CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 14-Dec-2022
Day Change Summary
Previous Current
13-Dec-2022 14-Dec-2022 Change Change % Previous Week
Open 0.7407 0.7390 -0.0017 -0.2% 0.7466
High 0.7407 0.7395 -0.0012 -0.2% 0.7469
Low 0.7396 0.7390 -0.0006 -0.1% 0.7332
Close 0.7399 0.7394 -0.0006 -0.1% 0.7360
Range 0.0011 0.0005 -0.0006 -54.5% 0.0137
ATR 0.0051 0.0048 -0.0003 -5.9% 0.0000
Volume 216 202 -14 -6.5% 1,912
Daily Pivots for day following 14-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7408 0.7406 0.7396
R3 0.7403 0.7401 0.7395
R2 0.7398 0.7398 0.7394
R1 0.7396 0.7396 0.7394 0.7397
PP 0.7393 0.7393 0.7393 0.7393
S1 0.7391 0.7391 0.7393 0.7392
S2 0.7388 0.7388 0.7393
S3 0.7383 0.7386 0.7392
S4 0.7378 0.7381 0.7391
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7798 0.7716 0.7435
R3 0.7661 0.7579 0.7398
R2 0.7524 0.7524 0.7385
R1 0.7442 0.7442 0.7373 0.7414
PP 0.7387 0.7387 0.7387 0.7373
S1 0.7305 0.7305 0.7347 0.7277
S2 0.7250 0.7250 0.7335
S3 0.7113 0.7168 0.7322
S4 0.6976 0.7031 0.7285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7407 0.7332 0.0076 1.0% 0.0021 0.3% 82% False False 377
10 0.7474 0.7332 0.0143 1.9% 0.0031 0.4% 44% False False 268
20 0.7546 0.7332 0.0215 2.9% 0.0036 0.5% 29% False False 166
40 0.7581 0.7245 0.0336 4.5% 0.0039 0.5% 44% False False 98
60 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 51% False False 79
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 0.7416
2.618 0.7408
1.618 0.7403
1.000 0.7400
0.618 0.7398
HIGH 0.7395
0.618 0.7393
0.500 0.7393
0.382 0.7392
LOW 0.7390
0.618 0.7387
1.000 0.7385
1.618 0.7382
2.618 0.7377
4.250 0.7369
Fisher Pivots for day following 14-Dec-2022
Pivot 1 day 3 day
R1 0.7393 0.7386
PP 0.7393 0.7378
S1 0.7393 0.7371

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

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