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

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

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