CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 07-Dec-2022
Day Change Summary
Previous Current
06-Dec-2022 07-Dec-2022 Change Change % Previous Week
Open 0.7360 0.7338 -0.0022 -0.3% 0.7469
High 0.7364 0.7368 0.0004 0.0% 0.7474
Low 0.7344 0.7338 -0.0006 -0.1% 0.7357
Close 0.7344 0.7347 0.0003 0.0% 0.7456
Range 0.0020 0.0030 0.0010 47.5% 0.0118
ATR 0.0054 0.0052 -0.0002 -3.3% 0.0000
Volume 194 113 -81 -41.8% 444
Daily Pivots for day following 07-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7439 0.7422 0.7363
R3 0.7410 0.7393 0.7355
R2 0.7380 0.7380 0.7352
R1 0.7363 0.7363 0.7349 0.7372
PP 0.7351 0.7351 0.7351 0.7355
S1 0.7334 0.7334 0.7344 0.7342
S2 0.7321 0.7321 0.7341
S3 0.7292 0.7304 0.7338
S4 0.7262 0.7275 0.7330
Weekly Pivots for week ending 02-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7781 0.7736 0.7520
R3 0.7664 0.7618 0.7488
R2 0.7546 0.7546 0.7477
R1 0.7501 0.7501 0.7466 0.7465
PP 0.7429 0.7429 0.7429 0.7411
S1 0.7383 0.7383 0.7445 0.7347
S2 0.7311 0.7311 0.7434
S3 0.7194 0.7266 0.7423
S4 0.7076 0.7148 0.7391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7474 0.7338 0.0136 1.9% 0.0041 0.6% 6% False True 158
10 0.7535 0.7338 0.0197 2.7% 0.0046 0.6% 4% False True 111
20 0.7581 0.7338 0.0243 3.3% 0.0039 0.5% 4% False True 83
40 0.7581 0.7200 0.0381 5.2% 0.0043 0.6% 39% False False 54
60 0.7610 0.7200 0.0410 5.6% 0.0043 0.6% 36% False False 50
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7493
2.618 0.7445
1.618 0.7415
1.000 0.7397
0.618 0.7386
HIGH 0.7368
0.618 0.7356
0.500 0.7353
0.382 0.7349
LOW 0.7338
0.618 0.7320
1.000 0.7309
1.618 0.7290
2.618 0.7261
4.250 0.7213
Fisher Pivots for day following 07-Dec-2022
Pivot 1 day 3 day
R1 0.7353 0.7403
PP 0.7351 0.7384
S1 0.7349 0.7365

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

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