CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 02-Feb-2023
Day Change Summary
Previous Current
01-Feb-2023 02-Feb-2023 Change Change % Previous Week
Open 0.7524 0.7548 0.0025 0.3% 0.7496
High 0.7545 0.7549 0.0004 0.1% 0.7529
Low 0.7490 0.7504 0.0014 0.2% 0.7459
Close 0.7528 0.7514 -0.0014 -0.2% 0.7527
Range 0.0056 0.0046 -0.0010 -18.0% 0.0070
ATR 0.0050 0.0050 0.0000 -0.7% 0.0000
Volume 249 278 29 11.6% 862
Daily Pivots for day following 02-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7659 0.7632 0.7539
R3 0.7613 0.7586 0.7527
R2 0.7568 0.7568 0.7522
R1 0.7541 0.7541 0.7518 0.7532
PP 0.7522 0.7522 0.7522 0.7518
S1 0.7495 0.7495 0.7510 0.7486
S2 0.7477 0.7477 0.7506
S3 0.7431 0.7450 0.7501
S4 0.7386 0.7404 0.7489
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7715 0.7691 0.7565
R3 0.7645 0.7621 0.7546
R2 0.7575 0.7575 0.7539
R1 0.7551 0.7551 0.7533 0.7563
PP 0.7505 0.7505 0.7505 0.7511
S1 0.7481 0.7481 0.7520 0.7493
S2 0.7435 0.7435 0.7514
S3 0.7365 0.7411 0.7507
S4 0.7295 0.7341 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7435 0.0114 1.5% 0.0051 0.7% 69% True False 202
10 0.7549 0.7424 0.0125 1.7% 0.0046 0.6% 72% True False 192
20 0.7549 0.7334 0.0216 2.9% 0.0049 0.7% 84% True False 182
40 0.7549 0.7320 0.0229 3.0% 0.0040 0.5% 85% True False 174
60 0.7581 0.7320 0.0261 3.5% 0.0040 0.5% 74% False False 139
80 0.7581 0.7200 0.0381 5.1% 0.0041 0.5% 83% False False 111
100 0.7713 0.7200 0.0513 6.8% 0.0042 0.6% 61% False False 97
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 False
Bull Hook True
Stretch 0.0011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7742
2.618 0.7668
1.618 0.7623
1.000 0.7595
0.618 0.7577
HIGH 0.7549
0.618 0.7532
0.500 0.7526
0.382 0.7521
LOW 0.7504
0.618 0.7475
1.000 0.7458
1.618 0.7430
2.618 0.7384
4.250 0.7310
Fisher Pivots for day following 02-Feb-2023
Pivot 1 day 3 day
R1 0.7526 0.7507
PP 0.7522 0.7499
S1 0.7518 0.7492

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

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