CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 03-Apr-2023
Day Change Summary
Previous Current
31-Mar-2023 03-Apr-2023 Change Change % Previous Week
Open 0.7404 0.7421 0.0017 0.2% 0.7286
High 0.7413 0.7466 0.0053 0.7% 0.7413
Low 0.7382 0.7397 0.0016 0.2% 0.7286
Close 0.7399 0.7462 0.0063 0.9% 0.7399
Range 0.0031 0.0069 0.0038 121.0% 0.0127
ATR 0.0048 0.0049 0.0001 3.1% 0.0000
Volume 71,832 98,477 26,645 37.1% 330,816
Daily Pivots for day following 03-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7647 0.7623 0.7500
R3 0.7579 0.7555 0.7481
R2 0.7510 0.7510 0.7475
R1 0.7486 0.7486 0.7468 0.7498
PP 0.7442 0.7442 0.7442 0.7448
S1 0.7418 0.7418 0.7456 0.7430
S2 0.7373 0.7373 0.7449
S3 0.7305 0.7349 0.7443
S4 0.7236 0.7281 0.7424
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 0.7466 0.7313 0.0153 2.1% 0.0045 0.6% 98% True False 73,328
10 0.7466 0.7254 0.0212 2.8% 0.0048 0.6% 98% True False 77,409
20 0.7466 0.7227 0.0239 3.2% 0.0052 0.7% 99% True False 92,853
40 0.7530 0.7227 0.0304 4.1% 0.0048 0.6% 78% False False 47,707
60 0.7549 0.7227 0.0323 4.3% 0.0049 0.7% 73% False False 31,870
80 0.7549 0.7227 0.0323 4.3% 0.0045 0.6% 73% False False 23,944
100 0.7581 0.7227 0.0354 4.7% 0.0044 0.6% 67% False False 19,171
120 0.7581 0.7200 0.0381 5.1% 0.0044 0.6% 69% False False 15,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 0.7757
2.618 0.7645
1.618 0.7576
1.000 0.7534
0.618 0.7508
HIGH 0.7466
0.618 0.7439
0.500 0.7431
0.382 0.7423
LOW 0.7397
0.618 0.7355
1.000 0.7329
1.618 0.7286
2.618 0.7218
4.250 0.7106
Fisher Pivots for day following 03-Apr-2023
Pivot 1 day 3 day
R1 0.7452 0.7448
PP 0.7442 0.7433
S1 0.7431 0.7419

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

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