CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 19-Dec-2022
Day Change Summary
Previous Current
16-Dec-2022 19-Dec-2022 Change Change % Previous Week
Open 0.7331 0.7348 0.0017 0.2% 0.7334
High 0.7358 0.7348 -0.0011 -0.1% 0.7407
Low 0.7320 0.7336 0.0016 0.2% 0.7320
Close 0.7323 0.7336 0.0013 0.2% 0.7323
Range 0.0038 0.0012 -0.0027 -69.7% 0.0087
ATR 0.0047 0.0046 -0.0002 -3.4% 0.0000
Volume 326 26 -300 -92.0% 961
Daily Pivots for day following 19-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7374 0.7367 0.7342
R3 0.7363 0.7355 0.7339
R2 0.7351 0.7351 0.7338
R1 0.7344 0.7344 0.7337 0.7342
PP 0.7340 0.7340 0.7340 0.7339
S1 0.7332 0.7332 0.7335 0.7330
S2 0.7328 0.7328 0.7334
S3 0.7317 0.7321 0.7333
S4 0.7305 0.7309 0.7330
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7611 0.7554 0.7371
R3 0.7524 0.7467 0.7347
R2 0.7437 0.7437 0.7339
R1 0.7380 0.7380 0.7331 0.7365
PP 0.7350 0.7350 0.7350 0.7343
S1 0.7293 0.7293 0.7315 0.7278
S2 0.7263 0.7263 0.7307
S3 0.7176 0.7206 0.7299
S4 0.7089 0.7119 0.7275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7407 0.7320 0.0087 1.2% 0.0013 0.2% 18% False False 160
10 0.7407 0.7320 0.0087 1.2% 0.0020 0.3% 18% False False 258
20 0.7535 0.7320 0.0215 2.9% 0.0033 0.5% 7% False False 178
40 0.7581 0.7280 0.0301 4.1% 0.0036 0.5% 19% False False 107
60 0.7581 0.7200 0.0381 5.2% 0.0042 0.6% 36% False False 81
80 0.7746 0.7200 0.0546 7.4% 0.0038 0.5% 25% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7396
2.618 0.7378
1.618 0.7366
1.000 0.7359
0.618 0.7355
HIGH 0.7348
0.618 0.7343
0.500 0.7342
0.382 0.7340
LOW 0.7336
0.618 0.7329
1.000 0.7325
1.618 0.7317
2.618 0.7306
4.250 0.7287
Fisher Pivots for day following 19-Dec-2022
Pivot 1 day 3 day
R1 0.7342 0.7339
PP 0.7340 0.7338
S1 0.7338 0.7337

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

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