CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 05-Jan-2023
Day Change Summary
Previous Current
04-Jan-2023 05-Jan-2023 Change Change % Previous Week
Open 0.7341 0.7428 0.0087 1.2% 0.7400
High 0.7432 0.7428 -0.0004 -0.1% 0.7419
Low 0.7340 0.7370 0.0030 0.4% 0.7362
Close 0.7429 0.7384 -0.0046 -0.6% 0.7401
Range 0.0092 0.0058 -0.0034 -37.2% 0.0057
ATR 0.0050 0.0050 0.0001 1.3% 0.0000
Volume 205 211 6 2.9% 109
Daily Pivots for day following 05-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7566 0.7532 0.7415
R3 0.7509 0.7475 0.7399
R2 0.7451 0.7451 0.7394
R1 0.7417 0.7417 0.7389 0.7406
PP 0.7394 0.7394 0.7394 0.7388
S1 0.7360 0.7360 0.7378 0.7348
S2 0.7336 0.7336 0.7373
S3 0.7279 0.7302 0.7368
S4 0.7221 0.7245 0.7352
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% 0.0061 0.8% 56% False False 122
10 0.7432 0.7322 0.0110 1.5% 0.0047 0.6% 56% False False 96
20 0.7432 0.7320 0.0112 1.5% 0.0033 0.4% 57% False False 167
40 0.7581 0.7320 0.0261 3.5% 0.0036 0.5% 24% False False 123
60 0.7581 0.7200 0.0381 5.2% 0.0039 0.5% 48% False False 91
80 0.7681 0.7200 0.0481 6.5% 0.0041 0.6% 38% False False 78
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7672
2.618 0.7578
1.618 0.7521
1.000 0.7485
0.618 0.7463
HIGH 0.7428
0.618 0.7406
0.500 0.7399
0.382 0.7392
LOW 0.7370
0.618 0.7334
1.000 0.7313
1.618 0.7277
2.618 0.7219
4.250 0.7126
Fisher Pivots for day following 05-Jan-2023
Pivot 1 day 3 day
R1 0.7399 0.7381
PP 0.7394 0.7379
S1 0.7389 0.7377

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

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