CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	0.7950	0.7980	0.0030	0.4%	0.7858
High	0.7985	0.7988	0.0004	0.0%	0.7967
Low	0.7925	0.7958	0.0034	0.4%	0.7855
Close	0.7982	0.7963	-0.0019	-0.2%	0.7945
Range	0.0060	0.0030	-0.0030	-50.0%	0.0112
ATR	0.0057	0.0055	-0.0002	-3.4%	0.0000
Volume	104,915	100,217	-4,698	-4.5%	359,511

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8060	0.8041	0.7980
R3	0.8030	0.8011	0.7971
R2	0.8000	0.8000	0.7969
R1	0.7981	0.7981	0.7966	0.7976
PP	0.7970	0.7970	0.7970	0.7967
S1	0.7951	0.7951	0.7960	0.7946
S2	0.7940	0.7940	0.7958
S3	0.7910	0.7921	0.7955
S4	0.7880	0.7891	0.7947

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	0.7988	0.7882	0.0107	1.3%	0.0048	0.6%	77%	True	False	87,147
10	0.7988	0.7760	0.0229	2.9%	0.0049	0.6%	89%	True	False	84,253
20	0.7988	0.7646	0.0343	4.3%	0.0056	0.7%	93%	True	False	80,767
40	0.8024	0.7646	0.0379	4.8%	0.0061	0.8%	84%	False	False	81,492
60	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	77%	False	False	77,589
80	0.8061	0.7646	0.0415	5.2%	0.0057	0.7%	77%	False	False	62,661
100	0.8061	0.7646	0.0415	5.2%	0.0056	0.7%	77%	False	False	50,205
120	0.8061	0.7646	0.0415	5.2%	0.0053	0.7%	77%	False	False	41,861

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8116
2.618	0.8067
1.618	0.8037
1.000	0.8018
0.618	0.8007
HIGH	0.7988
0.618	0.7977
0.500	0.7973
0.382	0.7969
LOW	0.7958
0.618	0.7939
1.000	0.7928
1.618	0.7909
2.618	0.7879
4.250	0.7831

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	0.7973	0.7961
PP	0.7970	0.7959
S1	0.7966	0.7956

Download as Excel Spreadsheet

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

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