CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 01-Dec-2022
Day Change Summary
Previous Current
30-Nov-2022 01-Dec-2022 Change Change % Previous Week
Open 0.7436 0.7472 0.0036 0.5% 0.7463
High 0.7468 0.7474 0.0006 0.1% 0.7535
Low 0.7415 0.7455 0.0040 0.5% 0.7441
Close 0.7468 0.7474 0.0006 0.1% 0.7500
Range 0.0053 0.0019 -0.0034 -64.8% 0.0094
ATR 0.0056 0.0053 -0.0003 -4.8% 0.0000
Volume 49 26 -23 -46.9% 218
Daily Pivots for day following 01-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7523 0.7517 0.7484
R3 0.7504 0.7498 0.7479
R2 0.7486 0.7486 0.7477
R1 0.7480 0.7480 0.7475 0.7483
PP 0.7467 0.7467 0.7467 0.7469
S1 0.7461 0.7461 0.7472 0.7464
S2 0.7449 0.7449 0.7470
S3 0.7430 0.7443 0.7468
S4 0.7412 0.7424 0.7463
Weekly Pivots for week ending 25-Nov-2022
Classic Woodie Camarilla DeMark
R4 0.7772 0.7730 0.7551
R3 0.7679 0.7636 0.7526
R2 0.7585 0.7585 0.7517
R1 0.7543 0.7543 0.7509 0.7564
PP 0.7492 0.7492 0.7492 0.7503
S1 0.7449 0.7449 0.7491 0.7471
S2 0.7398 0.7398 0.7483
S3 0.7305 0.7356 0.7474
S4 0.7211 0.7262 0.7449
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7535 0.7357 0.0178 2.4% 0.0048 0.6% 66% False False 65
10 0.7540 0.7357 0.0184 2.5% 0.0040 0.5% 64% False False 65
20 0.7581 0.7280 0.0301 4.0% 0.0042 0.6% 64% False False 52
40 0.7581 0.7200 0.0381 5.1% 0.0041 0.5% 72% False False 37
60 0.7713 0.7200 0.0513 6.9% 0.0043 0.6% 53% False False 37
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 0.0006
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7552
2.618 0.7522
1.618 0.7503
1.000 0.7492
0.618 0.7485
HIGH 0.7474
0.618 0.7466
0.500 0.7464
0.382 0.7462
LOW 0.7455
0.618 0.7444
1.000 0.7437
1.618 0.7425
2.618 0.7407
4.250 0.7376
Fisher Pivots for day following 01-Dec-2022
Pivot 1 day 3 day
R1 0.7470 0.7454
PP 0.7467 0.7435
S1 0.7464 0.7415

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

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