CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 02-Jun-2022
Day Change Summary
Previous Current
01-Jun-2022 02-Jun-2022 Change Change % Previous Week
Open 0.7904 0.7899 -0.0005 -0.1% 0.7790
High 0.7933 0.7958 0.0026 0.3% 0.7862
Low 0.7887 0.7882 -0.0006 -0.1% 0.7760
Close 0.7916 0.7950 0.0034 0.4% 0.7858
Range 0.0046 0.0077 0.0031 68.1% 0.0102
ATR 0.0059 0.0060 0.0001 2.1% 0.0000
Volume 92,701 81,362 -11,339 -12.2% 339,730
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8159 0.8131 0.7992
R3 0.8083 0.8055 0.7971
R2 0.8006 0.8006 0.7964
R1 0.7978 0.7978 0.7957 0.7992
PP 0.7930 0.7930 0.7930 0.7937
S1 0.7902 0.7902 0.7943 0.7916
S2 0.7853 0.7853 0.7936
S3 0.7777 0.7825 0.7929
S4 0.7700 0.7749 0.7908
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 0.7958 0.7782 0.0177 2.2% 0.0055 0.7% 95% True False 84,000
10 0.7958 0.7757 0.0201 2.5% 0.0055 0.7% 96% True False 78,010
20 0.7958 0.7646 0.0313 3.9% 0.0061 0.8% 97% True False 81,251
40 0.8024 0.7646 0.0379 4.8% 0.0061 0.8% 80% False False 78,570
60 0.8061 0.7646 0.0415 5.2% 0.0058 0.7% 73% False False 76,527
80 0.8061 0.7646 0.0415 5.2% 0.0057 0.7% 73% False False 58,256
100 0.8061 0.7646 0.0415 5.2% 0.0056 0.7% 73% False False 46,665
120 0.8061 0.7646 0.0415 5.2% 0.0053 0.7% 73% False False 38,918
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8283
2.618 0.8158
1.618 0.8082
1.000 0.8035
0.618 0.8005
HIGH 0.7958
0.618 0.7929
0.500 0.7920
0.382 0.7911
LOW 0.7882
0.618 0.7834
1.000 0.7805
1.618 0.7758
2.618 0.7681
4.250 0.7556
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 0.7940 0.7935
PP 0.7930 0.7921
S1 0.7920 0.7906

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

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