CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 06-Jan-2023
Day Change Summary
Previous Current
05-Jan-2023 06-Jan-2023 Change Change % Previous Week
Open 0.7428 0.7354 -0.0074 -1.0% 0.7375
High 0.7428 0.7456 0.0028 0.4% 0.7456
Low 0.7370 0.7334 -0.0037 -0.5% 0.7322
Close 0.7384 0.7456 0.0072 1.0% 0.7456
Range 0.0058 0.0122 0.0065 112.2% 0.0134
ATR 0.0050 0.0055 0.0005 10.2% 0.0000
Volume 211 189 -22 -10.4% 743
Daily Pivots for day following 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7781 0.7740 0.7523
R3 0.7659 0.7618 0.7489
R2 0.7537 0.7537 0.7478
R1 0.7496 0.7496 0.7467 0.7517
PP 0.7415 0.7415 0.7415 0.7425
S1 0.7374 0.7374 0.7444 0.7395
S2 0.7293 0.7293 0.7433
S3 0.7171 0.7252 0.7422
S4 0.7049 0.7130 0.7388
Weekly Pivots for week ending 06-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7813 0.7768 0.7529
R3 0.7679 0.7634 0.7492
R2 0.7545 0.7545 0.7480
R1 0.7500 0.7500 0.7468 0.7523
PP 0.7411 0.7411 0.7411 0.7422
S1 0.7366 0.7366 0.7443 0.7389
S2 0.7277 0.7277 0.7431
S3 0.7143 0.7232 0.7419
S4 0.7009 0.7098 0.7382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7456 0.7322 0.0134 1.8% 0.0078 1.0% 100% True False 155
10 0.7456 0.7322 0.0134 1.8% 0.0057 0.8% 100% True False 90
20 0.7456 0.7320 0.0136 1.8% 0.0037 0.5% 100% True False 171
40 0.7581 0.7320 0.0261 3.5% 0.0038 0.5% 52% False False 127
60 0.7581 0.7200 0.0381 5.1% 0.0041 0.6% 67% False False 93
80 0.7610 0.7200 0.0410 5.5% 0.0042 0.6% 62% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 0.7974
2.618 0.7775
1.618 0.7653
1.000 0.7578
0.618 0.7531
HIGH 0.7456
0.618 0.7409
0.500 0.7395
0.382 0.7380
LOW 0.7334
0.618 0.7258
1.000 0.7212
1.618 0.7136
2.618 0.7014
4.250 0.6815
Fisher Pivots for day following 06-Jan-2023
Pivot 1 day 3 day
R1 0.7435 0.7435
PP 0.7415 0.7415
S1 0.7395 0.7395

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

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