View Archives - Comment on this page... - Back to Index of Symbols