CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	0.7858	0.7904	0.0046	0.6%	0.7790
High	0.7917	0.7933	0.0016	0.2%	0.7862
Low	0.7855	0.7887	0.0033	0.4%	0.7760
Close	0.7908	0.7916	0.0009	0.1%	0.7858
Range	0.0062	0.0046	-0.0017	-26.6%	0.0102
ATR	0.0060	0.0059	-0.0001	-1.7%	0.0000
Volume	114,063	92,701	-21,362	-18.7%	339,730

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8048	0.8028	0.7941
R3	0.8003	0.7982	0.7929
R2	0.7957	0.7957	0.7924
R1	0.7937	0.7937	0.7920	0.7947
PP	0.7912	0.7912	0.7912	0.7917
S1	0.7891	0.7891	0.7912	0.7902
S2	0.7866	0.7866	0.7908
S3	0.7821	0.7846	0.7903
S4	0.7775	0.7800	0.7891

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	0.7933	0.7760	0.0173	2.2%	0.0050	0.6%	90%	True	False	81,358
10	0.7933	0.7753	0.0180	2.3%	0.0054	0.7%	91%	True	False	77,407
20	0.7933	0.7646	0.0287	3.6%	0.0061	0.8%	94%	True	False	82,150
40	0.8061	0.7646	0.0415	5.2%	0.0061	0.8%	65%	False	False	78,627
60	0.8061	0.7646	0.0415	5.2%	0.0058	0.7%	65%	False	False	75,558
80	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	65%	False	False	57,248
100	0.8061	0.7646	0.0415	5.2%	0.0055	0.7%	65%	False	False	45,861
120	0.8061	0.7646	0.0415	5.2%	0.0053	0.7%	65%	False	False	38,247

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8126
2.618	0.8052
1.618	0.8006
1.000	0.7978
0.618	0.7961
HIGH	0.7933
0.618	0.7915
0.500	0.7910
0.382	0.7904
LOW	0.7887
0.618	0.7859
1.000	0.7842
1.618	0.7813
2.618	0.7768
4.250	0.7694

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	0.7914	0.7903
PP	0.7912	0.7890
S1	0.7910	0.7877

Download as Excel Spreadsheet

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

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