CME Canadian Dollar Future June 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 0.7942 0.7950 0.0008 0.1% 0.7858
High 0.7977 0.7985 0.0008 0.1% 0.7967
Low 0.7935 0.7925 -0.0010 -0.1% 0.7855
Close 0.7952 0.7982 0.0030 0.4% 0.7945
Range 0.0043 0.0060 0.0018 41.2% 0.0112
ATR 0.0057 0.0057 0.0000 0.4% 0.0000
Volume 77,860 104,915 27,055 34.7% 359,511
Daily Pivots for day following 07-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8144 0.8123 0.8015
R3 0.8084 0.8063 0.7998
R2 0.8024 0.8024 0.7993
R1 0.8003 0.8003 0.7987 0.8013
PP 0.7964 0.7964 0.7964 0.7969
S1 0.7943 0.7943 0.7976 0.7953
S2 0.7904 0.7904 0.7971
S3 0.7844 0.7883 0.7965
S4 0.7784 0.7823 0.7949
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 0.7985 0.7882 0.0103 1.3% 0.0051 0.6% 97% True False 85,644
10 0.7985 0.7760 0.0225 2.8% 0.0052 0.7% 99% True False 82,364
20 0.7985 0.7646 0.0339 4.2% 0.0057 0.7% 99% True False 80,344
40 0.8024 0.7646 0.0379 4.7% 0.0061 0.8% 89% False False 80,266
60 0.8061 0.7646 0.0415 5.2% 0.0057 0.7% 81% False False 76,983
80 0.8061 0.7646 0.0415 5.2% 0.0058 0.7% 81% False False 61,411
100 0.8061 0.7646 0.0415 5.2% 0.0056 0.7% 81% False False 49,205
120 0.8061 0.7646 0.0415 5.2% 0.0054 0.7% 81% False False 41,029
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 0.0012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8240
2.618 0.8142
1.618 0.8082
1.000 0.8045
0.618 0.8022
HIGH 0.7985
0.618 0.7962
0.500 0.7955
0.382 0.7947
LOW 0.7925
0.618 0.7887
1.000 0.7865
1.618 0.7827
2.618 0.7767
4.250 0.7670
Fisher Pivots for day following 07-Jun-2022
Pivot 1 day 3 day
R1 0.7973 0.7973
PP 0.7964 0.7964
S1 0.7955 0.7955

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

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