CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 05-Jun-2023
Day Change Summary
Previous Current
02-Jun-2023 05-Jun-2023 Change Change % Previous Week
Open 0.7439 0.7447 0.0008 0.1% 0.7350
High 0.7461 0.7456 -0.0006 -0.1% 0.7461
Low 0.7437 0.7431 -0.0006 -0.1% 0.7328
Close 0.7448 0.7444 -0.0004 0.0% 0.7448
Range 0.0024 0.0025 0.0001 2.1% 0.0133
ATR 0.0044 0.0042 -0.0001 -3.1% 0.0000
Volume 69,133 56,975 -12,158 -17.6% 324,506
Daily Pivots for day following 05-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7517 0.7505 0.7457
R3 0.7493 0.7481 0.7451
R2 0.7468 0.7468 0.7448
R1 0.7456 0.7456 0.7446 0.7450
PP 0.7444 0.7444 0.7444 0.7440
S1 0.7432 0.7432 0.7442 0.7425
S2 0.7419 0.7419 0.7440
S3 0.7395 0.7407 0.7437
S4 0.7370 0.7383 0.7431
Weekly Pivots for week ending 02-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7811 0.7762 0.7521
R3 0.7678 0.7629 0.7484
R2 0.7545 0.7545 0.7472
R1 0.7496 0.7496 0.7460 0.7521
PP 0.7412 0.7412 0.7412 0.7424
S1 0.7363 0.7363 0.7435 0.7388
S2 0.7279 0.7279 0.7423
S3 0.7146 0.7230 0.7411
S4 0.7013 0.7097 0.7374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7461 0.7328 0.0133 1.8% 0.0040 0.5% 87% False False 76,296
10 0.7461 0.7327 0.0135 1.8% 0.0038 0.5% 87% False False 70,221
20 0.7518 0.7327 0.0191 2.6% 0.0042 0.6% 62% False False 71,826
40 0.7527 0.7323 0.0204 2.7% 0.0043 0.6% 59% False False 70,626
60 0.7527 0.7227 0.0301 4.0% 0.0045 0.6% 72% False False 76,901
80 0.7530 0.7227 0.0304 4.1% 0.0046 0.6% 72% False False 61,634
100 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 67% False False 49,346
120 0.7549 0.7227 0.0323 4.3% 0.0044 0.6% 67% False False 41,141
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7560
2.618 0.7520
1.618 0.7495
1.000 0.7480
0.618 0.7471
HIGH 0.7456
0.618 0.7446
0.500 0.7443
0.382 0.7440
LOW 0.7431
0.618 0.7416
1.000 0.7407
1.618 0.7391
2.618 0.7367
4.250 0.7327
Fisher Pivots for day following 05-Jun-2023
Pivot 1 day 3 day
R1 0.7444 0.7434
PP 0.7444 0.7423
S1 0.7443 0.7413

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

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