CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 10-May-2023
Day Change Summary
Previous Current
09-May-2023 10-May-2023 Change Change % Previous Week
Open 0.7483 0.7478 -0.0005 -0.1% 0.7392
High 0.7489 0.7506 0.0017 0.2% 0.7486
Low 0.7466 0.7461 -0.0005 -0.1% 0.7339
Close 0.7482 0.7479 -0.0003 0.0% 0.7485
Range 0.0023 0.0045 0.0022 93.5% 0.0147
ATR 0.0046 0.0046 0.0000 -0.2% 0.0000
Volume 60,892 83,392 22,500 37.0% 348,627
Daily Pivots for day following 10-May-2023
Classic Woodie Camarilla DeMark
R4 0.7615 0.7592 0.7503
R3 0.7571 0.7547 0.7491
R2 0.7526 0.7526 0.7487
R1 0.7503 0.7503 0.7483 0.7515
PP 0.7482 0.7482 0.7482 0.7488
S1 0.7458 0.7458 0.7475 0.7470
S2 0.7437 0.7437 0.7471
S3 0.7393 0.7414 0.7467
S4 0.7348 0.7369 0.7455
Weekly Pivots for week ending 05-May-2023
Classic Woodie Camarilla DeMark
R4 0.7876 0.7827 0.7565
R3 0.7729 0.7680 0.7525
R2 0.7583 0.7583 0.7511
R1 0.7534 0.7534 0.7498 0.7558
PP 0.7436 0.7436 0.7436 0.7449
S1 0.7387 0.7387 0.7471 0.7412
S2 0.7290 0.7290 0.7458
S3 0.7143 0.7241 0.7444
S4 0.6997 0.7094 0.7404
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7518 0.7343 0.0175 2.3% 0.0053 0.7% 78% False False 78,549
10 0.7518 0.7323 0.0195 2.6% 0.0049 0.6% 80% False False 75,997
20 0.7527 0.7323 0.0204 2.7% 0.0045 0.6% 76% False False 73,079
40 0.7527 0.7250 0.0277 3.7% 0.0045 0.6% 83% False False 75,399
60 0.7530 0.7227 0.0304 4.1% 0.0046 0.6% 83% False False 62,189
80 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 78% False False 46,696
100 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 78% False False 37,378
120 0.7549 0.7227 0.0323 4.3% 0.0044 0.6% 78% False False 31,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.7695
2.618 0.7622
1.618 0.7578
1.000 0.7550
0.618 0.7533
HIGH 0.7506
0.618 0.7489
0.500 0.7483
0.382 0.7478
LOW 0.7461
0.618 0.7433
1.000 0.7417
1.618 0.7389
2.618 0.7344
4.250 0.7272
Fisher Pivots for day following 10-May-2023
Pivot 1 day 3 day
R1 0.7483 0.7489
PP 0.7482 0.7486
S1 0.7480 0.7482

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

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