CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 13-Jun-2023
Day Change Summary
Previous Current
12-Jun-2023 13-Jun-2023 Change Change % Previous Week
Open 0.7498 0.7482 -0.0016 -0.2% 0.7447
High 0.7512 0.7528 0.0016 0.2% 0.7549
Low 0.7473 0.7476 0.0003 0.0% 0.7431
Close 0.7480 0.7514 0.0035 0.5% 0.7491
Range 0.0039 0.0052 0.0013 33.8% 0.0118
ATR 0.0043 0.0044 0.0001 1.3% 0.0000
Volume 103,912 98,718 -5,194 -5.0% 378,580
Daily Pivots for day following 13-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7660 0.7639 0.7542
R3 0.7609 0.7587 0.7528
R2 0.7557 0.7557 0.7523
R1 0.7536 0.7536 0.7519 0.7547
PP 0.7506 0.7506 0.7506 0.7511
S1 0.7484 0.7484 0.7509 0.7495
S2 0.7454 0.7454 0.7505
S3 0.7403 0.7433 0.7500
S4 0.7351 0.7381 0.7486
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 0.7450 0.0099 1.3% 0.0050 0.7% 65% False False 93,489
10 0.7549 0.7328 0.0221 2.9% 0.0046 0.6% 84% False False 82,921
20 0.7549 0.7327 0.0223 3.0% 0.0042 0.6% 84% False False 74,614
40 0.7549 0.7323 0.0226 3.0% 0.0044 0.6% 85% False False 73,547
60 0.7549 0.7254 0.0295 3.9% 0.0044 0.6% 88% False False 73,535
80 0.7549 0.7227 0.0323 4.3% 0.0045 0.6% 89% False False 68,155
100 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 89% False False 54,577
120 0.7549 0.7227 0.0323 4.3% 0.0046 0.6% 89% False False 45,501
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.7746
2.618 0.7662
1.618 0.7611
1.000 0.7579
0.618 0.7559
HIGH 0.7528
0.618 0.7508
0.500 0.7502
0.382 0.7496
LOW 0.7476
0.618 0.7444
1.000 0.7425
1.618 0.7393
2.618 0.7341
4.250 0.7257
Fisher Pivots for day following 13-Jun-2023
Pivot 1 day 3 day
R1 0.7510 0.7509
PP 0.7506 0.7505
S1 0.7502 0.7500

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

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