CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 20-Jan-2023
Day Change Summary
Previous Current
19-Jan-2023 20-Jan-2023 Change Change % Previous Week
Open 0.7419 0.7440 0.0021 0.3% 0.7482
High 0.7444 0.7489 0.0045 0.6% 0.7500
Low 0.7410 0.7424 0.0014 0.2% 0.7410
Close 0.7444 0.7483 0.0039 0.5% 0.7483
Range 0.0034 0.0065 0.0031 92.5% 0.0090
ATR 0.0051 0.0052 0.0001 1.9% 0.0000
Volume 142 173 31 21.8% 888
Daily Pivots for day following 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7659 0.7635 0.7518
R3 0.7594 0.7571 0.7500
R2 0.7530 0.7530 0.7494
R1 0.7506 0.7506 0.7488 0.7518
PP 0.7465 0.7465 0.7465 0.7471
S1 0.7442 0.7442 0.7477 0.7453
S2 0.7401 0.7401 0.7471
S3 0.7336 0.7377 0.7465
S4 0.7272 0.7313 0.7447
Weekly Pivots for week ending 20-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7734 0.7698 0.7532
R3 0.7644 0.7608 0.7507
R2 0.7554 0.7554 0.7499
R1 0.7518 0.7518 0.7491 0.7536
PP 0.7464 0.7464 0.7464 0.7473
S1 0.7428 0.7428 0.7474 0.7446
S2 0.7374 0.7374 0.7466
S3 0.7284 0.7338 0.7458
S4 0.7194 0.7248 0.7433
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7517 0.7410 0.0107 1.4% 0.0053 0.7% 68% False False 200
10 0.7517 0.7334 0.0184 2.5% 0.0053 0.7% 81% False False 168
20 0.7517 0.7322 0.0196 2.6% 0.0050 0.7% 82% False False 132
40 0.7535 0.7320 0.0215 2.9% 0.0041 0.5% 76% False False 151
60 0.7581 0.7280 0.0301 4.0% 0.0040 0.5% 67% False False 115
80 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 74% False False 93
100 0.7713 0.7200 0.0513 6.8% 0.0039 0.5% 55% False False 80
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7763
2.618 0.7657
1.618 0.7593
1.000 0.7553
0.618 0.7528
HIGH 0.7489
0.618 0.7464
0.500 0.7456
0.382 0.7449
LOW 0.7424
0.618 0.7384
1.000 0.7360
1.618 0.7320
2.618 0.7255
4.250 0.7150
Fisher Pivots for day following 20-Jan-2023
Pivot 1 day 3 day
R1 0.7474 0.7473
PP 0.7465 0.7464
S1 0.7456 0.7455

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

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