CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 06-Jun-2022

Day Change Summary
	Previous	Current
	03-Jun-2022	06-Jun-2022	Change	Change %	Previous Week
Open	0.7954	0.7942	-0.0012	-0.2%	0.7858
High	0.7967	0.7977	0.0011	0.1%	0.7967
Low	0.7937	0.7935	-0.0003	0.0%	0.7855
Close	0.7945	0.7952	0.0007	0.1%	0.7945
Range	0.0030	0.0043	0.0013	44.1%	0.0112
ATR	0.0058	0.0057	-0.0001	-1.9%	0.0000
Volume	71,385	77,860	6,475	9.1%	359,511

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8060	0.7975
R3	0.8040	0.8017	0.7964
R2	0.7997	0.7997	0.7960
R1	0.7975	0.7975	0.7956	0.7986
PP	0.7955	0.7955	0.7955	0.7960
S1	0.7932	0.7932	0.7948	0.7943
S2	0.7912	0.7912	0.7944
S3	0.7870	0.7890	0.7940
S4	0.7827	0.7847	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	0.7977	0.7855	0.0123	1.5%	0.0051	0.6%	80%	True	False	87,474
10	0.7977	0.7760	0.0218	2.7%	0.0050	0.6%	89%	True	False	77,710
20	0.7977	0.7646	0.0332	4.2%	0.0057	0.7%	92%	True	False	79,954
40	0.8024	0.7646	0.0379	4.8%	0.0061	0.8%	81%	False	False	78,949
60	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	74%	False	False	76,783
80	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	74%	False	False	60,112
100	0.8061	0.7646	0.0415	5.2%	0.0055	0.7%	74%	False	False	48,156
120	0.8061	0.7646	0.0415	5.2%	0.0053	0.7%	74%	False	False	40,155

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

Fibonacci Retracements and Extensions
4.250	0.8158
2.618	0.8088
1.618	0.8046
1.000	0.8020
0.618	0.8003
HIGH	0.7977
0.618	0.7961
0.500	0.7956
0.382	0.7951
LOW	0.7935
0.618	0.7908
1.000	0.7892
1.618	0.7866
2.618	0.7823
4.250	0.7754

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	0.7956	0.7944
PP	0.7955	0.7937
S1	0.7953	0.7929

Download as Excel Spreadsheet

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

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