CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 31-May-2022

Day Change Summary
	Previous	Current
	27-May-2022	31-May-2022	Change	Change %	Previous Week
Open	0.7828	0.7858	0.0030	0.4%	0.7790
High	0.7862	0.7917	0.0055	0.7%	0.7862
Low	0.7821	0.7855	0.0034	0.4%	0.7760
Close	0.7858	0.7908	0.0050	0.6%	0.7858
Range	0.0041	0.0062	0.0021	51.2%	0.0102
ATR	0.0060	0.0060	0.0000	0.3%	0.0000
Volume	68,447	114,063	45,616	66.6%	339,730

Daily Pivots for day following 31-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8079	0.8055	0.7942
R3	0.8017	0.7993	0.7925
R2	0.7955	0.7955	0.7919
R1	0.7931	0.7931	0.7913	0.7943
PP	0.7893	0.7893	0.7893	0.7899
S1	0.7869	0.7869	0.7902	0.7881
S2	0.7831	0.7831	0.7896
S3	0.7769	0.7807	0.7890
S4	0.7707	0.7745	0.7873

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8132	0.8097	0.7914
R3	0.8030	0.7995	0.7886
R2	0.7928	0.7928	0.7876
R1	0.7893	0.7893	0.7867	0.7911
PP	0.7826	0.7826	0.7826	0.7835
S1	0.7791	0.7791	0.7848	0.7809
S2	0.7724	0.7724	0.7839
S3	0.7622	0.7689	0.7829
S4	0.7520	0.7587	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7917	0.7760	0.0157	2.0%	0.0053	0.7%	94%	True	False	79,083
10	0.7917	0.7753	0.0164	2.1%	0.0052	0.7%	94%	True	False	74,712
20	0.7917	0.7646	0.0271	3.4%	0.0061	0.8%	97%	True	False	81,357
40	0.8061	0.7646	0.0415	5.2%	0.0061	0.8%	63%	False	False	77,493
60	0.8061	0.7646	0.0415	5.2%	0.0058	0.7%	63%	False	False	74,211
80	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	63%	False	False	56,092
100	0.8061	0.7646	0.0415	5.2%	0.0056	0.7%	63%	False	False	44,937
120	0.8061	0.7646	0.0415	5.2%	0.0053	0.7%	63%	False	False	37,488

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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8180
2.618	0.8079
1.618	0.8017
1.000	0.7979
0.618	0.7955
HIGH	0.7917
0.618	0.7893
0.500	0.7886
0.382	0.7878
LOW	0.7855
0.618	0.7816
1.000	0.7793
1.618	0.7754
2.618	0.7692
4.250	0.7591

Fisher Pivots for day following 31-May-2022
Pivot	1 day	3 day
R1	0.7900	0.7888
PP	0.7893	0.7869
S1	0.7886	0.7849

Download as Excel Spreadsheet

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

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