CME Canadian Dollar Future June 2023


Trading Metrics calculated at close of trading on 20-Jun-2023
Day Change Summary
Previous Current
16-Jun-2023 20-Jun-2023 Change Change % Previous Week
Open 0.7565 0.7579 0.0014 0.2% 0.7498
High 0.7589 0.7588 -0.0001 0.0% 0.7589
Low 0.7554 0.7547 -0.0008 -0.1% 0.7473
Close 0.7588 0.7548 -0.0041 -0.5% 0.7588
Range 0.0035 0.0041 0.0007 18.8% 0.0116
ATR 0.0046 0.0046 0.0000 -0.7% 0.0000
Volume 15,045 5,068 -9,977 -66.3% 403,128
Daily Pivots for day following 20-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7684 0.7657 0.7570
R3 0.7643 0.7616 0.7559
R2 0.7602 0.7602 0.7555
R1 0.7575 0.7575 0.7551 0.7568
PP 0.7561 0.7561 0.7561 0.7557
S1 0.7534 0.7534 0.7544 0.7527
S2 0.7520 0.7520 0.7540
S3 0.7479 0.7493 0.7536
S4 0.7438 0.7452 0.7525
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 0.7476 0.0113 1.5% 0.0051 0.7% 64% False False 60,856
10 0.7589 0.7436 0.0153 2.0% 0.0049 0.6% 73% False False 72,980
20 0.7589 0.7327 0.0262 3.5% 0.0043 0.6% 84% False False 71,600
40 0.7589 0.7323 0.0266 3.5% 0.0046 0.6% 85% False False 72,548
60 0.7589 0.7254 0.0335 4.4% 0.0044 0.6% 88% False False 71,211
80 0.7589 0.7227 0.0362 4.8% 0.0046 0.6% 89% False False 70,669
100 0.7589 0.7227 0.0362 4.8% 0.0046 0.6% 89% False False 56,629
120 0.7589 0.7227 0.0362 4.8% 0.0047 0.6% 89% False False 47,212
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7762
2.618 0.7695
1.618 0.7654
1.000 0.7629
0.618 0.7613
HIGH 0.7588
0.618 0.7572
0.500 0.7567
0.382 0.7562
LOW 0.7547
0.618 0.7521
1.000 0.7506
1.618 0.7480
2.618 0.7439
4.250 0.7372
Fisher Pivots for day following 20-Jun-2023
Pivot 1 day 3 day
R1 0.7567 0.7545
PP 0.7561 0.7542
S1 0.7554 0.7539

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

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