CME Canadian Dollar Future December 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	0.7874	0.7908	0.0034	0.4%	0.7809
High	0.7907	0.7920	0.0013	0.2%	0.7854
Low	0.7874	0.7900	0.0026	0.3%	0.7760
Close	0.7904	0.7910	0.0007	0.1%	0.7854
Range	0.0033	0.0021	-0.0013	-37.9%	0.0094
ATR	0.0050	0.0048	-0.0002	-4.2%	0.0000
Volume	245	780	535	218.4%	1,035

Daily Pivots for day following 01-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7971	0.7961	0.7921
R3	0.7951	0.7941	0.7916
R2	0.7930	0.7930	0.7914
R1	0.7920	0.7920	0.7912	0.7925
PP	0.7910	0.7910	0.7910	0.7912
S1	0.7900	0.7900	0.7908	0.7905
S2	0.7889	0.7889	0.7906
S3	0.7869	0.7879	0.7904
S4	0.7848	0.7859	0.7899

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8073	0.7905
R3	0.8011	0.7979	0.7879
R2	0.7917	0.7917	0.7871
R1	0.7885	0.7885	0.7862	0.7901
PP	0.7823	0.7823	0.7823	0.7830
S1	0.7791	0.7791	0.7845	0.7807
S2	0.7729	0.7729	0.7836
S3	0.7635	0.7697	0.7828
S4	0.7541	0.7603	0.7802

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7920	0.7760	0.0160	2.0%	0.0033	0.4%	94%	True	False	313
10	0.7920	0.7750	0.0170	2.1%	0.0034	0.4%	94%	True	False	268
20	0.7920	0.7644	0.0277	3.5%	0.0042	0.5%	96%	True	False	200
40	0.8053	0.7644	0.0410	5.2%	0.0042	0.5%	65%	False	False	155
60	0.8053	0.7644	0.0410	5.2%	0.0041	0.5%	65%	False	False	130
80	0.8053	0.7644	0.0410	5.2%	0.0041	0.5%	65%	False	False	131
100	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	65%	False	False	115
120	0.8053	0.7644	0.0410	5.2%	0.0037	0.5%	65%	False	False	103

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8007
2.618	0.7974
1.618	0.7953
1.000	0.7941
0.618	0.7933
HIGH	0.7920
0.618	0.7912
0.500	0.7910
0.382	0.7907
LOW	0.7900
0.618	0.7887
1.000	0.7879
1.618	0.7866
2.618	0.7846
4.250	0.7812

Fisher Pivots for day following 01-Jun-2022
Pivot	1 day	3 day
R1	0.7910	0.7897
PP	0.7910	0.7883
S1	0.7910	0.7870

Download as Excel Spreadsheet

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

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