CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 11-Jan-2023
Day Change Summary
Previous Current
10-Jan-2023 11-Jan-2023 Change Change % Previous Week
Open 0.7476 0.7462 -0.0014 -0.2% 0.7375
High 0.7483 0.7469 -0.0014 -0.2% 0.7456
Low 0.7453 0.7453 -0.0001 0.0% 0.7322
Close 0.7465 0.7463 -0.0002 0.0% 0.7456
Range 0.0030 0.0017 -0.0013 -44.1% 0.0134
ATR 0.0054 0.0051 -0.0003 -4.9% 0.0000
Volume 66 65 -1 -1.5% 743
Daily Pivots for day following 11-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7511 0.7504 0.7472
R3 0.7495 0.7487 0.7468
R2 0.7478 0.7478 0.7466
R1 0.7471 0.7471 0.7465 0.7474
PP 0.7462 0.7462 0.7462 0.7463
S1 0.7454 0.7454 0.7461 0.7458
S2 0.7445 0.7445 0.7460
S3 0.7429 0.7438 0.7458
S4 0.7412 0.7421 0.7454
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7813 0.7768 0.7529
R3 0.7679 0.7634 0.7492
R2 0.7545 0.7545 0.7480
R1 0.7500 0.7500 0.7468 0.7523
PP 0.7411 0.7411 0.7411 0.7422
S1 0.7366 0.7366 0.7443 0.7389
S2 0.7277 0.7277 0.7431
S3 0.7143 0.7232 0.7419
S4 0.7009 0.7098 0.7382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7496 0.7334 0.0163 2.2% 0.0054 0.7% 80% False False 124
10 0.7496 0.7322 0.0175 2.3% 0.0057 0.8% 81% False False 104
20 0.7496 0.7320 0.0176 2.4% 0.0037 0.5% 81% False False 109
40 0.7581 0.7320 0.0261 3.5% 0.0038 0.5% 55% False False 129
60 0.7581 0.7245 0.0336 4.5% 0.0039 0.5% 65% False False 95
80 0.7581 0.7200 0.0381 5.1% 0.0042 0.6% 69% False False 82
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7539
2.618 0.7512
1.618 0.7496
1.000 0.7486
0.618 0.7479
HIGH 0.7469
0.618 0.7463
0.500 0.7461
0.382 0.7459
LOW 0.7453
0.618 0.7442
1.000 0.7436
1.618 0.7426
2.618 0.7409
4.250 0.7382
Fisher Pivots for day following 11-Jan-2023
Pivot 1 day 3 day
R1 0.7462 0.7474
PP 0.7462 0.7470
S1 0.7461 0.7467

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

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