CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 31-Jan-2023
Day Change Summary
Previous Current
30-Jan-2023 31-Jan-2023 Change Change % Previous Week
Open 0.7513 0.7479 -0.0034 -0.4% 0.7496
High 0.7516 0.7528 0.0013 0.2% 0.7529
Low 0.7479 0.7435 -0.0044 -0.6% 0.7459
Close 0.7482 0.7526 0.0044 0.6% 0.7527
Range 0.0037 0.0093 0.0057 154.8% 0.0070
ATR 0.0047 0.0050 0.0003 7.1% 0.0000
Volume 69 291 222 321.7% 862
Daily Pivots for day following 31-Jan-2023
Classic Woodie Camarilla DeMark
R4 0.7775 0.7743 0.7577
R3 0.7682 0.7650 0.7551
R2 0.7589 0.7589 0.7543
R1 0.7557 0.7557 0.7534 0.7573
PP 0.7496 0.7496 0.7496 0.7504
S1 0.7464 0.7464 0.7517 0.7480
S2 0.7403 0.7403 0.7508
S3 0.7310 0.7371 0.7500
S4 0.7217 0.7278 0.7474
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 0.7435 0.0094 1.2% 0.0050 0.7% 97% False True 225
10 0.7529 0.7410 0.0119 1.6% 0.0048 0.6% 97% False False 179
20 0.7529 0.7322 0.0207 2.8% 0.0053 0.7% 99% False False 172
40 0.7529 0.7320 0.0209 2.8% 0.0041 0.5% 99% False False 172
60 0.7581 0.7280 0.0301 4.0% 0.0041 0.5% 82% False False 132
80 0.7581 0.7200 0.0381 5.1% 0.0041 0.5% 86% False False 104
100 0.7713 0.7200 0.0513 6.8% 0.0042 0.6% 64% False False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.7923
2.618 0.7771
1.618 0.7678
1.000 0.7621
0.618 0.7585
HIGH 0.7528
0.618 0.7492
0.500 0.7482
0.382 0.7471
LOW 0.7435
0.618 0.7378
1.000 0.7342
1.618 0.7285
2.618 0.7192
4.250 0.7040
Fisher Pivots for day following 31-Jan-2023
Pivot 1 day 3 day
R1 0.7511 0.7511
PP 0.7496 0.7496
S1 0.7482 0.7482

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

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