CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 16-Jun-2023
Day Change Summary
Previous Current
15-Jun-2023 16-Jun-2023 Change Change % Previous Week
Open 0.7504 0.7565 0.0061 0.8% 0.7498
High 0.7571 0.7589 0.0018 0.2% 0.7589
Low 0.7489 0.7554 0.0066 0.9% 0.7473
Close 0.7571 0.7588 0.0018 0.2% 0.7588
Range 0.0083 0.0035 -0.0048 -58.2% 0.0116
ATR 0.0047 0.0046 -0.0001 -1.9% 0.0000
Volume 77,954 15,045 -62,909 -80.7% 403,128
Daily Pivots for day following 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7680 0.7669 0.7607
R3 0.7646 0.7634 0.7597
R2 0.7611 0.7611 0.7594
R1 0.7600 0.7600 0.7591 0.7606
PP 0.7577 0.7577 0.7577 0.7580
S1 0.7565 0.7565 0.7585 0.7571
S2 0.7542 0.7542 0.7582
S3 0.7508 0.7531 0.7579
S4 0.7473 0.7496 0.7569
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7896 0.7858 0.7652
R3 0.7781 0.7742 0.7620
R2 0.7665 0.7665 0.7609
R1 0.7627 0.7627 0.7599 0.7646
PP 0.7550 0.7550 0.7550 0.7560
S1 0.7511 0.7511 0.7577 0.7531
S2 0.7434 0.7434 0.7567
S3 0.7319 0.7396 0.7556
S4 0.7203 0.7280 0.7524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7589 0.7473 0.0116 1.5% 0.0051 0.7% 100% True False 80,625
10 0.7589 0.7431 0.0158 2.1% 0.0047 0.6% 100% True False 78,170
20 0.7589 0.7327 0.0262 3.5% 0.0043 0.6% 100% True False 74,574
40 0.7589 0.7323 0.0266 3.5% 0.0046 0.6% 100% True False 74,024
60 0.7589 0.7254 0.0335 4.4% 0.0044 0.6% 100% True False 72,754
80 0.7589 0.7227 0.0362 4.8% 0.0046 0.6% 100% True False 70,610
100 0.7589 0.7227 0.0362 4.8% 0.0046 0.6% 100% True False 56,579
120 0.7589 0.7227 0.0362 4.8% 0.0047 0.6% 100% True False 47,170
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.7735
2.618 0.7679
1.618 0.7644
1.000 0.7623
0.618 0.7610
HIGH 0.7589
0.618 0.7575
0.500 0.7571
0.382 0.7567
LOW 0.7554
0.618 0.7533
1.000 0.7520
1.618 0.7498
2.618 0.7464
4.250 0.7407
Fisher Pivots for day following 16-Jun-2023
Pivot 1 day 3 day
R1 0.7582 0.7572
PP 0.7577 0.7555
S1 0.7571 0.7539

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

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