CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 18-Jan-2023
Day Change Summary
Previous Current
17-Jan-2023 18-Jan-2023 Change Change % Previous Week
Open 0.7482 0.7491 0.0009 0.1% 0.7452
High 0.7491 0.7500 0.0010 0.1% 0.7517
Low 0.7465 0.7420 -0.0045 -0.6% 0.7450
Close 0.7483 0.7425 -0.0058 -0.8% 0.7481
Range 0.0026 0.0080 0.0055 213.7% 0.0067
ATR 0.0050 0.0052 0.0002 4.3% 0.0000
Volume 320 253 -67 -20.9% 603
Daily Pivots for day following 18-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7688 0.7637 0.7469
R3 0.7608 0.7557 0.7447
R2 0.7528 0.7528 0.7440
R1 0.7477 0.7477 0.7432 0.7463
PP 0.7448 0.7448 0.7448 0.7441
S1 0.7397 0.7397 0.7418 0.7383
S2 0.7368 0.7368 0.7410
S3 0.7288 0.7317 0.7403
S4 0.7208 0.7237 0.7381
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 0.7420 0.0097 1.3% 0.0047 0.6% 5% False True 203
10 0.7517 0.7334 0.0184 2.5% 0.0058 0.8% 50% False False 178
20 0.7517 0.7322 0.0196 2.6% 0.0046 0.6% 53% False False 118
40 0.7540 0.7320 0.0220 3.0% 0.0041 0.5% 48% False False 149
60 0.7581 0.7245 0.0336 4.5% 0.0041 0.5% 54% False False 110
80 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 59% False False 91
100 0.7746 0.7200 0.0546 7.3% 0.0039 0.5% 41% False False 77
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7840
2.618 0.7709
1.618 0.7629
1.000 0.7580
0.618 0.7549
HIGH 0.7500
0.618 0.7469
0.500 0.7460
0.382 0.7451
LOW 0.7420
0.618 0.7371
1.000 0.7340
1.618 0.7291
2.618 0.7211
4.250 0.7080
Fisher Pivots for day following 18-Jan-2023
Pivot 1 day 3 day
R1 0.7460 0.7469
PP 0.7448 0.7454
S1 0.7437 0.7440

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

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