CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 28-Feb-2023
Day Change Summary
Previous Current
27-Feb-2023 28-Feb-2023 Change Change % Previous Week
Open 0.7363 0.7378 0.0015 0.2% 0.7433
High 0.7400 0.7382 -0.0018 -0.2% 0.7450
Low 0.7352 0.7338 -0.0014 -0.2% 0.7330
Close 0.7374 0.7350 -0.0025 -0.3% 0.7359
Range 0.0048 0.0044 -0.0004 -7.4% 0.0120
ATR 0.0050 0.0050 0.0000 -0.9% 0.0000
Volume 639 1,613 974 152.4% 4,599
Daily Pivots for day following 28-Feb-2023
Classic Woodie Camarilla DeMark
R4 0.7489 0.7463 0.7374
R3 0.7445 0.7419 0.7362
R2 0.7401 0.7401 0.7358
R1 0.7375 0.7375 0.7354 0.7366
PP 0.7357 0.7357 0.7357 0.7352
S1 0.7331 0.7331 0.7345 0.7322
S2 0.7313 0.7313 0.7341
S3 0.7269 0.7287 0.7337
S4 0.7225 0.7243 0.7325
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 0.7409 0.7330 0.0079 1.1% 0.0045 0.6% 25% False False 932
10 0.7530 0.7330 0.0200 2.7% 0.0048 0.7% 10% False False 921
20 0.7549 0.7330 0.0219 3.0% 0.0050 0.7% 9% False False 587
40 0.7549 0.7322 0.0228 3.1% 0.0050 0.7% 12% False False 373
60 0.7549 0.7320 0.0229 3.1% 0.0043 0.6% 13% False False 306
80 0.7581 0.7280 0.0301 4.1% 0.0043 0.6% 23% False False 243
100 0.7581 0.7200 0.0381 5.2% 0.0042 0.6% 39% False False 199
120 0.7713 0.7200 0.0513 7.0% 0.0043 0.6% 29% False False 172
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 0.0010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7569
2.618 0.7497
1.618 0.7453
1.000 0.7426
0.618 0.7409
HIGH 0.7382
0.618 0.7365
0.500 0.7360
0.382 0.7355
LOW 0.7338
0.618 0.7311
1.000 0.7294
1.618 0.7267
2.618 0.7223
4.250 0.7151
Fisher Pivots for day following 28-Feb-2023
Pivot 1 day 3 day
R1 0.7360 0.7367
PP 0.7357 0.7361
S1 0.7353 0.7355

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

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