CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	0.7899	0.7954	0.0055	0.7%	0.7858
High	0.7958	0.7967	0.0009	0.1%	0.7967
Low	0.7882	0.7937	0.0056	0.7%	0.7855
Close	0.7950	0.7945	-0.0005	-0.1%	0.7945
Range	0.0077	0.0030	-0.0047	-61.4%	0.0112
ATR	0.0060	0.0058	-0.0002	-3.6%	0.0000
Volume	81,362	71,385	-9,977	-12.3%	359,511

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.8021	0.7961
R3	0.8009	0.7992	0.7953
R2	0.7979	0.7979	0.7950
R1	0.7962	0.7962	0.7948	0.7956
PP	0.7950	0.7950	0.7950	0.7946
S1	0.7933	0.7933	0.7942	0.7926
S2	0.7920	0.7920	0.7940
S3	0.7891	0.7903	0.7937
S4	0.7861	0.7874	0.7929

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8214	0.8007
R3	0.8146	0.8102	0.7976
R2	0.8034	0.8034	0.7966
R1	0.7990	0.7990	0.7955	0.8012
PP	0.7922	0.7922	0.7922	0.7933
S1	0.7878	0.7878	0.7935	0.7900
S2	0.7810	0.7810	0.7924
S3	0.7698	0.7766	0.7914
S4	0.7586	0.7654	0.7883

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7967	0.7821	0.0146	1.8%	0.0051	0.6%	85%	True	False	85,591
10	0.7967	0.7760	0.0207	2.6%	0.0051	0.6%	90%	True	False	76,226
20	0.7967	0.7646	0.0321	4.0%	0.0058	0.7%	93%	True	False	80,332
40	0.8024	0.7646	0.0379	4.8%	0.0061	0.8%	79%	False	False	78,673
60	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	72%	False	False	76,793
80	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	72%	False	False	59,145
100	0.8061	0.7646	0.0415	5.2%	0.0056	0.7%	72%	False	False	47,379
120	0.8061	0.7646	0.0415	5.2%	0.0053	0.7%	72%	False	False	39,509

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	0.0012
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8092
2.618	0.8044
1.618	0.8014
1.000	0.7996
0.618	0.7985
HIGH	0.7967
0.618	0.7955
0.500	0.7952
0.382	0.7948
LOW	0.7937
0.618	0.7919
1.000	0.7908
1.618	0.7889
2.618	0.7860
4.250	0.7812

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	0.7952	0.7938
PP	0.7950	0.7931
S1	0.7947	0.7924

Download as Excel Spreadsheet

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

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