CME Canadian Dollar Future December 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	0.7945	0.7953	0.0008	0.1%	0.7874
High	0.7956	0.7964	0.0009	0.1%	0.7956
Low	0.7931	0.7939	0.0009	0.1%	0.7874
Close	0.7936	0.7942	0.0006	0.1%	0.7936
Range	0.0025	0.0025	0.0000	0.0%	0.0082
ATR	0.0047	0.0045	-0.0001	-2.9%	0.0000
Volume	317	188	-129	-40.7%	2,633

Daily Pivots for day following 06-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8023	0.8008	0.7956
R3	0.7998	0.7983	0.7949
R2	0.7973	0.7973	0.7947
R1	0.7958	0.7958	0.7944	0.7953
PP	0.7948	0.7948	0.7948	0.7946
S1	0.7933	0.7933	0.7940	0.7928
S2	0.7923	0.7923	0.7937
S3	0.7898	0.7908	0.7935
S4	0.7873	0.7883	0.7928

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	0.7964	0.7874	0.0090	1.1%	0.0031	0.4%	76%	True	False	564
10	0.7964	0.7760	0.0204	2.6%	0.0029	0.4%	89%	True	False	385
20	0.7964	0.7644	0.0321	4.0%	0.0037	0.5%	93%	True	False	275
40	0.8007	0.7644	0.0364	4.6%	0.0042	0.5%	82%	False	False	195
60	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	73%	False	False	144
80	0.8053	0.7644	0.0410	5.2%	0.0041	0.5%	73%	False	False	151
100	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	73%	False	False	132
120	0.8053	0.7644	0.0410	5.2%	0.0038	0.5%	73%	False	False	114

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

Fibonacci Retracements and Extensions
4.250	0.8070
2.618	0.8029
1.618	0.8004
1.000	0.7989
0.618	0.7979
HIGH	0.7964
0.618	0.7954
0.500	0.7952
0.382	0.7949
LOW	0.7939
0.618	0.7924
1.000	0.7914
1.618	0.7899
2.618	0.7874
4.250	0.7833

Fisher Pivots for day following 06-Jun-2022
Pivot	1 day	3 day
R1	0.7952	0.7938
PP	0.7948	0.7934
S1	0.7945	0.7931

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