CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Jun-2022

Day Change Summary
	Previous	Current
	06-Jun-2022	07-Jun-2022	Change	Change %	Previous Week
Open	0.7953	0.7923	-0.0030	-0.4%	0.7874
High	0.7964	0.7971	0.0007	0.1%	0.7956
Low	0.7939	0.7920	-0.0020	-0.2%	0.7874
Close	0.7942	0.7971	0.0029	0.4%	0.7936
Range	0.0025	0.0051	0.0026	104.0%	0.0082
ATR	0.0045	0.0046	0.0000	0.9%	0.0000
Volume	188	312	124	66.0%	2,633

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8090	0.7999
R3	0.8056	0.8039	0.7985
R2	0.8005	0.8005	0.7980
R1	0.7988	0.7988	0.7975	0.7996
PP	0.7954	0.7954	0.7954	0.7958
S1	0.7937	0.7937	0.7966	0.7945
S2	0.7903	0.7903	0.7961
S3	0.7852	0.7886	0.7956
S4	0.7801	0.7835	0.7942

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	0.7971	0.7897	0.0074	0.9%	0.0035	0.4%	100%	True	False	577
10	0.7971	0.7760	0.0211	2.6%	0.0033	0.4%	100%	True	False	416
20	0.7971	0.7644	0.0327	4.1%	0.0037	0.5%	100%	True	False	272
40	0.8007	0.7644	0.0364	4.6%	0.0042	0.5%	90%	False	False	202
60	0.8053	0.7644	0.0410	5.1%	0.0040	0.5%	80%	False	False	146
80	0.8053	0.7644	0.0410	5.1%	0.0041	0.5%	80%	False	False	152
100	0.8053	0.7644	0.0410	5.1%	0.0040	0.5%	80%	False	False	135
120	0.8053	0.7644	0.0410	5.1%	0.0038	0.5%	80%	False	False	117

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8187
2.618	0.8104
1.618	0.8053
1.000	0.8022
0.618	0.8002
HIGH	0.7971
0.618	0.7951
0.500	0.7945
0.382	0.7939
LOW	0.7920
0.618	0.7888
1.000	0.7869
1.618	0.7837
2.618	0.7786
4.250	0.7703

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	0.7962	0.7962
PP	0.7954	0.7954
S1	0.7945	0.7945

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