CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 15-Feb-2023
Day Change Summary
Previous Current
14-Feb-2023 15-Feb-2023 Change Change % Previous Week
Open 0.7501 0.7495 -0.0006 -0.1% 0.7468
High 0.7530 0.7496 -0.0035 -0.5% 0.7507
Low 0.7481 0.7452 -0.0029 -0.4% 0.7434
Close 0.7508 0.7473 -0.0035 -0.5% 0.7504
Range 0.0050 0.0044 -0.0006 -11.1% 0.0073
ATR 0.0049 0.0050 0.0001 1.1% 0.0000
Volume 365 716 351 96.2% 1,118
Daily Pivots for day following 15-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7605 0.7583 0.7497
R3 0.7561 0.7539 0.7485
R2 0.7517 0.7517 0.7481
R1 0.7495 0.7495 0.7477 0.7484
PP 0.7473 0.7473 0.7473 0.7468
S1 0.7451 0.7451 0.7469 0.7440
S2 0.7429 0.7429 0.7465
S3 0.7385 0.7407 0.7461
S4 0.7341 0.7363 0.7449
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 0.7530 0.7434 0.0096 1.3% 0.0048 0.6% 41% False False 396
10 0.7549 0.7434 0.0115 1.5% 0.0047 0.6% 34% False False 308
20 0.7549 0.7410 0.0139 1.9% 0.0046 0.6% 45% False False 243
40 0.7549 0.7322 0.0228 3.0% 0.0046 0.6% 67% False False 180
60 0.7549 0.7320 0.0229 3.1% 0.0042 0.6% 67% False False 180
80 0.7581 0.7245 0.0336 4.5% 0.0042 0.6% 68% False False 143
100 0.7581 0.7200 0.0381 5.1% 0.0044 0.6% 72% False False 121
120 0.7746 0.7200 0.0546 7.3% 0.0040 0.5% 50% False False 104
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 0.0009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7683
2.618 0.7611
1.618 0.7567
1.000 0.7540
0.618 0.7523
HIGH 0.7496
0.618 0.7479
0.500 0.7474
0.382 0.7468
LOW 0.7452
0.618 0.7424
1.000 0.7408
1.618 0.7380
2.618 0.7336
4.250 0.7265
Fisher Pivots for day following 15-Feb-2023
Pivot 1 day 3 day
R1 0.7474 0.7491
PP 0.7473 0.7485
S1 0.7473 0.7479

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

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