CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 03-Jan-2023
Day Change Summary
Previous Current
30-Dec-2022 03-Jan-2023 Change Change % Previous Week
Open 0.7380 0.7375 -0.0005 -0.1% 0.7400
High 0.7412 0.7407 -0.0005 -0.1% 0.7419
Low 0.7380 0.7322 -0.0058 -0.8% 0.7362
Close 0.7401 0.7331 -0.0071 -1.0% 0.7401
Range 0.0033 0.0086 0.0053 163.1% 0.0057
ATR 0.0043 0.0046 0.0003 7.2% 0.0000
Volume 33 138 105 318.2% 109
Daily Pivots for day following 03-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7610 0.7556 0.7378
R3 0.7524 0.7470 0.7354
R2 0.7439 0.7439 0.7346
R1 0.7385 0.7385 0.7338 0.7369
PP 0.7353 0.7353 0.7353 0.7345
S1 0.7299 0.7299 0.7323 0.7283
S2 0.7268 0.7268 0.7315
S3 0.7182 0.7214 0.7307
S4 0.7097 0.7128 0.7283
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7565 0.7540 0.7432
R3 0.7508 0.7483 0.7417
R2 0.7451 0.7451 0.7411
R1 0.7426 0.7426 0.7406 0.7439
PP 0.7394 0.7394 0.7394 0.7400
S1 0.7369 0.7369 0.7396 0.7382
S2 0.7337 0.7337 0.7391
S3 0.7280 0.7312 0.7385
S4 0.7223 0.7255 0.7370
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 0.0098 1.3% 0.0046 0.6% 9% False True 49
10 0.7419 0.7322 0.0098 1.3% 0.0033 0.5% 9% False True 57
20 0.7469 0.7320 0.0149 2.0% 0.0031 0.4% 7% False False 172
40 0.7581 0.7307 0.0274 3.7% 0.0036 0.5% 9% False False 114
60 0.7581 0.7200 0.0381 5.2% 0.0037 0.5% 34% False False 84
80 0.7713 0.7200 0.0513 7.0% 0.0040 0.5% 25% False False 73
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 0.0008
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7770
2.618 0.7631
1.618 0.7545
1.000 0.7493
0.618 0.7460
HIGH 0.7407
0.618 0.7374
0.500 0.7364
0.382 0.7354
LOW 0.7322
0.618 0.7269
1.000 0.7236
1.618 0.7183
2.618 0.7098
4.250 0.6958
Fisher Pivots for day following 03-Jan-2023
Pivot 1 day 3 day
R1 0.7364 0.7367
PP 0.7353 0.7355
S1 0.7342 0.7343

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

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