CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Jun-2022

Day Change Summary
	Previous	Current
	01-Jun-2022	02-Jun-2022	Change	Change %	Previous Week
Open	0.7908	0.7897	-0.0011	-0.1%	0.7809
High	0.7920	0.7949	0.0029	0.4%	0.7854
Low	0.7900	0.7897	-0.0003	0.0%	0.7760
Close	0.7910	0.7943	0.0033	0.4%	0.7854
Range	0.0021	0.0052	0.0032	153.7%	0.0094
ATR	0.0048	0.0048	0.0000	0.6%	0.0000
Volume	780	1,291	511	65.5%	1,035

Daily Pivots for day following 02-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.8066	0.7971
R3	0.8034	0.8014	0.7957
R2	0.7982	0.7982	0.7952
R1	0.7962	0.7962	0.7947	0.7972
PP	0.7930	0.7930	0.7930	0.7934
S1	0.7910	0.7910	0.7938	0.7920
S2	0.7878	0.7878	0.7933
S3	0.7826	0.7858	0.7928
S4	0.7774	0.7806	0.7914

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	0.7949	0.7791	0.0158	2.0%	0.0035	0.4%	96%	True	False	515
10	0.7949	0.7760	0.0189	2.4%	0.0033	0.4%	97%	True	False	377
20	0.7949	0.7644	0.0306	3.8%	0.0042	0.5%	98%	True	False	258
40	0.8007	0.7644	0.0364	4.6%	0.0042	0.5%	82%	False	False	185
60	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	73%	False	False	145
80	0.8053	0.7644	0.0410	5.2%	0.0041	0.5%	73%	False	False	147
100	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	73%	False	False	128
120	0.8053	0.7644	0.0410	5.2%	0.0038	0.5%	73%	False	False	113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8170
2.618	0.8085
1.618	0.8033
1.000	0.8001
0.618	0.7981
HIGH	0.7949
0.618	0.7929
0.500	0.7923
0.382	0.7917
LOW	0.7897
0.618	0.7865
1.000	0.7845
1.618	0.7813
2.618	0.7761
4.250	0.7676

Fisher Pivots for day following 02-Jun-2022
Pivot	1 day	3 day
R1	0.7936	0.7932
PP	0.7930	0.7922
S1	0.7923	0.7912

Download as Excel Spreadsheet

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

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