CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 22-Mar-2023
Day Change Summary
Previous Current
21-Mar-2023 22-Mar-2023 Change Change % Previous Week
Open 0.7327 0.7302 -0.0025 -0.3% 0.7250
High 0.7339 0.7333 -0.0006 -0.1% 0.7336
Low 0.7290 0.7286 -0.0004 -0.1% 0.7249
Close 0.7301 0.7316 0.0015 0.2% 0.7302
Range 0.0050 0.0048 -0.0002 -4.0% 0.0087
ATR 0.0051 0.0051 0.0000 -0.5% 0.0000
Volume 71,270 85,107 13,837 19.4% 579,009
Daily Pivots for day following 22-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7454 0.7432 0.7342
R3 0.7406 0.7385 0.7329
R2 0.7359 0.7359 0.7324
R1 0.7337 0.7337 0.7320 0.7348
PP 0.7311 0.7311 0.7311 0.7317
S1 0.7290 0.7290 0.7311 0.7301
S2 0.7264 0.7264 0.7307
S3 0.7216 0.7242 0.7302
S4 0.7169 0.7195 0.7289
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 0.7264 0.0076 1.0% 0.0047 0.6% 69% False False 87,677
10 0.7339 0.7227 0.0113 1.5% 0.0054 0.7% 79% False False 108,749
20 0.7409 0.7227 0.0183 2.5% 0.0050 0.7% 49% False False 64,179
40 0.7549 0.7227 0.0323 4.4% 0.0049 0.7% 28% False False 32,317
60 0.7549 0.7227 0.0323 4.4% 0.0049 0.7% 28% False False 21,586
80 0.7549 0.7227 0.0323 4.4% 0.0045 0.6% 28% False False 16,235
100 0.7581 0.7227 0.0354 4.8% 0.0044 0.6% 25% False False 12,996
120 0.7581 0.7200 0.0381 5.2% 0.0045 0.6% 30% False False 10,835
Crabel Price Patterns
NR True
NR4 True
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 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7535
2.618 0.7457
1.618 0.7410
1.000 0.7381
0.618 0.7362
HIGH 0.7333
0.618 0.7315
0.500 0.7309
0.382 0.7304
LOW 0.7286
0.618 0.7256
1.000 0.7238
1.618 0.7209
2.618 0.7161
4.250 0.7084
Fisher Pivots for day following 22-Mar-2023
Pivot 1 day 3 day
R1 0.7313 0.7314
PP 0.7311 0.7313
S1 0.7309 0.7312

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

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