CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 20-Dec-2022
Day Change Summary
Previous Current
19-Dec-2022 20-Dec-2022 Change Change % Previous Week
Open 0.7348 0.7362 0.0015 0.2% 0.7334
High 0.7348 0.7365 0.0017 0.2% 0.7407
Low 0.7336 0.7362 0.0026 0.4% 0.7320
Close 0.7336 0.7365 0.0029 0.4% 0.7323
Range 0.0012 0.0003 -0.0009 -78.3% 0.0087
ATR 0.0046 0.0044 -0.0001 -2.7% 0.0000
Volume 26 9 -17 -65.4% 961
Daily Pivots for day following 20-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7371 0.7370 0.7366
R3 0.7369 0.7368 0.7365
R2 0.7366 0.7366 0.7365
R1 0.7365 0.7365 0.7365 0.7366
PP 0.7364 0.7364 0.7364 0.7364
S1 0.7363 0.7363 0.7364 0.7363
S2 0.7361 0.7361 0.7364
S3 0.7359 0.7360 0.7364
S4 0.7356 0.7358 0.7363
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 0.7395 0.7320 0.0075 1.0% 0.0011 0.2% 59% False False 119
10 0.7407 0.7320 0.0087 1.2% 0.0019 0.3% 51% False False 239
20 0.7535 0.7320 0.0215 2.9% 0.0032 0.4% 21% False False 170
40 0.7581 0.7280 0.0301 4.1% 0.0035 0.5% 28% False False 106
60 0.7581 0.7200 0.0381 5.2% 0.0041 0.6% 43% False False 80
80 0.7713 0.7200 0.0513 7.0% 0.0037 0.5% 32% False False 67
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7375
2.618 0.7371
1.618 0.7369
1.000 0.7367
0.618 0.7366
HIGH 0.7365
0.618 0.7364
0.500 0.7363
0.382 0.7363
LOW 0.7362
0.618 0.7360
1.000 0.7360
1.618 0.7358
2.618 0.7355
4.250 0.7351
Fisher Pivots for day following 20-Dec-2022
Pivot 1 day 3 day
R1 0.7364 0.7357
PP 0.7364 0.7350
S1 0.7363 0.7342

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

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