CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 10-Feb-2023
Day Change Summary
Previous Current
09-Feb-2023 10-Feb-2023 Change Change % Previous Week
Open 0.7452 0.7446 -0.0006 -0.1% 0.7468
High 0.7487 0.7507 0.0021 0.3% 0.7507
Low 0.7440 0.7434 -0.0006 -0.1% 0.7434
Close 0.7446 0.7504 0.0058 0.8% 0.7504
Range 0.0047 0.0073 0.0027 57.0% 0.0073
ATR 0.0049 0.0051 0.0002 3.5% 0.0000
Volume 231 548 317 137.2% 1,118
Daily Pivots for day following 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7701 0.7675 0.7544
R3 0.7628 0.7602 0.7524
R2 0.7555 0.7555 0.7517
R1 0.7529 0.7529 0.7510 0.7542
PP 0.7482 0.7482 0.7482 0.7488
S1 0.7456 0.7456 0.7497 0.7469
S2 0.7409 0.7409 0.7490
S3 0.7336 0.7383 0.7483
S4 0.7263 0.7310 0.7463
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7701 0.7675 0.7544
R3 0.7628 0.7602 0.7524
R2 0.7555 0.7555 0.7517
R1 0.7529 0.7529 0.7510 0.7542
PP 0.7482 0.7482 0.7482 0.7488
S1 0.7456 0.7456 0.7497 0.7469
S2 0.7409 0.7409 0.7490
S3 0.7336 0.7383 0.7483
S4 0.7263 0.7310 0.7463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7507 0.7434 0.0073 1.0% 0.0048 0.6% 95% True True 223
10 0.7549 0.7434 0.0115 1.5% 0.0053 0.7% 60% False True 249
20 0.7549 0.7410 0.0139 1.9% 0.0048 0.6% 67% False False 217
40 0.7549 0.7320 0.0229 3.1% 0.0044 0.6% 80% False False 164
60 0.7558 0.7320 0.0238 3.2% 0.0041 0.6% 77% False False 163
80 0.7581 0.7245 0.0336 4.5% 0.0042 0.6% 77% False False 129
100 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 80% False False 111
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 0.0013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7817
2.618 0.7698
1.618 0.7625
1.000 0.7580
0.618 0.7552
HIGH 0.7507
0.618 0.7479
0.500 0.7471
0.382 0.7462
LOW 0.7434
0.618 0.7389
1.000 0.7361
1.618 0.7316
2.618 0.7243
4.250 0.7124
Fisher Pivots for day following 10-Feb-2023
Pivot 1 day 3 day
R1 0.7493 0.7493
PP 0.7482 0.7482
S1 0.7471 0.7471

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

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