CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 27-Apr-2023
Day Change Summary
Previous Current
26-Apr-2023 27-Apr-2023 Change Change % Previous Week
Open 0.7346 0.7341 -0.0005 -0.1% 0.7491
High 0.7361 0.7366 0.0006 0.1% 0.7503
Low 0.7333 0.7336 0.0003 0.0% 0.7381
Close 0.7335 0.7359 0.0024 0.3% 0.7389
Range 0.0028 0.0030 0.0003 9.1% 0.0123
ATR 0.0043 0.0042 -0.0001 -1.9% 0.0000
Volume 83,969 78,731 -5,238 -6.2% 309,675
Daily Pivots for day following 27-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7444 0.7431 0.7375
R3 0.7414 0.7401 0.7367
R2 0.7384 0.7384 0.7364
R1 0.7371 0.7371 0.7361 0.7377
PP 0.7354 0.7354 0.7354 0.7357
S1 0.7341 0.7341 0.7356 0.7347
S2 0.7324 0.7324 0.7353
S3 0.7294 0.7311 0.7350
S4 0.7264 0.7281 0.7342
Weekly Pivots for week ending 21-Apr-2023
Classic Woodie Camarilla DeMark
R4 0.7792 0.7713 0.7456
R3 0.7669 0.7590 0.7423
R2 0.7547 0.7547 0.7411
R1 0.7468 0.7468 0.7400 0.7446
PP 0.7424 0.7424 0.7424 0.7413
S1 0.7345 0.7345 0.7378 0.7324
S2 0.7302 0.7302 0.7367
S3 0.7179 0.7223 0.7355
S4 0.7057 0.7100 0.7322
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7430 0.7333 0.0097 1.3% 0.0040 0.5% 26% False False 71,299
10 0.7527 0.7333 0.0194 2.6% 0.0039 0.5% 13% False False 71,202
20 0.7527 0.7333 0.0194 2.6% 0.0040 0.5% 13% False False 68,798
40 0.7527 0.7227 0.0301 4.1% 0.0045 0.6% 44% False False 75,968
60 0.7549 0.7227 0.0323 4.4% 0.0046 0.6% 41% False False 50,872
80 0.7549 0.7227 0.0323 4.4% 0.0048 0.6% 41% False False 38,197
100 0.7549 0.7227 0.0323 4.4% 0.0044 0.6% 41% False False 30,592
120 0.7581 0.7227 0.0354 4.8% 0.0044 0.6% 37% False False 25,502
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7494
2.618 0.7445
1.618 0.7415
1.000 0.7396
0.618 0.7385
HIGH 0.7366
0.618 0.7355
0.500 0.7351
0.382 0.7347
LOW 0.7336
0.618 0.7317
1.000 0.7306
1.618 0.7287
2.618 0.7257
4.250 0.7209
Fisher Pivots for day following 27-Apr-2023
Pivot 1 day 3 day
R1 0.7356 0.7367
PP 0.7354 0.7364
S1 0.7351 0.7361

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

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