CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 31-Mar-2023
Day Change Summary
Previous Current
30-Mar-2023 31-Mar-2023 Change Change % Previous Week
Open 0.7385 0.7404 0.0019 0.3% 0.7286
High 0.7409 0.7413 0.0004 0.1% 0.7413
Low 0.7373 0.7382 0.0009 0.1% 0.7286
Close 0.7407 0.7399 -0.0008 -0.1% 0.7399
Range 0.0036 0.0031 -0.0005 -13.9% 0.0127
ATR 0.0049 0.0048 -0.0001 -2.6% 0.0000
Volume 62,607 71,832 9,225 14.7% 330,816
Daily Pivots for day following 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7491 0.7476 0.7416
R3 0.7460 0.7445 0.7408
R2 0.7429 0.7429 0.7405
R1 0.7414 0.7414 0.7402 0.7406
PP 0.7398 0.7398 0.7398 0.7394
S1 0.7383 0.7383 0.7396 0.7375
S2 0.7367 0.7367 0.7393
S3 0.7336 0.7352 0.7390
S4 0.7305 0.7321 0.7382
Weekly Pivots for week ending 31-Mar-2023
Classic Woodie Camarilla DeMark
R4 0.7747 0.7700 0.7469
R3 0.7620 0.7573 0.7434
R2 0.7493 0.7493 0.7422
R1 0.7446 0.7446 0.7411 0.7469
PP 0.7366 0.7366 0.7366 0.7377
S1 0.7319 0.7319 0.7387 0.7342
S2 0.7239 0.7239 0.7376
S3 0.7112 0.7192 0.7364
S4 0.6985 0.7065 0.7329
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7413 0.7286 0.0127 1.7% 0.0041 0.6% 89% True False 66,163
10 0.7413 0.7254 0.0159 2.1% 0.0046 0.6% 91% True False 76,662
20 0.7413 0.7227 0.0186 2.5% 0.0050 0.7% 93% True False 89,123
40 0.7530 0.7227 0.0304 4.1% 0.0048 0.7% 57% False False 45,257
60 0.7549 0.7227 0.0323 4.4% 0.0049 0.7% 53% False False 30,232
80 0.7549 0.7227 0.0323 4.4% 0.0044 0.6% 53% False False 22,716
100 0.7581 0.7227 0.0354 4.8% 0.0043 0.6% 49% False False 18,186
120 0.7581 0.7200 0.0381 5.1% 0.0043 0.6% 52% False False 15,160
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.7544
2.618 0.7494
1.618 0.7463
1.000 0.7444
0.618 0.7432
HIGH 0.7413
0.618 0.7401
0.500 0.7397
0.382 0.7393
LOW 0.7382
0.618 0.7362
1.000 0.7351
1.618 0.7331
2.618 0.7300
4.250 0.7250
Fisher Pivots for day following 31-Mar-2023
Pivot 1 day 3 day
R1 0.7398 0.7394
PP 0.7398 0.7389
S1 0.7397 0.7383

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

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