CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-May-2023
Day Change Summary
Previous Current
15-May-2023 16-May-2023 Change Change % Previous Week
Open 0.7381 0.7432 0.0051 0.7% 0.7483
High 0.7435 0.7466 0.0031 0.4% 0.7518
Low 0.7376 0.7416 0.0040 0.5% 0.7377
Close 0.7430 0.7430 -0.0001 0.0% 0.7380
Range 0.0059 0.0050 -0.0010 -16.1% 0.0141
ATR 0.0048 0.0049 0.0000 0.2% 0.0000
Volume 70,479 74,936 4,457 6.3% 398,010
Daily Pivots for day following 16-May-2023
Classic Woodie Camarilla DeMark
R4 0.7586 0.7557 0.7457
R3 0.7536 0.7508 0.7443
R2 0.7487 0.7487 0.7439
R1 0.7458 0.7458 0.7434 0.7448
PP 0.7437 0.7437 0.7437 0.7432
S1 0.7409 0.7409 0.7425 0.7398
S2 0.7388 0.7388 0.7420
S3 0.7338 0.7359 0.7416
S4 0.7289 0.7310 0.7402
Weekly Pivots for week ending 12-May-2023
Classic Woodie Camarilla DeMark
R4 0.7846 0.7754 0.7457
R3 0.7706 0.7613 0.7419
R2 0.7565 0.7565 0.7406
R1 0.7473 0.7473 0.7393 0.7449
PP 0.7425 0.7425 0.7425 0.7413
S1 0.7332 0.7332 0.7367 0.7308
S2 0.7284 0.7284 0.7354
S3 0.7144 0.7192 0.7341
S4 0.7003 0.7051 0.7303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7506 0.7376 0.0130 1.7% 0.0055 0.7% 41% False False 77,759
10 0.7518 0.7339 0.0179 2.4% 0.0052 0.7% 51% False False 76,309
20 0.7518 0.7323 0.0195 2.6% 0.0048 0.6% 55% False False 73,228
40 0.7527 0.7254 0.0273 3.7% 0.0045 0.6% 64% False False 72,594
60 0.7527 0.7227 0.0301 4.0% 0.0047 0.6% 68% False False 67,239
80 0.7549 0.7227 0.0323 4.3% 0.0047 0.6% 63% False False 50,502
100 0.7549 0.7227 0.0323 4.3% 0.0047 0.6% 63% False False 40,428
120 0.7549 0.7227 0.0323 4.3% 0.0045 0.6% 63% False False 33,718
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7676
2.618 0.7595
1.618 0.7546
1.000 0.7515
0.618 0.7496
HIGH 0.7466
0.618 0.7447
0.500 0.7441
0.382 0.7435
LOW 0.7416
0.618 0.7385
1.000 0.7367
1.618 0.7336
2.618 0.7286
4.250 0.7206
Fisher Pivots for day following 16-May-2023
Pivot 1 day 3 day
R1 0.7441 0.7427
PP 0.7437 0.7424
S1 0.7433 0.7421

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

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