CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Feb-2023
Day Change Summary
Previous Current
24-Feb-2023 27-Feb-2023 Change Change % Previous Week
Open 0.7395 0.7363 -0.0033 -0.4% 0.7433
High 0.7403 0.7400 -0.0004 0.0% 0.7450
Low 0.7330 0.7352 0.0022 0.3% 0.7330
Close 0.7359 0.7374 0.0015 0.2% 0.7359
Range 0.0073 0.0048 -0.0026 -34.9% 0.0120
ATR 0.0051 0.0050 0.0000 -0.4% 0.0000
Volume 861 639 -222 -25.8% 4,599
Daily Pivots for day following 27-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7518 0.7493 0.7400
R3 0.7470 0.7446 0.7387
R2 0.7423 0.7423 0.7383
R1 0.7398 0.7398 0.7378 0.7411
PP 0.7375 0.7375 0.7375 0.7381
S1 0.7351 0.7351 0.7370 0.7363
S2 0.7328 0.7328 0.7365
S3 0.7280 0.7303 0.7361
S4 0.7233 0.7256 0.7348
Weekly Pivots for week ending 24-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7738 0.7668 0.7425
R3 0.7619 0.7549 0.7392
R2 0.7499 0.7499 0.7381
R1 0.7429 0.7429 0.7370 0.7404
PP 0.7380 0.7380 0.7380 0.7367
S1 0.7310 0.7310 0.7348 0.7285
S2 0.7260 0.7260 0.7337
S3 0.7141 0.7190 0.7326
S4 0.7021 0.7071 0.7293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7450 0.7330 0.0120 1.6% 0.0047 0.6% 37% False False 1,047
10 0.7530 0.7330 0.0200 2.7% 0.0046 0.6% 22% False False 772
20 0.7549 0.7330 0.0219 3.0% 0.0050 0.7% 20% False False 510
40 0.7549 0.7322 0.0228 3.1% 0.0050 0.7% 23% False False 334
60 0.7549 0.7320 0.0229 3.1% 0.0043 0.6% 24% False False 280
80 0.7581 0.7280 0.0301 4.1% 0.0043 0.6% 31% False False 223
100 0.7581 0.7200 0.0381 5.2% 0.0043 0.6% 46% False False 183
120 0.7713 0.7200 0.0513 7.0% 0.0042 0.6% 34% False False 158
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.7601
2.618 0.7524
1.618 0.7476
1.000 0.7447
0.618 0.7429
HIGH 0.7400
0.618 0.7381
0.500 0.7376
0.382 0.7370
LOW 0.7352
0.618 0.7323
1.000 0.7305
1.618 0.7275
2.618 0.7228
4.250 0.7150
Fisher Pivots for day following 27-Feb-2023
Pivot 1 day 3 day
R1 0.7376 0.7373
PP 0.7375 0.7371
S1 0.7375 0.7370

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

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