CME Canadian Dollar Future December 2023


Trading Metrics calculated at close of trading on 22-Jun-2023
Day Change Summary
Previous Current
21-Jun-2023 22-Jun-2023 Change Change % Previous Week
Open 0.7580 0.7617 0.0038 0.5% 0.7512
High 0.7617 0.7628 0.0011 0.1% 0.7606
Low 0.7579 0.7609 0.0030 0.4% 0.7494
Close 0.7617 0.7625 0.0008 0.1% 0.7606
Range 0.0038 0.0019 -0.0019 -50.0% 0.0112
ATR 0.0033 0.0032 -0.0001 -3.0% 0.0000
Volume 123 134 11 8.9% 1,423
Daily Pivots for day following 22-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7677 0.7670 0.7635
R3 0.7658 0.7651 0.7630
R2 0.7639 0.7639 0.7628
R1 0.7632 0.7632 0.7626 0.7636
PP 0.7620 0.7620 0.7620 0.7622
S1 0.7613 0.7613 0.7623 0.7617
S2 0.7601 0.7601 0.7621
S3 0.7582 0.7594 0.7619
S4 0.7563 0.7575 0.7614
Weekly Pivots for week ending 16-Jun-2023
Classic Woodie Camarilla DeMark
R4 0.7905 0.7867 0.7668
R3 0.7793 0.7755 0.7637
R2 0.7681 0.7681 0.7627
R1 0.7643 0.7643 0.7616 0.7662
PP 0.7569 0.7569 0.7569 0.7578
S1 0.7531 0.7531 0.7596 0.7550
S2 0.7457 0.7457 0.7585
S3 0.7345 0.7419 0.7575
S4 0.7233 0.7307 0.7544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7628 0.7520 0.0108 1.4% 0.0040 0.5% 97% True False 171
10 0.7628 0.7494 0.0134 1.8% 0.0029 0.4% 98% True False 190
20 0.7628 0.7351 0.0277 3.6% 0.0028 0.4% 99% True False 154
40 0.7628 0.7349 0.0279 3.7% 0.0025 0.3% 99% True False 84
60 0.7628 0.7349 0.0279 3.7% 0.0022 0.3% 99% True False 61
80 0.7628 0.7264 0.0364 4.8% 0.0024 0.3% 99% True False 57
100 0.7628 0.7264 0.0364 4.8% 0.0024 0.3% 99% True False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0005
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.7708
2.618 0.7677
1.618 0.7658
1.000 0.7647
0.618 0.7639
HIGH 0.7628
0.618 0.7620
0.500 0.7618
0.382 0.7616
LOW 0.7609
0.618 0.7597
1.000 0.7590
1.618 0.7578
2.618 0.7559
4.250 0.7528
Fisher Pivots for day following 22-Jun-2023
Pivot 1 day 3 day
R1 0.7622 0.7614
PP 0.7620 0.7604
S1 0.7618 0.7593

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

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