CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 13-Jan-2023
Day Change Summary
Previous Current
12-Jan-2023 13-Jan-2023 Change Change % Previous Week
Open 0.7450 0.7490 0.0040 0.5% 0.7452
High 0.7501 0.7517 0.0016 0.2% 0.7517
Low 0.7450 0.7454 0.0004 0.0% 0.7450
Close 0.7499 0.7481 -0.0018 -0.2% 0.7481
Range 0.0051 0.0064 0.0013 24.5% 0.0067
ATR 0.0051 0.0052 0.0001 1.8% 0.0000
Volume 265 115 -150 -56.6% 603
Daily Pivots for day following 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7674 0.7641 0.7515
R3 0.7611 0.7577 0.7498
R2 0.7547 0.7547 0.7492
R1 0.7514 0.7514 0.7486 0.7499
PP 0.7484 0.7484 0.7484 0.7476
S1 0.7450 0.7450 0.7475 0.7435
S2 0.7420 0.7420 0.7469
S3 0.7357 0.7387 0.7463
S4 0.7293 0.7323 0.7446
Weekly Pivots for week ending 13-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7684 0.7649 0.7517
R3 0.7617 0.7582 0.7499
R2 0.7550 0.7550 0.7493
R1 0.7515 0.7515 0.7487 0.7532
PP 0.7483 0.7483 0.7483 0.7491
S1 0.7448 0.7448 0.7474 0.7465
S2 0.7416 0.7416 0.7468
S3 0.7349 0.7381 0.7462
S4 0.7282 0.7314 0.7444
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7517 0.7450 0.0067 0.9% 0.0041 0.5% 46% True False 120
10 0.7517 0.7322 0.0196 2.6% 0.0059 0.8% 81% True False 137
20 0.7517 0.7320 0.0197 2.6% 0.0042 0.6% 81% True False 107
40 0.7546 0.7320 0.0226 3.0% 0.0039 0.5% 71% False False 136
60 0.7581 0.7245 0.0336 4.5% 0.0040 0.5% 70% False False 101
80 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 74% False False 86
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7787
2.618 0.7683
1.618 0.7620
1.000 0.7581
0.618 0.7556
HIGH 0.7517
0.618 0.7493
0.500 0.7485
0.382 0.7478
LOW 0.7454
0.618 0.7414
1.000 0.7390
1.618 0.7351
2.618 0.7287
4.250 0.7184
Fisher Pivots for day following 13-Jan-2023
Pivot 1 day 3 day
R1 0.7485 0.7484
PP 0.7484 0.7483
S1 0.7482 0.7482

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

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