CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 30-Jan-2023
Day Change Summary
Previous Current
27-Jan-2023 30-Jan-2023 Change Change % Previous Week
Open 0.7513 0.7513 0.0000 0.0% 0.7496
High 0.7529 0.7516 -0.0013 -0.2% 0.7529
Low 0.7504 0.7479 -0.0025 -0.3% 0.7459
Close 0.7527 0.7482 -0.0045 -0.6% 0.7527
Range 0.0025 0.0037 0.0012 49.0% 0.0070
ATR 0.0046 0.0047 0.0000 0.2% 0.0000
Volume 126 69 -57 -45.2% 862
Daily Pivots for day following 30-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7602 0.7578 0.7502
R3 0.7565 0.7542 0.7492
R2 0.7529 0.7529 0.7489
R1 0.7505 0.7505 0.7485 0.7499
PP 0.7492 0.7492 0.7492 0.7489
S1 0.7469 0.7469 0.7479 0.7462
S2 0.7456 0.7456 0.7475
S3 0.7419 0.7432 0.7472
S4 0.7383 0.7396 0.7462
Weekly Pivots for week ending 27-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7715 0.7691 0.7565
R3 0.7645 0.7621 0.7546
R2 0.7575 0.7575 0.7539
R1 0.7551 0.7551 0.7533 0.7563
PP 0.7505 0.7505 0.7505 0.7511
S1 0.7481 0.7481 0.7520 0.7493
S2 0.7435 0.7435 0.7514
S3 0.7365 0.7411 0.7507
S4 0.7295 0.7341 0.7488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7529 0.7459 0.0070 0.9% 0.0035 0.5% 34% False False 172
10 0.7529 0.7410 0.0119 1.6% 0.0041 0.5% 61% False False 181
20 0.7529 0.7322 0.0207 2.8% 0.0050 0.7% 78% False False 159
40 0.7529 0.7320 0.0209 2.8% 0.0039 0.5% 78% False False 166
60 0.7581 0.7280 0.0301 4.0% 0.0041 0.5% 67% False False 128
80 0.7581 0.7200 0.0381 5.1% 0.0040 0.5% 74% False False 101
100 0.7713 0.7200 0.0513 6.8% 0.0041 0.6% 55% False False 89
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7671
2.618 0.7611
1.618 0.7575
1.000 0.7552
0.618 0.7538
HIGH 0.7516
0.618 0.7502
0.500 0.7497
0.382 0.7493
LOW 0.7479
0.618 0.7456
1.000 0.7443
1.618 0.7420
2.618 0.7383
4.250 0.7324
Fisher Pivots for day following 30-Jan-2023
Pivot 1 day 3 day
R1 0.7497 0.7500
PP 0.7492 0.7494
S1 0.7487 0.7488

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

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