CME Canadian Dollar Future March 2022


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 0.8290 0.8296 0.0006 0.1% 0.8301
High 0.8319 0.8310 -0.0010 -0.1% 0.8310
Low 0.8290 0.8271 -0.0020 -0.2% 0.8244
Close 0.8292 0.8308 0.0016 0.2% 0.8272
Range 0.0029 0.0039 0.0010 34.5% 0.0066
ATR 0.0042 0.0042 0.0000 -0.5% 0.0000
Volume 11 7 -4 -36.4% 26
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 0.8413 0.8399 0.8329
R3 0.8374 0.8360 0.8318
R2 0.8335 0.8335 0.8315
R1 0.8321 0.8321 0.8311 0.8328
PP 0.8296 0.8296 0.8296 0.8299
S1 0.8282 0.8282 0.8304 0.8289
S2 0.8257 0.8257 0.8300
S3 0.8218 0.8243 0.8297
S4 0.8179 0.8204 0.8286
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 0.8473 0.8439 0.8308
R3 0.8407 0.8373 0.8290
R2 0.8341 0.8341 0.8284
R1 0.8307 0.8307 0.8278 0.8291
PP 0.8275 0.8275 0.8275 0.8267
S1 0.8241 0.8241 0.8266 0.8225
S2 0.8209 0.8209 0.8260
S3 0.8143 0.8175 0.8254
S4 0.8077 0.8109 0.8236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8319 0.8244 0.0076 0.9% 0.0036 0.4% 85% False False 8
10 0.8319 0.8238 0.0082 1.0% 0.0034 0.4% 86% False False 4
20 0.8319 0.8146 0.0174 2.1% 0.0033 0.4% 93% False False 23
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8475
2.618 0.8412
1.618 0.8373
1.000 0.8349
0.618 0.8334
HIGH 0.8310
0.618 0.8295
0.500 0.8290
0.382 0.8285
LOW 0.8271
0.618 0.8246
1.000 0.8232
1.618 0.8207
2.618 0.8168
4.250 0.8105
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 0.8302 0.8301
PP 0.8296 0.8294
S1 0.8290 0.8287

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

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