CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 24-Jan-2023

Day Change Summary
	Previous	Current
	23-Jan-2023	24-Jan-2023	Change	Change %	Previous Week
Open	0.7496	0.7499	0.0004	0.0%	0.7482
High	0.7500	0.7502	0.0002	0.0%	0.7500
Low	0.7469	0.7484	0.0015	0.2%	0.7410
Close	0.7480	0.7496	0.0016	0.2%	0.7483
Range	0.0031	0.0018	-0.0013	-41.9%	0.0090
ATR	0.0050	0.0048	-0.0002	-4.1%	0.0000
Volume	70	25	-45	-64.3%	888

Daily Pivots for day following 24-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7548	0.7540	0.7505
R3	0.7530	0.7522	0.7500
R2	0.7512	0.7512	0.7499
R1	0.7504	0.7504	0.7497	0.7499
PP	0.7494	0.7494	0.7494	0.7491
S1	0.7486	0.7486	0.7494	0.7481
S2	0.7476	0.7476	0.7492
S3	0.7458	0.7468	0.7491
S4	0.7440	0.7450	0.7486

Weekly Pivots for week ending 20-Jan-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7734	0.7698	0.7532
R3	0.7644	0.7608	0.7507
R2	0.7554	0.7554	0.7499
R1	0.7518	0.7518	0.7491	0.7536
PP	0.7464	0.7464	0.7464	0.7473
S1	0.7428	0.7428	0.7474	0.7446
S2	0.7374	0.7374	0.7466
S3	0.7284	0.7338	0.7458
S4	0.7194	0.7248	0.7433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7502	0.7410	0.0092	1.2%	0.0045	0.6%	93%	True	False	132
10	0.7517	0.7410	0.0107	1.4%	0.0041	0.6%	80%	False	False	149
20	0.7517	0.7322	0.0196	2.6%	0.0050	0.7%	89%	False	False	122
40	0.7535	0.7320	0.0215	2.9%	0.0041	0.5%	82%	False	False	152
60	0.7581	0.7280	0.0301	4.0%	0.0040	0.5%	72%	False	False	115
80	0.7581	0.7200	0.0381	5.1%	0.0042	0.6%	78%	False	False	94
100	0.7713	0.7200	0.0513	6.8%	0.0040	0.5%	58%	False	False	81

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	0.0009
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7578
2.618	0.7549
1.618	0.7531
1.000	0.7520
0.618	0.7513
HIGH	0.7502
0.618	0.7495
0.500	0.7493
0.382	0.7490
LOW	0.7484
0.618	0.7472
1.000	0.7466
1.618	0.7454
2.618	0.7436
4.250	0.7407

Fisher Pivots for day following 24-Jan-2023
Pivot	1 day	3 day
R1	0.7495	0.7485
PP	0.7494	0.7474
S1	0.7493	0.7463

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols