CME Canadian Dollar Future June 2023

Trading Metrics calculated at close of trading on 02-Jun-2023

Day Change Summary
	Previous	Current
	01-Jun-2023	02-Jun-2023	Change	Change %	Previous Week
Open	0.7370	0.7439	0.0069	0.9%	0.7350
High	0.7446	0.7461	0.0016	0.2%	0.7461
Low	0.7364	0.7437	0.0073	1.0%	0.7328
Close	0.7439	0.7448	0.0009	0.1%	0.7448
Range	0.0082	0.0024	-0.0058	-70.6%	0.0133
ATR	0.0045	0.0044	-0.0002	-3.3%	0.0000
Volume	87,509	69,133	-18,376	-21.0%	324,506

Daily Pivots for day following 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7521	0.7508	0.7461
R3	0.7497	0.7484	0.7454
R2	0.7473	0.7473	0.7452
R1	0.7460	0.7460	0.7450	0.7466
PP	0.7449	0.7449	0.7449	0.7452
S1	0.7436	0.7436	0.7445	0.7442
S2	0.7425	0.7425	0.7443
S3	0.7401	0.7412	0.7441
S4	0.7377	0.7388	0.7434

Weekly Pivots for week ending 02-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.7811	0.7762	0.7521
R3	0.7678	0.7629	0.7484
R2	0.7545	0.7545	0.7472
R1	0.7496	0.7496	0.7460	0.7521
PP	0.7412	0.7412	0.7412	0.7424
S1	0.7363	0.7363	0.7435	0.7388
S2	0.7279	0.7279	0.7423
S3	0.7146	0.7230	0.7411
S4	0.7013	0.7097	0.7374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7461	0.7327	0.0135	1.8%	0.0041	0.6%	90%	True	False	79,267
10	0.7461	0.7327	0.0135	1.8%	0.0038	0.5%	90%	True	False	70,977
20	0.7518	0.7327	0.0191	2.6%	0.0045	0.6%	63%	False	False	73,239
40	0.7527	0.7323	0.0204	2.7%	0.0044	0.6%	61%	False	False	70,687
60	0.7527	0.7227	0.0301	4.0%	0.0046	0.6%	74%	False	False	77,850
80	0.7530	0.7227	0.0304	4.1%	0.0046	0.6%	73%	False	False	60,923
100	0.7549	0.7227	0.0323	4.3%	0.0046	0.6%	69%	False	False	48,777
120	0.7549	0.7227	0.0323	4.3%	0.0045	0.6%	69%	False	False	40,675

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.7563
2.618	0.7524
1.618	0.7500
1.000	0.7485
0.618	0.7476
HIGH	0.7461
0.618	0.7452
0.500	0.7449
0.382	0.7446
LOW	0.7437
0.618	0.7422
1.000	0.7413
1.618	0.7398
2.618	0.7374
4.250	0.7335

Fisher Pivots for day following 02-Jun-2023
Pivot	1 day	3 day
R1	0.7449	0.7430
PP	0.7449	0.7412
S1	0.7448	0.7395

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