CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 15-May-2023

Day Change Summary
	Previous	Current
	12-May-2023	15-May-2023	Change	Change %	Previous Week
Open	0.7420	0.7381	-0.0040	-0.5%	0.7483
High	0.7424	0.7435	0.0011	0.1%	0.7518
Low	0.7377	0.7376	-0.0001	0.0%	0.7377
Close	0.7380	0.7430	0.0050	0.7%	0.7380
Range	0.0047	0.0059	0.0012	25.5%	0.0141
ATR	0.0048	0.0048	0.0001	1.7%	0.0000
Volume	77,284	70,479	-6,805	-8.8%	398,010

Daily Pivots for day following 15-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7591	0.7569	0.7462
R3	0.7532	0.7510	0.7446
R2	0.7473	0.7473	0.7441
R1	0.7451	0.7451	0.7435	0.7462
PP	0.7414	0.7414	0.7414	0.7419
S1	0.7392	0.7392	0.7425	0.7403
S2	0.7355	0.7355	0.7419
S3	0.7296	0.7333	0.7414
S4	0.7237	0.7274	0.7398

Weekly Pivots for week ending 12-May-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7846	0.7754	0.7457
R3	0.7706	0.7613	0.7419
R2	0.7565	0.7565	0.7406
R1	0.7473	0.7473	0.7393	0.7449
PP	0.7425	0.7425	0.7425	0.7413
S1	0.7332	0.7332	0.7367	0.7308
S2	0.7284	0.7284	0.7354
S3	0.7144	0.7192	0.7341
S4	0.7003	0.7051	0.7303

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7506	0.7376	0.0130	1.7%	0.0050	0.7%	42%	False	True	74,950
10	0.7518	0.7339	0.0179	2.4%	0.0053	0.7%	51%	False	False	76,572
20	0.7518	0.7323	0.0195	2.6%	0.0046	0.6%	55%	False	False	72,481
40	0.7527	0.7254	0.0273	3.7%	0.0045	0.6%	64%	False	False	72,996
60	0.7527	0.7227	0.0301	4.0%	0.0047	0.6%	68%	False	False	66,003
80	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	63%	False	False	49,568
100	0.7549	0.7227	0.0323	4.3%	0.0047	0.6%	63%	False	False	39,679
120	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	63%	False	False	33,095

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7686
2.618	0.7589
1.618	0.7530
1.000	0.7494
0.618	0.7471
HIGH	0.7435
0.618	0.7412
0.500	0.7406
0.382	0.7399
LOW	0.7376
0.618	0.7340
1.000	0.7317
1.618	0.7281
2.618	0.7222
4.250	0.7125

Fisher Pivots for day following 15-May-2023
Pivot	1 day	3 day
R1	0.7422	0.7433
PP	0.7414	0.7432
S1	0.7406	0.7431

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