CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-Dec-2022
Day Change Summary
Previous Current
29-Dec-2022 30-Dec-2022 Change Change % Previous Week
Open 0.7380 0.7380 0.0000 0.0% 0.7400
High 0.7400 0.7412 0.0013 0.2% 0.7419
Low 0.7363 0.7380 0.0017 0.2% 0.7362
Close 0.7400 0.7401 0.0002 0.0% 0.7401
Range 0.0037 0.0033 -0.0005 -12.2% 0.0057
ATR 0.0043 0.0043 -0.0001 -1.8% 0.0000
Volume 24 33 9 37.5% 109
Daily Pivots for day following 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7495 0.7481 0.7419
R3 0.7463 0.7448 0.7410
R2 0.7430 0.7430 0.7407
R1 0.7416 0.7416 0.7404 0.7423
PP 0.7398 0.7398 0.7398 0.7401
S1 0.7383 0.7383 0.7398 0.7390
S2 0.7365 0.7365 0.7395
S3 0.7333 0.7351 0.7392
S4 0.7300 0.7318 0.7383
Weekly Pivots for week ending 30-Dec-2022
Classic Woodie Camarilla DeMark
R4 0.7565 0.7540 0.7432
R3 0.7508 0.7483 0.7417
R2 0.7451 0.7451 0.7411
R1 0.7426 0.7426 0.7406 0.7439
PP 0.7394 0.7394 0.7394 0.7400
S1 0.7369 0.7369 0.7396 0.7382
S2 0.7337 0.7337 0.7391
S3 0.7280 0.7312 0.7385
S4 0.7223 0.7255 0.7370
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7419 0.7337 0.0082 1.1% 0.0038 0.5% 78% False False 23
10 0.7419 0.7320 0.0099 1.3% 0.0028 0.4% 82% False False 76
20 0.7474 0.7320 0.0154 2.1% 0.0029 0.4% 53% False False 172
40 0.7581 0.7280 0.0301 4.1% 0.0035 0.5% 40% False False 112
60 0.7581 0.7200 0.0381 5.1% 0.0037 0.5% 53% False False 82
80 0.7713 0.7200 0.0513 6.9% 0.0039 0.5% 39% False False 71
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7550
2.618 0.7497
1.618 0.7465
1.000 0.7445
0.618 0.7432
HIGH 0.7412
0.618 0.7400
0.500 0.7396
0.382 0.7392
LOW 0.7380
0.618 0.7359
1.000 0.7347
1.618 0.7327
2.618 0.7294
4.250 0.7241
Fisher Pivots for day following 30-Dec-2022
Pivot 1 day 3 day
R1 0.7399 0.7397
PP 0.7398 0.7393
S1 0.7396 0.7389

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

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