CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Mar-2023
Day Change Summary
Previous Current
24-Mar-2023 27-Mar-2023 Change Change % Previous Week
Open 0.7304 0.7286 -0.0018 -0.2% 0.7302
High 0.7304 0.7337 0.0033 0.4% 0.7348
Low 0.7254 0.7286 0.0032 0.4% 0.7254
Close 0.7287 0.7335 0.0048 0.7% 0.7287
Range 0.0050 0.0051 0.0001 2.0% 0.0094
ATR 0.0051 0.0051 0.0000 0.0% 0.0000
Volume 90,790 62,653 -28,137 -31.0% 435,808
Daily Pivots for day following 27-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7472 0.7455 0.7363
R3 0.7421 0.7404 0.7349
R2 0.7370 0.7370 0.7344
R1 0.7353 0.7353 0.7340 0.7361
PP 0.7319 0.7319 0.7319 0.7323
S1 0.7302 0.7302 0.7330 0.7310
S2 0.7268 0.7268 0.7326
S3 0.7217 0.7251 0.7321
S4 0.7166 0.7200 0.7307
Weekly Pivots for week ending 24-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7577 0.7525 0.7338
R3 0.7483 0.7432 0.7313
R2 0.7390 0.7390 0.7304
R1 0.7338 0.7338 0.7296 0.7317
PP 0.7296 0.7296 0.7296 0.7286
S1 0.7245 0.7245 0.7278 0.7224
S2 0.7203 0.7203 0.7270
S3 0.7109 0.7151 0.7261
S4 0.7016 0.7058 0.7236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7348 0.7254 0.0094 1.3% 0.0051 0.7% 87% False False 81,490
10 0.7348 0.7250 0.0098 1.3% 0.0053 0.7% 87% False False 93,133
20 0.7387 0.7227 0.0161 2.2% 0.0050 0.7% 68% False False 76,640
40 0.7549 0.7227 0.0323 4.4% 0.0050 0.7% 34% False False 38,575
60 0.7549 0.7227 0.0323 4.4% 0.0050 0.7% 34% False False 25,769
80 0.7549 0.7227 0.0323 4.4% 0.0045 0.6% 34% False False 19,370
100 0.7581 0.7227 0.0354 4.8% 0.0044 0.6% 31% False False 15,506
120 0.7581 0.7200 0.0381 5.2% 0.0044 0.6% 35% False False 12,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7553
2.618 0.7470
1.618 0.7419
1.000 0.7388
0.618 0.7368
HIGH 0.7337
0.618 0.7317
0.500 0.7311
0.382 0.7305
LOW 0.7286
0.618 0.7254
1.000 0.7235
1.618 0.7203
2.618 0.7152
4.250 0.7069
Fisher Pivots for day following 27-Mar-2023
Pivot 1 day 3 day
R1 0.7327 0.7324
PP 0.7319 0.7312
S1 0.7311 0.7301

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

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