CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 19-Jan-2023
Day Change Summary
Previous Current
18-Jan-2023 19-Jan-2023 Change Change % Previous Week
Open 0.7491 0.7419 -0.0072 -1.0% 0.7452
High 0.7500 0.7444 -0.0057 -0.8% 0.7517
Low 0.7420 0.7410 -0.0010 -0.1% 0.7450
Close 0.7425 0.7444 0.0019 0.2% 0.7481
Range 0.0080 0.0034 -0.0047 -58.1% 0.0067
ATR 0.0052 0.0051 -0.0001 -2.5% 0.0000
Volume 253 142 -111 -43.9% 603
Daily Pivots for day following 19-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7533 0.7522 0.7462
R3 0.7499 0.7488 0.7453
R2 0.7466 0.7466 0.7450
R1 0.7455 0.7455 0.7447 0.7460
PP 0.7432 0.7432 0.7432 0.7435
S1 0.7421 0.7421 0.7440 0.7427
S2 0.7399 0.7399 0.7437
S3 0.7365 0.7388 0.7434
S4 0.7332 0.7354 0.7425
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 0.7410 0.0107 1.4% 0.0051 0.7% 31% False True 219
10 0.7517 0.7334 0.0184 2.5% 0.0052 0.7% 60% False False 171
20 0.7517 0.7322 0.0196 2.6% 0.0047 0.6% 62% False False 123
40 0.7535 0.7320 0.0215 2.9% 0.0040 0.5% 58% False False 150
60 0.7581 0.7280 0.0301 4.0% 0.0039 0.5% 54% False False 112
80 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 64% False False 92
100 0.7746 0.7200 0.0546 7.3% 0.0040 0.5% 45% False False 78
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7586
2.618 0.7531
1.618 0.7498
1.000 0.7477
0.618 0.7464
HIGH 0.7444
0.618 0.7431
0.500 0.7427
0.382 0.7423
LOW 0.7410
0.618 0.7389
1.000 0.7377
1.618 0.7356
2.618 0.7322
4.250 0.7268
Fisher Pivots for day following 19-Jan-2023
Pivot 1 day 3 day
R1 0.7438 0.7455
PP 0.7432 0.7451
S1 0.7427 0.7447

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

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