CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Jan-2023
Day Change Summary
Previous Current
06-Jan-2023 09-Jan-2023 Change Change % Previous Week
Open 0.7354 0.7452 0.0098 1.3% 0.7375
High 0.7456 0.7496 0.0041 0.5% 0.7456
Low 0.7334 0.7452 0.0118 1.6% 0.7322
Close 0.7456 0.7493 0.0037 0.5% 0.7456
Range 0.0122 0.0045 -0.0078 -63.5% 0.0134
ATR 0.0055 0.0055 -0.0001 -1.4% 0.0000
Volume 189 92 -97 -51.3% 743
Daily Pivots for day following 09-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7614 0.7598 0.7517
R3 0.7569 0.7553 0.7505
R2 0.7525 0.7525 0.7501
R1 0.7509 0.7509 0.7497 0.7517
PP 0.7480 0.7480 0.7480 0.7484
S1 0.7464 0.7464 0.7488 0.7472
S2 0.7436 0.7436 0.7484
S3 0.7391 0.7420 0.7480
S4 0.7347 0.7375 0.7468
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 0.7496 0.7322 0.0175 2.3% 0.0080 1.1% 98% True False 167
10 0.7496 0.7322 0.0175 2.3% 0.0059 0.8% 98% True False 95
20 0.7496 0.7320 0.0176 2.3% 0.0039 0.5% 98% True False 167
40 0.7581 0.7320 0.0261 3.5% 0.0038 0.5% 66% False False 128
60 0.7581 0.7200 0.0381 5.1% 0.0041 0.6% 77% False False 95
80 0.7610 0.7200 0.0410 5.5% 0.0042 0.6% 71% False False 80
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0010
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7685
2.618 0.7613
1.618 0.7568
1.000 0.7541
0.618 0.7524
HIGH 0.7496
0.618 0.7479
0.500 0.7474
0.382 0.7468
LOW 0.7452
0.618 0.7424
1.000 0.7407
1.618 0.7379
2.618 0.7335
4.250 0.7262
Fisher Pivots for day following 09-Jan-2023
Pivot 1 day 3 day
R1 0.7486 0.7467
PP 0.7480 0.7441
S1 0.7474 0.7415

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

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