CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 09-Jun-2023
Day Change Summary
Previous Current
08-Jun-2023 09-Jun-2023 Change Change % Previous Week
Open 0.7481 0.7487 0.0006 0.1% 0.7447
High 0.7501 0.7513 0.0012 0.2% 0.7549
Low 0.7471 0.7480 0.0009 0.1% 0.7431
Close 0.7488 0.7491 0.0004 0.0% 0.7491
Range 0.0030 0.0033 0.0003 8.3% 0.0118
ATR 0.0045 0.0044 -0.0001 -1.9% 0.0000
Volume 72,224 88,366 16,142 22.3% 378,580
Daily Pivots for day following 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7592 0.7574 0.7509
R3 0.7560 0.7542 0.7500
R2 0.7527 0.7527 0.7497
R1 0.7509 0.7509 0.7494 0.7518
PP 0.7495 0.7495 0.7495 0.7499
S1 0.7477 0.7477 0.7488 0.7486
S2 0.7462 0.7462 0.7485
S3 0.7430 0.7444 0.7482
S4 0.7397 0.7412 0.7473
Weekly Pivots for week ending 09-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7844 0.7786 0.7556
R3 0.7726 0.7668 0.7523
R2 0.7608 0.7608 0.7513
R1 0.7550 0.7550 0.7502 0.7579
PP 0.7490 0.7490 0.7490 0.7505
S1 0.7432 0.7432 0.7480 0.7461
S2 0.7372 0.7372 0.7469
S3 0.7254 0.7314 0.7459
S4 0.7136 0.7196 0.7426
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7549 0.7431 0.0118 1.6% 0.0044 0.6% 51% False False 75,716
10 0.7549 0.7327 0.0223 3.0% 0.0043 0.6% 74% False False 77,491
20 0.7549 0.7327 0.0223 3.0% 0.0043 0.6% 74% False False 71,870
40 0.7549 0.7323 0.0226 3.0% 0.0044 0.6% 74% False False 72,834
60 0.7549 0.7254 0.0295 3.9% 0.0044 0.6% 80% False False 73,341
80 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 82% False False 65,638
100 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 82% False False 52,555
120 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 82% False False 43,816
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7651
2.618 0.7598
1.618 0.7565
1.000 0.7545
0.618 0.7533
HIGH 0.7513
0.618 0.7500
0.500 0.7496
0.382 0.7492
LOW 0.7480
0.618 0.7460
1.000 0.7448
1.618 0.7427
2.618 0.7395
4.250 0.7342
Fisher Pivots for day following 09-Jun-2023
Pivot 1 day 3 day
R1 0.7496 0.7500
PP 0.7495 0.7497
S1 0.7493 0.7494

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

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