CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Jun-2023
Day Change Summary
Previous Current
09-Jun-2023 12-Jun-2023 Change Change % Previous Week
Open 0.7487 0.7498 0.0011 0.1% 0.7447
High 0.7513 0.7512 -0.0001 0.0% 0.7549
Low 0.7480 0.7473 -0.0007 -0.1% 0.7431
Close 0.7491 0.7480 -0.0012 -0.2% 0.7491
Range 0.0033 0.0039 0.0006 18.5% 0.0118
ATR 0.0044 0.0043 0.0000 -0.9% 0.0000
Volume 88,366 103,912 15,546 17.6% 378,580
Daily Pivots for day following 12-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7604 0.7580 0.7501
R3 0.7565 0.7542 0.7490
R2 0.7527 0.7527 0.7487
R1 0.7503 0.7503 0.7483 0.7496
PP 0.7488 0.7488 0.7488 0.7484
S1 0.7465 0.7465 0.7476 0.7457
S2 0.7450 0.7450 0.7472
S3 0.7411 0.7426 0.7469
S4 0.7373 0.7388 0.7458
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7844 0.7786 0.7556
R3 0.7726 0.7668 0.7523
R2 0.7608 0.7608 0.7513
R1 0.7550 0.7550 0.7502 0.7579
PP 0.7490 0.7490 0.7490 0.7505
S1 0.7432 0.7432 0.7480 0.7461
S2 0.7372 0.7372 0.7469
S3 0.7254 0.7314 0.7459
S4 0.7136 0.7196 0.7426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7436 0.0114 1.5% 0.0047 0.6% 39% False False 85,103
10 0.7549 0.7328 0.0221 3.0% 0.0044 0.6% 69% False False 80,699
20 0.7549 0.7327 0.0223 3.0% 0.0042 0.6% 69% False False 73,202
40 0.7549 0.7323 0.0226 3.0% 0.0044 0.6% 69% False False 72,683
60 0.7549 0.7254 0.0295 3.9% 0.0044 0.6% 76% False False 73,130
80 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 78% False False 66,928
100 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 78% False False 53,591
120 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 78% False False 44,679
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7675
2.618 0.7612
1.618 0.7574
1.000 0.7550
0.618 0.7535
HIGH 0.7512
0.618 0.7497
0.500 0.7492
0.382 0.7488
LOW 0.7473
0.618 0.7449
1.000 0.7435
1.618 0.7411
2.618 0.7372
4.250 0.7309
Fisher Pivots for day following 12-Jun-2023
Pivot 1 day 3 day
R1 0.7492 0.7492
PP 0.7488 0.7488
S1 0.7484 0.7484

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

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