CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	0.7980	0.7964	-0.0016	-0.2%	0.7858
High	0.7988	0.7969	-0.0020	-0.2%	0.7967
Low	0.7958	0.7870	-0.0088	-1.1%	0.7855
Close	0.7963	0.7883	-0.0080	-1.0%	0.7945
Range	0.0030	0.0099	0.0069	228.3%	0.0112
ATR	0.0055	0.0058	0.0003	5.6%	0.0000
Volume	100,217	127,828	27,611	27.6%	359,511

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8203	0.8141	0.7937
R3	0.8104	0.8043	0.7910
R2	0.8006	0.8006	0.7901
R1	0.7944	0.7944	0.7892	0.7926
PP	0.7907	0.7907	0.7907	0.7898
S1	0.7846	0.7846	0.7874	0.7827
S2	0.7809	0.7809	0.7865
S3	0.7710	0.7747	0.7856
S4	0.7612	0.7649	0.7829

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	0.7870	0.0118	1.5%	0.0052	0.7%	11%	False	True	96,441
10	0.7988	0.7782	0.0207	2.6%	0.0053	0.7%	49%	False	False	90,220
20	0.7988	0.7646	0.0343	4.3%	0.0057	0.7%	69%	False	False	82,254
40	0.8024	0.7646	0.0379	4.8%	0.0062	0.8%	63%	False	False	83,181
60	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	57%	False	False	78,763
80	0.8061	0.7646	0.0415	5.3%	0.0058	0.7%	57%	False	False	64,256
100	0.8061	0.7646	0.0415	5.3%	0.0056	0.7%	57%	False	False	51,482
120	0.8061	0.7646	0.0415	5.3%	0.0054	0.7%	57%	False	False	42,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8387
2.618	0.8226
1.618	0.8128
1.000	0.8067
0.618	0.8029
HIGH	0.7969
0.618	0.7931
0.500	0.7919
0.382	0.7908
LOW	0.7870
0.618	0.7809
1.000	0.7772
1.618	0.7711
2.618	0.7612
4.250	0.7451

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	0.7919	0.7929
PP	0.7907	0.7914
S1	0.7895	0.7898

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols