CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 17-Apr-2023

Day Change Summary
	Previous	Current
	14-Apr-2023	17-Apr-2023	Change	Change %	Previous Week
Open	0.7506	0.7491	-0.0015	-0.2%	0.7408
High	0.7527	0.7503	-0.0024	-0.3%	0.7527
Low	0.7474	0.7460	-0.0014	-0.2%	0.7387
Close	0.7494	0.7472	-0.0022	-0.3%	0.7494
Range	0.0054	0.0044	-0.0010	-18.7%	0.0141
ATR	0.0046	0.0046	0.0000	-0.4%	0.0000
Volume	109,974	64,129	-45,845	-41.7%	343,241

Daily Pivots for day following 17-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7609	0.7584	0.7496
R3	0.7565	0.7540	0.7484
R2	0.7522	0.7522	0.7480
R1	0.7497	0.7497	0.7476	0.7488
PP	0.7478	0.7478	0.7478	0.7474
S1	0.7453	0.7453	0.7468	0.7444
S2	0.7435	0.7435	0.7464
S3	0.7391	0.7410	0.7460
S4	0.7348	0.7366	0.7448

Weekly Pivots for week ending 14-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7891	0.7833	0.7571
R3	0.7750	0.7692	0.7532
R2	0.7610	0.7610	0.7519
R1	0.7552	0.7552	0.7506	0.7581
PP	0.7469	0.7469	0.7469	0.7484
S1	0.7411	0.7411	0.7481	0.7440
S2	0.7329	0.7329	0.7468
S3	0.7188	0.7271	0.7455
S4	0.7048	0.7130	0.7416

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7527	0.7407	0.0120	1.6%	0.0045	0.6%	54%	False	False	72,597
10	0.7527	0.7387	0.0141	1.9%	0.0043	0.6%	61%	False	False	70,359
20	0.7527	0.7254	0.0273	3.7%	0.0045	0.6%	80%	False	False	73,511
40	0.7527	0.7227	0.0301	4.0%	0.0047	0.6%	82%	False	False	62,763
60	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	76%	False	False	41,930
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	76%	False	False	31,478
100	0.7549	0.7227	0.0323	4.3%	0.0044	0.6%	76%	False	False	25,218
120	0.7581	0.7227	0.0354	4.7%	0.0043	0.6%	69%	False	False	21,021

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	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7688
2.618	0.7617
1.618	0.7573
1.000	0.7547
0.618	0.7530
HIGH	0.7503
0.618	0.7486
0.500	0.7481
0.382	0.7476
LOW	0.7460
0.618	0.7433
1.000	0.7416
1.618	0.7389
2.618	0.7346
4.250	0.7275

Fisher Pivots for day following 17-Apr-2023
Pivot	1 day	3 day
R1	0.7481	0.7486
PP	0.7478	0.7481
S1	0.7475	0.7477

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