CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 29-Mar-2023
Day Change Summary
Previous Current
28-Mar-2023 29-Mar-2023 Change Change % Previous Week
Open 0.7331 0.7363 0.0032 0.4% 0.7302
High 0.7367 0.7387 0.0020 0.3% 0.7348
Low 0.7313 0.7354 0.0042 0.6% 0.7254
Close 0.7361 0.7381 0.0020 0.3% 0.7287
Range 0.0055 0.0033 -0.0022 -40.4% 0.0094
ATR 0.0052 0.0050 -0.0001 -2.6% 0.0000
Volume 67,016 66,708 -308 -0.5% 435,808
Daily Pivots for day following 29-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7471 0.7458 0.7398
R3 0.7439 0.7426 0.7389
R2 0.7406 0.7406 0.7386
R1 0.7393 0.7393 0.7383 0.7400
PP 0.7374 0.7374 0.7374 0.7377
S1 0.7361 0.7361 0.7378 0.7367
S2 0.7341 0.7341 0.7375
S3 0.7309 0.7328 0.7372
S4 0.7276 0.7296 0.7363
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 0.7387 0.7254 0.0133 1.8% 0.0049 0.7% 95% True False 76,960
10 0.7387 0.7254 0.0133 1.8% 0.0048 0.7% 95% True False 82,318
20 0.7387 0.7227 0.0161 2.2% 0.0050 0.7% 96% False False 83,139
40 0.7549 0.7227 0.0323 4.4% 0.0049 0.7% 48% False False 41,909
60 0.7549 0.7227 0.0323 4.4% 0.0050 0.7% 48% False False 27,997
80 0.7549 0.7227 0.0323 4.4% 0.0045 0.6% 48% False False 21,041
100 0.7581 0.7227 0.0354 4.8% 0.0044 0.6% 44% False False 16,843
120 0.7581 0.7200 0.0381 5.2% 0.0044 0.6% 47% False False 14,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0011
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 0.7525
2.618 0.7472
1.618 0.7439
1.000 0.7419
0.618 0.7407
HIGH 0.7387
0.618 0.7374
0.500 0.7370
0.382 0.7366
LOW 0.7354
0.618 0.7334
1.000 0.7322
1.618 0.7301
2.618 0.7269
4.250 0.7216
Fisher Pivots for day following 29-Mar-2023
Pivot 1 day 3 day
R1 0.7377 0.7366
PP 0.7374 0.7351
S1 0.7370 0.7336

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

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