CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 13-Feb-2023
Day Change Summary
Previous Current
10-Feb-2023 13-Feb-2023 Change Change % Previous Week
Open 0.7446 0.7499 0.0054 0.7% 0.7468
High 0.7507 0.7514 0.0007 0.1% 0.7507
Low 0.7434 0.7485 0.0051 0.7% 0.7434
Close 0.7504 0.7508 0.0004 0.1% 0.7504
Range 0.0073 0.0029 -0.0044 -60.3% 0.0073
ATR 0.0051 0.0049 -0.0002 -3.0% 0.0000
Volume 548 123 -425 -77.6% 1,118
Daily Pivots for day following 13-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7589 0.7577 0.7523
R3 0.7560 0.7548 0.7515
R2 0.7531 0.7531 0.7513
R1 0.7519 0.7519 0.7510 0.7525
PP 0.7502 0.7502 0.7502 0.7505
S1 0.7490 0.7490 0.7505 0.7496
S2 0.7473 0.7473 0.7502
S3 0.7444 0.7461 0.7500
S4 0.7415 0.7432 0.7492
Weekly Pivots for week ending 10-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7701 0.7675 0.7544
R3 0.7628 0.7602 0.7524
R2 0.7555 0.7555 0.7517
R1 0.7529 0.7529 0.7510 0.7542
PP 0.7482 0.7482 0.7482 0.7488
S1 0.7456 0.7456 0.7497 0.7469
S2 0.7409 0.7409 0.7490
S3 0.7336 0.7383 0.7483
S4 0.7263 0.7310 0.7463
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7514 0.7434 0.0080 1.1% 0.0047 0.6% 92% True False 217
10 0.7549 0.7434 0.0115 1.5% 0.0053 0.7% 64% False False 254
20 0.7549 0.7410 0.0139 1.9% 0.0047 0.6% 70% False False 218
40 0.7549 0.7320 0.0229 3.1% 0.0045 0.6% 82% False False 162
60 0.7549 0.7320 0.0229 3.1% 0.0042 0.6% 82% False False 163
80 0.7581 0.7245 0.0336 4.5% 0.0042 0.6% 78% False False 130
100 0.7581 0.7200 0.0381 5.1% 0.0044 0.6% 81% False False 113
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 0.0014
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.7637
2.618 0.7590
1.618 0.7561
1.000 0.7543
0.618 0.7532
HIGH 0.7514
0.618 0.7503
0.500 0.7500
0.382 0.7496
LOW 0.7485
0.618 0.7467
1.000 0.7456
1.618 0.7438
2.618 0.7409
4.250 0.7362
Fisher Pivots for day following 13-Feb-2023
Pivot 1 day 3 day
R1 0.7505 0.7496
PP 0.7502 0.7485
S1 0.7500 0.7474

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

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