CME Canadian Dollar Future June 2022


Trading Metrics calculated at close of trading on 03-Jun-2022
Day Change Summary
Previous Current
02-Jun-2022 03-Jun-2022 Change Change % Previous Week
Open 0.7899 0.7954 0.0055 0.7% 0.7858
High 0.7958 0.7967 0.0009 0.1% 0.7967
Low 0.7882 0.7937 0.0056 0.7% 0.7855
Close 0.7950 0.7945 -0.0005 -0.1% 0.7945
Range 0.0077 0.0030 -0.0047 -61.4% 0.0112
ATR 0.0060 0.0058 -0.0002 -3.6% 0.0000
Volume 81,362 71,385 -9,977 -12.3% 359,511
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8038 0.8021 0.7961
R3 0.8009 0.7992 0.7953
R2 0.7979 0.7979 0.7950
R1 0.7962 0.7962 0.7948 0.7956
PP 0.7950 0.7950 0.7950 0.7946
S1 0.7933 0.7933 0.7942 0.7926
S2 0.7920 0.7920 0.7940
S3 0.7891 0.7903 0.7937
S4 0.7861 0.7874 0.7929
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8258 0.8214 0.8007
R3 0.8146 0.8102 0.7976
R2 0.8034 0.8034 0.7966
R1 0.7990 0.7990 0.7955 0.8012
PP 0.7922 0.7922 0.7922 0.7933
S1 0.7878 0.7878 0.7935 0.7900
S2 0.7810 0.7810 0.7924
S3 0.7698 0.7766 0.7914
S4 0.7586 0.7654 0.7883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7967 0.7821 0.0146 1.8% 0.0051 0.6% 85% True False 85,591
10 0.7967 0.7760 0.0207 2.6% 0.0051 0.6% 90% True False 76,226
20 0.7967 0.7646 0.0321 4.0% 0.0058 0.7% 93% True False 80,332
40 0.8024 0.7646 0.0379 4.8% 0.0061 0.8% 79% False False 78,673
60 0.8061 0.7646 0.0415 5.2% 0.0057 0.7% 72% False False 76,793
80 0.8061 0.7646 0.0415 5.2% 0.0057 0.7% 72% False False 59,145
100 0.8061 0.7646 0.0415 5.2% 0.0056 0.7% 72% False False 47,379
120 0.8061 0.7646 0.0415 5.2% 0.0053 0.7% 72% False False 39,509
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 33 trading days
Fibonacci Retracements and Extensions
4.250 0.8092
2.618 0.8044
1.618 0.8014
1.000 0.7996
0.618 0.7985
HIGH 0.7967
0.618 0.7955
0.500 0.7952
0.382 0.7948
LOW 0.7937
0.618 0.7919
1.000 0.7908
1.618 0.7889
2.618 0.7860
4.250 0.7812
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 0.7952 0.7938
PP 0.7950 0.7931
S1 0.7947 0.7924

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.