CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 01-Jun-2022

Day Change Summary
	Previous	Current
	31-May-2022	01-Jun-2022	Change	Change %	Previous Week
Open	0.7851	0.7910	0.0059	0.8%	0.7796
High	0.7913	0.7929	0.0017	0.2%	0.7859
Low	0.7851	0.7884	0.0033	0.4%	0.7760
Close	0.7905	0.7913	0.0008	0.1%	0.7856
Range	0.0062	0.0046	-0.0017	-26.6%	0.0099
ATR	0.0055	0.0054	-0.0001	-1.2%	0.0000
Volume	4,203	9,216	5,013	119.3%	5,699

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.8024	0.7938
R3	0.7999	0.7979	0.7925
R2	0.7954	0.7954	0.7921
R1	0.7933	0.7933	0.7917	0.7944
PP	0.7908	0.7908	0.7908	0.7914
S1	0.7888	0.7888	0.7908	0.7898
S2	0.7863	0.7863	0.7904
S3	0.7817	0.7842	0.7900
S4	0.7772	0.7797	0.7887

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8086	0.7910
R3	0.8022	0.7988	0.7883
R2	0.7923	0.7923	0.7874
R1	0.7889	0.7889	0.7865	0.7906
PP	0.7825	0.7825	0.7825	0.7833
S1	0.7791	0.7791	0.7846	0.7808
S2	0.7726	0.7726	0.7837
S3	0.7628	0.7692	0.7828
S4	0.7529	0.7594	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7929	0.7760	0.0169	2.1%	0.0047	0.6%	90%	True	False	3,332
10	0.7929	0.7753	0.0176	2.2%	0.0049	0.6%	91%	True	False	2,222
20	0.7929	0.7646	0.0284	3.6%	0.0056	0.7%	94%	True	False	1,373
40	0.8055	0.7646	0.0410	5.2%	0.0051	0.6%	65%	False	False	759
60	0.8055	0.7646	0.0410	5.2%	0.0045	0.6%	65%	False	False	539
80	0.8055	0.7646	0.0410	5.2%	0.0043	0.5%	65%	False	False	424
100	0.8055	0.7646	0.0410	5.2%	0.0041	0.5%	65%	False	False	345
120	0.8055	0.7646	0.0410	5.2%	0.0036	0.5%	65%	False	False	289

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8048
1.618	0.8003
1.000	0.7975
0.618	0.7957
HIGH	0.7929
0.618	0.7912
0.500	0.7906
0.382	0.7901
LOW	0.7884
0.618	0.7855
1.000	0.7838
1.618	0.7810
2.618	0.7764
4.250	0.7690

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	0.7910	0.7900
PP	0.7908	0.7887
S1	0.7906	0.7874

Download as Excel Spreadsheet

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

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