CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 24-Jan-2023
Day Change Summary
Previous Current
23-Jan-2023 24-Jan-2023 Change Change % Previous Week
Open 0.7496 0.7499 0.0004 0.0% 0.7482
High 0.7500 0.7502 0.0002 0.0% 0.7500
Low 0.7469 0.7484 0.0015 0.2% 0.7410
Close 0.7480 0.7496 0.0016 0.2% 0.7483
Range 0.0031 0.0018 -0.0013 -41.9% 0.0090
ATR 0.0050 0.0048 -0.0002 -4.1% 0.0000
Volume 70 25 -45 -64.3% 888
Daily Pivots for day following 24-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7548 0.7540 0.7505
R3 0.7530 0.7522 0.7500
R2 0.7512 0.7512 0.7499
R1 0.7504 0.7504 0.7497 0.7499
PP 0.7494 0.7494 0.7494 0.7491
S1 0.7486 0.7486 0.7494 0.7481
S2 0.7476 0.7476 0.7492
S3 0.7458 0.7468 0.7491
S4 0.7440 0.7450 0.7486
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 0.7502 0.7410 0.0092 1.2% 0.0045 0.6% 93% True False 132
10 0.7517 0.7410 0.0107 1.4% 0.0041 0.6% 80% False False 149
20 0.7517 0.7322 0.0196 2.6% 0.0050 0.7% 89% False False 122
40 0.7535 0.7320 0.0215 2.9% 0.0041 0.5% 82% False False 152
60 0.7581 0.7280 0.0301 4.0% 0.0040 0.5% 72% False False 115
80 0.7581 0.7200 0.0381 5.1% 0.0042 0.6% 78% False False 94
100 0.7713 0.7200 0.0513 6.8% 0.0040 0.5% 58% False False 81
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.7578
2.618 0.7549
1.618 0.7531
1.000 0.7520
0.618 0.7513
HIGH 0.7502
0.618 0.7495
0.500 0.7493
0.382 0.7490
LOW 0.7484
0.618 0.7472
1.000 0.7466
1.618 0.7454
2.618 0.7436
4.250 0.7407
Fisher Pivots for day following 24-Jan-2023
Pivot 1 day 3 day
R1 0.7495 0.7485
PP 0.7494 0.7474
S1 0.7493 0.7463

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

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