CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	0.7904	0.7899	-0.0005	-0.1%	0.7790
High	0.7933	0.7958	0.0026	0.3%	0.7862
Low	0.7887	0.7882	-0.0006	-0.1%	0.7760
Close	0.7916	0.7950	0.0034	0.4%	0.7858
Range	0.0046	0.0077	0.0031	68.1%	0.0102
ATR	0.0059	0.0060	0.0001	2.1%	0.0000
Volume	92,701	81,362	-11,339	-12.2%	339,730

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8131	0.7992
R3	0.8083	0.8055	0.7971
R2	0.8006	0.8006	0.7964
R1	0.7978	0.7978	0.7957	0.7992
PP	0.7930	0.7930	0.7930	0.7937
S1	0.7902	0.7902	0.7943	0.7916
S2	0.7853	0.7853	0.7936
S3	0.7777	0.7825	0.7929
S4	0.7700	0.7749	0.7908

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	0.7958	0.7782	0.0177	2.2%	0.0055	0.7%	95%	True	False	84,000
10	0.7958	0.7757	0.0201	2.5%	0.0055	0.7%	96%	True	False	78,010
20	0.7958	0.7646	0.0313	3.9%	0.0061	0.8%	97%	True	False	81,251
40	0.8024	0.7646	0.0379	4.8%	0.0061	0.8%	80%	False	False	78,570
60	0.8061	0.7646	0.0415	5.2%	0.0058	0.7%	73%	False	False	76,527
80	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	73%	False	False	58,256
100	0.8061	0.7646	0.0415	5.2%	0.0056	0.7%	73%	False	False	46,665
120	0.8061	0.7646	0.0415	5.2%	0.0053	0.7%	73%	False	False	38,918

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8283
2.618	0.8158
1.618	0.8082
1.000	0.8035
0.618	0.8005
HIGH	0.7958
0.618	0.7929
0.500	0.7920
0.382	0.7911
LOW	0.7882
0.618	0.7834
1.000	0.7805
1.618	0.7758
2.618	0.7681
4.250	0.7556

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	0.7940	0.7935
PP	0.7930	0.7921
S1	0.7920	0.7906

Download as Excel Spreadsheet

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

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