CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 31-May-2023
Day Change Summary
Previous Current
30-May-2023 31-May-2023 Change Change % Previous Week
Open 0.7350 0.7357 0.0007 0.1% 0.7412
High 0.7375 0.7373 -0.0002 0.0% 0.7421
Low 0.7349 0.7328 -0.0021 -0.3% 0.7327
Close 0.7356 0.7370 0.0014 0.2% 0.7348
Range 0.0026 0.0045 0.0019 71.2% 0.0094
ATR 0.0042 0.0042 0.0000 0.4% 0.0000
Volume 76,497 91,367 14,870 19.4% 320,734
Daily Pivots for day following 31-May-2023
Classic Woodie Camarilla DeMark
R4 0.7490 0.7474 0.7394
R3 0.7446 0.7430 0.7382
R2 0.7401 0.7401 0.7378
R1 0.7385 0.7385 0.7374 0.7393
PP 0.7357 0.7357 0.7357 0.7361
S1 0.7341 0.7341 0.7365 0.7349
S2 0.7312 0.7312 0.7361
S3 0.7268 0.7296 0.7357
S4 0.7223 0.7252 0.7345
Weekly Pivots for week ending 26-May-2023
Classic Woodie Camarilla DeMark
R4 0.7647 0.7591 0.7399
R3 0.7553 0.7497 0.7373
R2 0.7459 0.7459 0.7365
R1 0.7403 0.7403 0.7356 0.7384
PP 0.7365 0.7365 0.7365 0.7355
S1 0.7309 0.7309 0.7339 0.7290
S2 0.7271 0.7271 0.7330
S3 0.7177 0.7215 0.7322
S4 0.7083 0.7121 0.7296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7414 0.7327 0.0088 1.2% 0.0038 0.5% 49% False False 79,270
10 0.7447 0.7327 0.0121 1.6% 0.0037 0.5% 36% False False 67,949
20 0.7518 0.7327 0.0191 2.6% 0.0045 0.6% 23% False False 72,129
40 0.7527 0.7323 0.0204 2.8% 0.0043 0.6% 23% False False 70,229
60 0.7527 0.7227 0.0301 4.1% 0.0046 0.6% 48% False False 77,770
80 0.7530 0.7227 0.0304 4.1% 0.0045 0.6% 47% False False 58,968
100 0.7549 0.7227 0.0323 4.4% 0.0046 0.6% 44% False False 47,213
120 0.7549 0.7227 0.0323 4.4% 0.0044 0.6% 44% False False 39,372
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7562
2.618 0.7489
1.618 0.7445
1.000 0.7417
0.618 0.7400
HIGH 0.7373
0.618 0.7356
0.500 0.7350
0.382 0.7345
LOW 0.7328
0.618 0.7300
1.000 0.7284
1.618 0.7256
2.618 0.7211
4.250 0.7139
Fisher Pivots for day following 31-May-2023
Pivot 1 day 3 day
R1 0.7363 0.7363
PP 0.7357 0.7357
S1 0.7350 0.7351

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

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