CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 21-Mar-2023
Day Change Summary
Previous Current
20-Mar-2023 21-Mar-2023 Change Change % Previous Week
Open 0.7302 0.7327 0.0025 0.3% 0.7250
High 0.7336 0.7339 0.0003 0.0% 0.7336
Low 0.7285 0.7290 0.0005 0.1% 0.7249
Close 0.7330 0.7301 -0.0030 -0.4% 0.7302
Range 0.0051 0.0050 -0.0002 -2.9% 0.0087
ATR 0.0052 0.0051 0.0000 -0.3% 0.0000
Volume 91,008 71,270 -19,738 -21.7% 579,009
Daily Pivots for day following 21-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7458 0.7429 0.7328
R3 0.7409 0.7379 0.7314
R2 0.7359 0.7359 0.7310
R1 0.7330 0.7330 0.7305 0.7320
PP 0.7310 0.7310 0.7310 0.7305
S1 0.7280 0.7280 0.7296 0.7270
S2 0.7260 0.7260 0.7291
S3 0.7211 0.7231 0.7287
S4 0.7161 0.7181 0.7273
Weekly Pivots for week ending 17-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7555 0.7515 0.7349
R3 0.7468 0.7428 0.7325
R2 0.7382 0.7382 0.7317
R1 0.7342 0.7342 0.7309 0.7362
PP 0.7295 0.7295 0.7295 0.7305
S1 0.7255 0.7255 0.7294 0.7275
S2 0.7209 0.7209 0.7286
S3 0.7122 0.7169 0.7278
S4 0.7036 0.7082 0.7254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7339 0.7250 0.0089 1.2% 0.0054 0.7% 57% True False 97,774
10 0.7339 0.7227 0.0113 1.5% 0.0053 0.7% 66% True False 109,704
20 0.7409 0.7227 0.0183 2.5% 0.0049 0.7% 41% False False 59,984
40 0.7549 0.7227 0.0323 4.4% 0.0048 0.7% 23% False False 30,190
60 0.7549 0.7227 0.0323 4.4% 0.0049 0.7% 23% False False 20,168
80 0.7549 0.7227 0.0323 4.4% 0.0045 0.6% 23% False False 15,171
100 0.7581 0.7227 0.0354 4.8% 0.0044 0.6% 21% False False 12,146
120 0.7581 0.7200 0.0381 5.2% 0.0045 0.6% 26% False False 10,126
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 0.0014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7549
2.618 0.7469
1.618 0.7419
1.000 0.7389
0.618 0.7370
HIGH 0.7339
0.618 0.7320
0.500 0.7314
0.382 0.7308
LOW 0.7290
0.618 0.7259
1.000 0.7240
1.618 0.7209
2.618 0.7160
4.250 0.7079
Fisher Pivots for day following 21-Mar-2023
Pivot 1 day 3 day
R1 0.7314 0.7305
PP 0.7310 0.7304
S1 0.7305 0.7302

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

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