CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Jan-2023
Day Change Summary
Previous Current
11-Jan-2023 12-Jan-2023 Change Change % Previous Week
Open 0.7462 0.7450 -0.0012 -0.2% 0.7375
High 0.7469 0.7501 0.0032 0.4% 0.7456
Low 0.7453 0.7450 -0.0003 0.0% 0.7322
Close 0.7463 0.7499 0.0036 0.5% 0.7456
Range 0.0017 0.0051 0.0035 209.1% 0.0134
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 65 265 200 307.7% 743
Daily Pivots for day following 12-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7636 0.7618 0.7527
R3 0.7585 0.7567 0.7513
R2 0.7534 0.7534 0.7508
R1 0.7516 0.7516 0.7503 0.7525
PP 0.7483 0.7483 0.7483 0.7488
S1 0.7465 0.7465 0.7494 0.7474
S2 0.7432 0.7432 0.7489
S3 0.7381 0.7414 0.7484
S4 0.7330 0.7363 0.7470
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 0.7501 0.7334 0.0168 2.2% 0.0053 0.7% 99% True False 135
10 0.7501 0.7322 0.0180 2.4% 0.0057 0.8% 99% True False 128
20 0.7501 0.7320 0.0181 2.4% 0.0039 0.5% 99% True False 111
40 0.7558 0.7320 0.0238 3.2% 0.0038 0.5% 75% False False 136
60 0.7581 0.7245 0.0336 4.5% 0.0040 0.5% 76% False False 99
80 0.7581 0.7200 0.0381 5.1% 0.0042 0.6% 78% False False 85
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7718
2.618 0.7635
1.618 0.7584
1.000 0.7552
0.618 0.7533
HIGH 0.7501
0.618 0.7482
0.500 0.7476
0.382 0.7469
LOW 0.7450
0.618 0.7418
1.000 0.7399
1.618 0.7367
2.618 0.7316
4.250 0.7233
Fisher Pivots for day following 12-Jan-2023
Pivot 1 day 3 day
R1 0.7491 0.7491
PP 0.7483 0.7483
S1 0.7476 0.7476

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

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