CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 23-Jan-2023
Day Change Summary
Previous Current
20-Jan-2023 23-Jan-2023 Change Change % Previous Week
Open 0.7440 0.7496 0.0056 0.7% 0.7482
High 0.7489 0.7500 0.0012 0.2% 0.7500
Low 0.7424 0.7469 0.0045 0.6% 0.7410
Close 0.7483 0.7480 -0.0003 0.0% 0.7483
Range 0.0065 0.0031 -0.0034 -51.9% 0.0090
ATR 0.0052 0.0050 -0.0001 -2.9% 0.0000
Volume 173 70 -103 -59.5% 888
Daily Pivots for day following 23-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7576 0.7559 0.7497
R3 0.7545 0.7528 0.7489
R2 0.7514 0.7514 0.7486
R1 0.7497 0.7497 0.7483 0.7490
PP 0.7483 0.7483 0.7483 0.7480
S1 0.7466 0.7466 0.7477 0.7459
S2 0.7452 0.7452 0.7474
S3 0.7421 0.7435 0.7471
S4 0.7390 0.7404 0.7463
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 0.7500 0.7410 0.0090 1.2% 0.0047 0.6% 78% True False 191
10 0.7517 0.7410 0.0107 1.4% 0.0044 0.6% 65% False False 156
20 0.7517 0.7322 0.0196 2.6% 0.0051 0.7% 81% False False 123
40 0.7535 0.7320 0.0215 2.9% 0.0041 0.5% 75% False False 152
60 0.7581 0.7280 0.0301 4.0% 0.0040 0.5% 67% False False 116
80 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 74% False False 94
100 0.7713 0.7200 0.0513 6.9% 0.0040 0.5% 55% False False 81
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.0009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7632
2.618 0.7581
1.618 0.7550
1.000 0.7531
0.618 0.7519
HIGH 0.7500
0.618 0.7488
0.500 0.7485
0.382 0.7481
LOW 0.7469
0.618 0.7450
1.000 0.7438
1.618 0.7419
2.618 0.7388
4.250 0.7337
Fisher Pivots for day following 23-Jan-2023
Pivot 1 day 3 day
R1 0.7485 0.7472
PP 0.7483 0.7463
S1 0.7482 0.7455

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

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