CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 17-Jan-2023
Day Change Summary
Previous Current
13-Jan-2023 17-Jan-2023 Change Change % Previous Week
Open 0.7490 0.7482 -0.0009 -0.1% 0.7452
High 0.7517 0.7491 -0.0027 -0.4% 0.7517
Low 0.7454 0.7465 0.0012 0.2% 0.7450
Close 0.7481 0.7483 0.0003 0.0% 0.7481
Range 0.0064 0.0026 -0.0038 -59.8% 0.0067
ATR 0.0052 0.0050 -0.0002 -3.6% 0.0000
Volume 115 320 205 178.3% 603
Daily Pivots for day following 17-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7556 0.7545 0.7497
R3 0.7531 0.7520 0.7490
R2 0.7505 0.7505 0.7488
R1 0.7494 0.7494 0.7485 0.7500
PP 0.7480 0.7480 0.7480 0.7482
S1 0.7469 0.7469 0.7481 0.7474
S2 0.7454 0.7454 0.7478
S3 0.7429 0.7443 0.7476
S4 0.7403 0.7418 0.7469
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7684 0.7649 0.7517
R3 0.7617 0.7582 0.7499
R2 0.7550 0.7550 0.7493
R1 0.7515 0.7515 0.7487 0.7532
PP 0.7483 0.7483 0.7483 0.7491
S1 0.7448 0.7448 0.7474 0.7465
S2 0.7416 0.7416 0.7468
S3 0.7349 0.7381 0.7462
S4 0.7282 0.7314 0.7444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7517 0.7450 0.0067 0.9% 0.0037 0.5% 49% False False 166
10 0.7517 0.7322 0.0196 2.6% 0.0059 0.8% 83% False False 166
20 0.7517 0.7320 0.0197 2.6% 0.0044 0.6% 83% False False 121
40 0.7540 0.7320 0.0220 2.9% 0.0039 0.5% 74% False False 144
60 0.7581 0.7245 0.0336 4.5% 0.0041 0.5% 71% False False 106
80 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 74% False False 89
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7599
2.618 0.7557
1.618 0.7532
1.000 0.7516
0.618 0.7506
HIGH 0.7491
0.618 0.7481
0.500 0.7478
0.382 0.7475
LOW 0.7465
0.618 0.7449
1.000 0.7440
1.618 0.7424
2.618 0.7398
4.250 0.7357
Fisher Pivots for day following 17-Jan-2023
Pivot 1 day 3 day
R1 0.7481 0.7484
PP 0.7480 0.7483
S1 0.7478 0.7483

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

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