CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 24-Feb-2023
Day Change Summary
Previous Current
23-Feb-2023 24-Feb-2023 Change Change % Previous Week
Open 0.7398 0.7395 -0.0003 0.0% 0.7433
High 0.7409 0.7403 -0.0006 -0.1% 0.7450
Low 0.7376 0.7330 -0.0046 -0.6% 0.7330
Close 0.7392 0.7359 -0.0033 -0.4% 0.7359
Range 0.0033 0.0073 0.0040 121.2% 0.0120
ATR 0.0049 0.0051 0.0002 3.5% 0.0000
Volume 354 861 507 143.2% 4,599
Daily Pivots for day following 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7583 0.7544 0.7399
R3 0.7510 0.7471 0.7379
R2 0.7437 0.7437 0.7372
R1 0.7398 0.7398 0.7366 0.7381
PP 0.7364 0.7364 0.7364 0.7356
S1 0.7325 0.7325 0.7352 0.7308
S2 0.7291 0.7291 0.7346
S3 0.7218 0.7252 0.7339
S4 0.7145 0.7179 0.7319
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7738 0.7668 0.7425
R3 0.7619 0.7549 0.7392
R2 0.7499 0.7499 0.7381
R1 0.7429 0.7429 0.7370 0.7404
PP 0.7380 0.7380 0.7380 0.7367
S1 0.7310 0.7310 0.7348 0.7285
S2 0.7260 0.7260 0.7337
S3 0.7141 0.7190 0.7326
S4 0.7021 0.7071 0.7293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7450 0.7330 0.0120 1.6% 0.0046 0.6% 24% False True 1,067
10 0.7530 0.7330 0.0200 2.7% 0.0049 0.7% 15% False True 762
20 0.7549 0.7330 0.0219 3.0% 0.0049 0.7% 13% False True 484
40 0.7549 0.7322 0.0228 3.1% 0.0050 0.7% 16% False False 318
60 0.7549 0.7320 0.0229 3.1% 0.0044 0.6% 17% False False 271
80 0.7581 0.7280 0.0301 4.1% 0.0042 0.6% 26% False False 215
100 0.7581 0.7200 0.0381 5.2% 0.0043 0.6% 42% False False 177
120 0.7713 0.7200 0.0513 7.0% 0.0042 0.6% 31% False False 153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.7713
2.618 0.7594
1.618 0.7521
1.000 0.7476
0.618 0.7448
HIGH 0.7403
0.618 0.7375
0.500 0.7367
0.382 0.7358
LOW 0.7330
0.618 0.7285
1.000 0.7257
1.618 0.7212
2.618 0.7139
4.250 0.7020
Fisher Pivots for day following 24-Feb-2023
Pivot 1 day 3 day
R1 0.7367 0.7370
PP 0.7364 0.7366
S1 0.7362 0.7363

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

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