CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 27-May-2022
Day Change Summary
Previous Current
26-May-2022 27-May-2022 Change Change % Previous Week
Open 0.7801 0.7828 0.0027 0.3% 0.7790
High 0.7830 0.7862 0.0032 0.4% 0.7862
Low 0.7782 0.7821 0.0039 0.5% 0.7760
Close 0.7829 0.7858 0.0029 0.4% 0.7858
Range 0.0049 0.0041 -0.0008 -15.5% 0.0102
ATR 0.0061 0.0060 -0.0001 -2.4% 0.0000
Volume 63,431 68,447 5,016 7.9% 339,730
Daily Pivots for day following 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.7970 0.7955 0.7880
R3 0.7929 0.7914 0.7869
R2 0.7888 0.7888 0.7865
R1 0.7873 0.7873 0.7861 0.7880
PP 0.7847 0.7847 0.7847 0.7850
S1 0.7832 0.7832 0.7854 0.7839
S2 0.7806 0.7806 0.7850
S3 0.7765 0.7791 0.7846
S4 0.7724 0.7750 0.7835
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8132 0.8097 0.7914
R3 0.8030 0.7995 0.7886
R2 0.7928 0.7928 0.7876
R1 0.7893 0.7893 0.7867 0.7911
PP 0.7826 0.7826 0.7826 0.7835
S1 0.7791 0.7791 0.7848 0.7809
S2 0.7724 0.7724 0.7839
S3 0.7622 0.7689 0.7829
S4 0.7520 0.7587 0.7801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7862 0.7760 0.0102 1.3% 0.0049 0.6% 96% True False 67,946
10 0.7862 0.7701 0.0161 2.0% 0.0055 0.7% 98% True False 70,416
20 0.7865 0.7646 0.0219 2.8% 0.0060 0.8% 97% False False 79,386
40 0.8061 0.7646 0.0415 5.3% 0.0060 0.8% 51% False False 76,153
60 0.8061 0.7646 0.0415 5.3% 0.0058 0.7% 51% False False 72,416
80 0.8061 0.7646 0.0415 5.3% 0.0057 0.7% 51% False False 54,669
100 0.8061 0.7646 0.0415 5.3% 0.0055 0.7% 51% False False 43,797
120 0.8061 0.7646 0.0415 5.3% 0.0053 0.7% 51% False False 36,543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8036
2.618 0.7969
1.618 0.7928
1.000 0.7903
0.618 0.7887
HIGH 0.7862
0.618 0.7846
0.500 0.7841
0.382 0.7836
LOW 0.7821
0.618 0.7795
1.000 0.7780
1.618 0.7754
2.618 0.7713
4.250 0.7646
Fisher Pivots for day following 27-May-2022
Pivot 1 day 3 day
R1 0.7852 0.7842
PP 0.7847 0.7826
S1 0.7841 0.7811

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

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