CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 03-Jun-2022
Day Change Summary
Previous Current
02-Jun-2022 03-Jun-2022 Change Change % Previous Week
Open 0.7897 0.7945 0.0048 0.6% 0.7874
High 0.7949 0.7956 0.0007 0.1% 0.7956
Low 0.7897 0.7931 0.0034 0.4% 0.7874
Close 0.7943 0.7936 -0.0007 -0.1% 0.7936
Range 0.0052 0.0025 -0.0027 -51.9% 0.0082
ATR 0.0048 0.0047 -0.0002 -3.4% 0.0000
Volume 1,291 317 -974 -75.4% 2,633
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8016 0.8001 0.7950
R3 0.7991 0.7976 0.7943
R2 0.7966 0.7966 0.7941
R1 0.7951 0.7951 0.7938 0.7946
PP 0.7941 0.7941 0.7941 0.7938
S1 0.7926 0.7926 0.7934 0.7921
S2 0.7916 0.7916 0.7931
S3 0.7891 0.7901 0.7929
S4 0.7866 0.7876 0.7922
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8166 0.8133 0.7981
R3 0.8085 0.8051 0.7958
R2 0.8003 0.8003 0.7951
R1 0.7970 0.7970 0.7943 0.7987
PP 0.7922 0.7922 0.7922 0.7930
S1 0.7888 0.7888 0.7929 0.7905
S2 0.7840 0.7840 0.7921
S3 0.7759 0.7807 0.7914
S4 0.7677 0.7725 0.7891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7956 0.7820 0.0136 1.7% 0.0033 0.4% 86% True False 559
10 0.7956 0.7760 0.0196 2.5% 0.0032 0.4% 90% True False 370
20 0.7956 0.7644 0.0312 3.9% 0.0039 0.5% 94% True False 272
40 0.8007 0.7644 0.0364 4.6% 0.0042 0.5% 80% False False 191
60 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 71% False False 144
80 0.8053 0.7644 0.0410 5.2% 0.0041 0.5% 71% False False 151
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 71% False False 131
120 0.8053 0.7644 0.0410 5.2% 0.0038 0.5% 71% False False 113
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 0.0007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8062
2.618 0.8021
1.618 0.7996
1.000 0.7981
0.618 0.7971
HIGH 0.7956
0.618 0.7946
0.500 0.7943
0.382 0.7940
LOW 0.7931
0.618 0.7915
1.000 0.7906
1.618 0.7890
2.618 0.7865
4.250 0.7824
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 0.7943 0.7933
PP 0.7941 0.7930
S1 0.7938 0.7926

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

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