CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Feb-2023
Day Change Summary
Previous Current
15-Feb-2023 16-Feb-2023 Change Change % Previous Week
Open 0.7495 0.7476 -0.0020 -0.3% 0.7468
High 0.7496 0.7497 0.0001 0.0% 0.7507
Low 0.7452 0.7430 -0.0022 -0.3% 0.7434
Close 0.7473 0.7458 -0.0015 -0.2% 0.7504
Range 0.0044 0.0067 0.0023 51.1% 0.0073
ATR 0.0050 0.0051 0.0001 2.4% 0.0000
Volume 716 541 -175 -24.4% 1,118
Daily Pivots for day following 16-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7661 0.7626 0.7495
R3 0.7595 0.7560 0.7476
R2 0.7528 0.7528 0.7470
R1 0.7493 0.7493 0.7464 0.7477
PP 0.7462 0.7462 0.7462 0.7454
S1 0.7427 0.7427 0.7452 0.7411
S2 0.7395 0.7395 0.7446
S3 0.7329 0.7360 0.7440
S4 0.7262 0.7294 0.7421
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 0.7430 0.0100 1.3% 0.0052 0.7% 28% False True 458
10 0.7530 0.7430 0.0100 1.3% 0.0049 0.7% 28% False True 334
20 0.7549 0.7424 0.0125 1.7% 0.0048 0.6% 27% False False 263
40 0.7549 0.7322 0.0228 3.1% 0.0047 0.6% 60% False False 193
60 0.7549 0.7320 0.0229 3.1% 0.0043 0.6% 60% False False 188
80 0.7581 0.7280 0.0301 4.0% 0.0041 0.6% 59% False False 150
100 0.7581 0.7200 0.0381 5.1% 0.0044 0.6% 68% False False 126
120 0.7746 0.7200 0.0546 7.3% 0.0041 0.5% 47% False False 109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7779
2.618 0.7671
1.618 0.7604
1.000 0.7563
0.618 0.7538
HIGH 0.7497
0.618 0.7471
0.500 0.7463
0.382 0.7455
LOW 0.7430
0.618 0.7389
1.000 0.7364
1.618 0.7322
2.618 0.7256
4.250 0.7147
Fisher Pivots for day following 16-Feb-2023
Pivot 1 day 3 day
R1 0.7463 0.7480
PP 0.7462 0.7473
S1 0.7460 0.7465

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

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