CME Canadian Dollar Future September 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	0.7951	0.7939	-0.0012	-0.1%	0.7851
High	0.7963	0.7973	0.0010	0.1%	0.7963
Low	0.7935	0.7934	-0.0001	0.0%	0.7851
Close	0.7941	0.7947	0.0006	0.1%	0.7941
Range	0.0028	0.0039	0.0011	39.3%	0.0112
ATR	0.0054	0.0053	-0.0001	-2.0%	0.0000
Volume	14,818	21,435	6,617	44.7%	36,624

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8047	0.7968
R3	0.8029	0.8008	0.7958
R2	0.7990	0.7990	0.7954
R1	0.7969	0.7969	0.7951	0.7979
PP	0.7951	0.7951	0.7951	0.7956
S1	0.7930	0.7930	0.7943	0.7940
S2	0.7912	0.7912	0.7940
S3	0.7873	0.7891	0.7936
S4	0.7834	0.7852	0.7926

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8254	0.8210	0.8003
R3	0.8142	0.8098	0.7972
R2	0.8030	0.8030	0.7962
R1	0.7986	0.7986	0.7951	0.8008
PP	0.7918	0.7918	0.7918	0.7929
S1	0.7874	0.7874	0.7931	0.7896
S2	0.7806	0.7806	0.7920
S3	0.7694	0.7762	0.7910
S4	0.7582	0.7650	0.7879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7973	0.7851	0.0122	1.5%	0.0050	0.6%	79%	True	False	11,611
10	0.7973	0.7760	0.0213	2.7%	0.0047	0.6%	88%	True	False	6,375
20	0.7973	0.7646	0.0327	4.1%	0.0052	0.7%	92%	True	False	3,575
40	0.8008	0.7646	0.0362	4.6%	0.0052	0.6%	83%	False	False	1,872
60	0.8055	0.7646	0.0410	5.2%	0.0046	0.6%	74%	False	False	1,270
80	0.8055	0.7646	0.0410	5.2%	0.0045	0.6%	74%	False	False	981
100	0.8055	0.7646	0.0410	5.2%	0.0042	0.5%	74%	False	False	791
120	0.8055	0.7646	0.0410	5.2%	0.0037	0.5%	74%	False	False	661

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8138
2.618	0.8075
1.618	0.8036
1.000	0.8012
0.618	0.7997
HIGH	0.7973
0.618	0.7958
0.500	0.7953
0.382	0.7948
LOW	0.7934
0.618	0.7909
1.000	0.7895
1.618	0.7870
2.618	0.7831
4.250	0.7768

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	0.7953	0.7940
PP	0.7951	0.7932
S1	0.7949	0.7925

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