CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 01-Feb-2023
Day Change Summary
Previous Current
31-Jan-2023 01-Feb-2023 Change Change % Previous Week
Open 0.7479 0.7524 0.0045 0.6% 0.7496
High 0.7528 0.7545 0.0017 0.2% 0.7529
Low 0.7435 0.7490 0.0055 0.7% 0.7459
Close 0.7526 0.7528 0.0003 0.0% 0.7527
Range 0.0093 0.0056 -0.0038 -40.3% 0.0070
ATR 0.0050 0.0050 0.0000 0.8% 0.0000
Volume 291 249 -42 -14.4% 862
Daily Pivots for day following 01-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7687 0.7663 0.7559
R3 0.7632 0.7608 0.7543
R2 0.7576 0.7576 0.7538
R1 0.7552 0.7552 0.7533 0.7564
PP 0.7521 0.7521 0.7521 0.7527
S1 0.7497 0.7497 0.7523 0.7509
S2 0.7465 0.7465 0.7518
S3 0.7410 0.7441 0.7513
S4 0.7354 0.7386 0.7497
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 0.7545 0.7435 0.0110 1.5% 0.0051 0.7% 85% True False 262
10 0.7545 0.7410 0.0135 1.8% 0.0045 0.6% 87% True False 178
20 0.7545 0.7334 0.0212 2.8% 0.0052 0.7% 92% True False 178
40 0.7545 0.7320 0.0225 3.0% 0.0041 0.5% 92% True False 175
60 0.7581 0.7307 0.0274 3.6% 0.0042 0.6% 81% False False 135
80 0.7581 0.7200 0.0381 5.1% 0.0041 0.5% 86% False False 107
100 0.7713 0.7200 0.0513 6.8% 0.0042 0.6% 64% False False 94
Crabel Price Patterns
NR True
NR4 False
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 False
Stretch 0.0011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7781
2.618 0.7690
1.618 0.7635
1.000 0.7601
0.618 0.7579
HIGH 0.7545
0.618 0.7524
0.500 0.7517
0.382 0.7511
LOW 0.7490
0.618 0.7455
1.000 0.7434
1.618 0.7400
2.618 0.7344
4.250 0.7254
Fisher Pivots for day following 01-Feb-2023
Pivot 1 day 3 day
R1 0.7524 0.7515
PP 0.7521 0.7503
S1 0.7517 0.7490

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

View Archives - Comment on this page... - Back to Index of Symbols