CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 12-Apr-2023
Day Change Summary
Previous Current
11-Apr-2023 12-Apr-2023 Change Change % Previous Week
Open 0.7411 0.7434 0.0023 0.3% 0.7421
High 0.7437 0.7456 0.0019 0.3% 0.7468
Low 0.7407 0.7422 0.0015 0.2% 0.7397
Close 0.7434 0.7454 0.0020 0.3% 0.7432
Range 0.0030 0.0035 0.0005 15.0% 0.0071
ATR 0.0045 0.0044 -0.0001 -1.7% 0.0000
Volume 54,890 65,679 10,789 19.7% 296,228
Daily Pivots for day following 12-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7547 0.7535 0.7472
R3 0.7513 0.7500 0.7463
R2 0.7478 0.7478 0.7460
R1 0.7466 0.7466 0.7457 0.7472
PP 0.7444 0.7444 0.7444 0.7447
S1 0.7431 0.7431 0.7450 0.7438
S2 0.7409 0.7409 0.7447
S3 0.7375 0.7397 0.7444
S4 0.7340 0.7362 0.7435
Weekly Pivots for week ending 07-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7645 0.7609 0.7471
R3 0.7574 0.7538 0.7451
R2 0.7503 0.7503 0.7445
R1 0.7467 0.7467 0.7438 0.7485
PP 0.7432 0.7432 0.7432 0.7441
S1 0.7396 0.7396 0.7425 0.7414
S2 0.7361 0.7361 0.7418
S3 0.7290 0.7325 0.7412
S4 0.7219 0.7254 0.7392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7459 0.7387 0.0072 1.0% 0.0034 0.5% 93% False False 57,490
10 0.7468 0.7354 0.0114 1.5% 0.0037 0.5% 87% False False 66,232
20 0.7468 0.7250 0.0218 2.9% 0.0045 0.6% 93% False False 77,720
40 0.7530 0.7227 0.0304 4.1% 0.0047 0.6% 75% False False 56,743
60 0.7549 0.7227 0.0323 4.3% 0.0047 0.6% 70% False False 37,902
80 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 70% False False 28,453
100 0.7549 0.7227 0.0323 4.3% 0.0044 0.6% 70% False False 22,795
120 0.7581 0.7227 0.0354 4.7% 0.0044 0.6% 64% False False 19,001
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7603
2.618 0.7546
1.618 0.7512
1.000 0.7491
0.618 0.7477
HIGH 0.7456
0.618 0.7443
0.500 0.7439
0.382 0.7435
LOW 0.7422
0.618 0.7400
1.000 0.7387
1.618 0.7366
2.618 0.7331
4.250 0.7275
Fisher Pivots for day following 12-Apr-2023
Pivot 1 day 3 day
R1 0.7449 0.7443
PP 0.7444 0.7432
S1 0.7439 0.7421

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

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