CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 07-Jun-2022

Day Change Summary
	Previous	Current
	06-Jun-2022	07-Jun-2022	Change	Change %	Previous Week
Open	0.7942	0.7950	0.0008	0.1%	0.7858
High	0.7977	0.7985	0.0008	0.1%	0.7967
Low	0.7935	0.7925	-0.0010	-0.1%	0.7855
Close	0.7952	0.7982	0.0030	0.4%	0.7945
Range	0.0043	0.0060	0.0018	41.2%	0.0112
ATR	0.0057	0.0057	0.0000	0.4%	0.0000
Volume	77,860	104,915	27,055	34.7%	359,511

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8144	0.8123	0.8015
R3	0.8084	0.8063	0.7998
R2	0.8024	0.8024	0.7993
R1	0.8003	0.8003	0.7987	0.8013
PP	0.7964	0.7964	0.7964	0.7969
S1	0.7943	0.7943	0.7976	0.7953
S2	0.7904	0.7904	0.7971
S3	0.7844	0.7883	0.7965
S4	0.7784	0.7823	0.7949

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	0.7985	0.7882	0.0103	1.3%	0.0051	0.6%	97%	True	False	85,644
10	0.7985	0.7760	0.0225	2.8%	0.0052	0.7%	99%	True	False	82,364
20	0.7985	0.7646	0.0339	4.2%	0.0057	0.7%	99%	True	False	80,344
40	0.8024	0.7646	0.0379	4.7%	0.0061	0.8%	89%	False	False	80,266
60	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	81%	False	False	76,983
80	0.8061	0.7646	0.0415	5.2%	0.0058	0.7%	81%	False	False	61,411
100	0.8061	0.7646	0.0415	5.2%	0.0056	0.7%	81%	False	False	49,205
120	0.8061	0.7646	0.0415	5.2%	0.0054	0.7%	81%	False	False	41,029

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8240
2.618	0.8142
1.618	0.8082
1.000	0.8045
0.618	0.8022
HIGH	0.7985
0.618	0.7962
0.500	0.7955
0.382	0.7947
LOW	0.7925
0.618	0.7887
1.000	0.7865
1.618	0.7827
2.618	0.7767
4.250	0.7670

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	0.7973	0.7973
PP	0.7964	0.7964
S1	0.7955	0.7955

Download as Excel Spreadsheet

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

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