CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 21-Feb-2023
Day Change Summary
Previous Current
17-Feb-2023 21-Feb-2023 Change Change % Previous Week
Open 0.7437 0.7433 -0.0005 -0.1% 0.7499
High 0.7437 0.7450 0.0013 0.2% 0.7530
Low 0.7399 0.7393 -0.0006 -0.1% 0.7399
Close 0.7434 0.7399 -0.0035 -0.5% 0.7434
Range 0.0039 0.0057 0.0019 48.1% 0.0132
ATR 0.0051 0.0052 0.0000 0.8% 0.0000
Volume 737 2,187 1,450 196.7% 2,482
Daily Pivots for day following 21-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7585 0.7549 0.7430
R3 0.7528 0.7492 0.7415
R2 0.7471 0.7471 0.7409
R1 0.7435 0.7435 0.7404 0.7424
PP 0.7414 0.7414 0.7414 0.7408
S1 0.7378 0.7378 0.7394 0.7367
S2 0.7357 0.7357 0.7389
S3 0.7300 0.7321 0.7383
S4 0.7243 0.7264 0.7368
Weekly Pivots for week ending 17-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7849 0.7773 0.7506
R3 0.7717 0.7641 0.7470
R2 0.7586 0.7586 0.7458
R1 0.7510 0.7510 0.7446 0.7482
PP 0.7454 0.7454 0.7454 0.7440
S1 0.7378 0.7378 0.7422 0.7351
S2 0.7323 0.7323 0.7410
S3 0.7191 0.7247 0.7398
S4 0.7060 0.7115 0.7362
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7530 0.7393 0.0138 1.9% 0.0051 0.7% 5% False True 909
10 0.7530 0.7393 0.0138 1.9% 0.0049 0.7% 5% False True 563
20 0.7549 0.7393 0.0157 2.1% 0.0048 0.6% 4% False True 397
40 0.7549 0.7322 0.0228 3.1% 0.0049 0.7% 34% False False 260
60 0.7549 0.7320 0.0229 3.1% 0.0043 0.6% 34% False False 234
80 0.7581 0.7280 0.0301 4.1% 0.0042 0.6% 40% False False 186
100 0.7581 0.7200 0.0381 5.1% 0.0044 0.6% 52% False False 154
120 0.7713 0.7200 0.0513 6.9% 0.0041 0.6% 39% False False 133
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7692
2.618 0.7599
1.618 0.7542
1.000 0.7507
0.618 0.7485
HIGH 0.7450
0.618 0.7428
0.500 0.7421
0.382 0.7414
LOW 0.7393
0.618 0.7357
1.000 0.7336
1.618 0.7300
2.618 0.7243
4.250 0.7150
Fisher Pivots for day following 21-Feb-2023
Pivot 1 day 3 day
R1 0.7421 0.7445
PP 0.7414 0.7429
S1 0.7406 0.7414

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

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