CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 07-Jun-2023
Day Change Summary
Previous Current
06-Jun-2023 07-Jun-2023 Change Change % Previous Week
Open 0.7442 0.7464 0.0022 0.3% 0.7350
High 0.7470 0.7549 0.0079 1.1% 0.7461
Low 0.7436 0.7450 0.0015 0.2% 0.7328
Close 0.7464 0.7480 0.0016 0.2% 0.7448
Range 0.0035 0.0099 0.0065 187.0% 0.0133
ATR 0.0042 0.0046 0.0004 9.8% 0.0000
Volume 56,786 104,229 47,443 83.5% 324,506
Daily Pivots for day following 07-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7790 0.7734 0.7534
R3 0.7691 0.7635 0.7507
R2 0.7592 0.7592 0.7498
R1 0.7536 0.7536 0.7489 0.7564
PP 0.7493 0.7493 0.7493 0.7507
S1 0.7437 0.7437 0.7471 0.7465
S2 0.7394 0.7394 0.7462
S3 0.7295 0.7338 0.7453
S4 0.7196 0.7239 0.7426
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 0.7549 0.7364 0.0185 2.5% 0.0053 0.7% 63% True False 74,926
10 0.7549 0.7327 0.0223 3.0% 0.0046 0.6% 69% True False 77,098
20 0.7549 0.7327 0.0223 3.0% 0.0045 0.6% 69% True False 72,145
40 0.7549 0.7323 0.0226 3.0% 0.0045 0.6% 69% True False 72,169
60 0.7549 0.7250 0.0299 4.0% 0.0045 0.6% 77% True False 74,696
80 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 79% True False 63,637
100 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 79% True False 50,953
120 0.7549 0.7227 0.0323 4.3% 0.0045 0.6% 79% True False 42,479
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 0.7970
2.618 0.7808
1.618 0.7709
1.000 0.7648
0.618 0.7610
HIGH 0.7549
0.618 0.7511
0.500 0.7500
0.382 0.7488
LOW 0.7450
0.618 0.7389
1.000 0.7351
1.618 0.7290
2.618 0.7191
4.250 0.7029
Fisher Pivots for day following 07-Jun-2023
Pivot 1 day 3 day
R1 0.7500 0.7490
PP 0.7493 0.7487
S1 0.7487 0.7483

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

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