CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 04-Jan-2023
Day Change Summary
Previous Current
03-Jan-2023 04-Jan-2023 Change Change % Previous Week
Open 0.7375 0.7341 -0.0035 -0.5% 0.7400
High 0.7407 0.7432 0.0025 0.3% 0.7419
Low 0.7322 0.7340 0.0019 0.3% 0.7362
Close 0.7331 0.7429 0.0099 1.3% 0.7401
Range 0.0086 0.0092 0.0006 7.0% 0.0057
ATR 0.0046 0.0050 0.0004 8.6% 0.0000
Volume 138 205 67 48.6% 109
Daily Pivots for day following 04-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7675 0.7643 0.7479
R3 0.7583 0.7552 0.7454
R2 0.7492 0.7492 0.7446
R1 0.7460 0.7460 0.7437 0.7476
PP 0.7400 0.7400 0.7400 0.7408
S1 0.7369 0.7369 0.7421 0.7385
S2 0.7309 0.7309 0.7412
S3 0.7217 0.7277 0.7404
S4 0.7126 0.7186 0.7379
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 0.7432 0.7322 0.0110 1.5% 0.0060 0.8% 98% True False 84
10 0.7432 0.7322 0.0110 1.5% 0.0041 0.6% 98% True False 75
20 0.7432 0.7320 0.0112 1.5% 0.0031 0.4% 98% True False 166
40 0.7581 0.7320 0.0261 3.5% 0.0035 0.5% 42% False False 118
60 0.7581 0.7200 0.0381 5.1% 0.0038 0.5% 60% False False 87
80 0.7713 0.7200 0.0513 6.9% 0.0041 0.5% 45% False False 75
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 24 trading days
Fibonacci Retracements and Extensions
4.250 0.7820
2.618 0.7671
1.618 0.7580
1.000 0.7523
0.618 0.7488
HIGH 0.7432
0.618 0.7397
0.500 0.7386
0.382 0.7375
LOW 0.7340
0.618 0.7283
1.000 0.7249
1.618 0.7192
2.618 0.7100
4.250 0.6951
Fisher Pivots for day following 04-Jan-2023
Pivot 1 day 3 day
R1 0.7415 0.7412
PP 0.7400 0.7394
S1 0.7386 0.7377

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

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