CME Canadian Dollar Future September 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 0.7910 0.7897 -0.0013 -0.2% 0.7796
High 0.7929 0.7954 0.0025 0.3% 0.7859
Low 0.7884 0.7878 -0.0006 -0.1% 0.7760
Close 0.7913 0.7947 0.0034 0.4% 0.7856
Range 0.0046 0.0077 0.0031 68.1% 0.0099
ATR 0.0054 0.0056 0.0002 2.9% 0.0000
Volume 9,216 8,387 -829 -9.0% 5,699
Daily Pivots for day following 02-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8156 0.8128 0.7989
R3 0.8079 0.8051 0.7968
R2 0.8003 0.8003 0.7961
R1 0.7975 0.7975 0.7954 0.7989
PP 0.7926 0.7926 0.7926 0.7933
S1 0.7898 0.7898 0.7939 0.7912
S2 0.7850 0.7850 0.7932
S3 0.7773 0.7822 0.7925
S4 0.7697 0.7745 0.7904
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8120 0.8086 0.7910
R3 0.8022 0.7988 0.7883
R2 0.7923 0.7923 0.7874
R1 0.7889 0.7889 0.7865 0.7906
PP 0.7825 0.7825 0.7825 0.7833
S1 0.7791 0.7791 0.7846 0.7808
S2 0.7726 0.7726 0.7837
S3 0.7628 0.7692 0.7828
S4 0.7529 0.7594 0.7801
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7954 0.7780 0.0174 2.2% 0.0054 0.7% 96% True False 4,825
10 0.7954 0.7757 0.0197 2.5% 0.0051 0.6% 96% True False 2,982
20 0.7954 0.7646 0.0309 3.9% 0.0056 0.7% 98% True False 1,780
40 0.8008 0.7646 0.0362 4.6% 0.0051 0.6% 83% False False 968
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 74% False False 677
80 0.8055 0.7646 0.0410 5.2% 0.0044 0.6% 74% False False 529
100 0.8055 0.7646 0.0410 5.2% 0.0041 0.5% 74% False False 429
120 0.8055 0.7646 0.0410 5.2% 0.0037 0.5% 74% False False 359
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 0.8279
2.618 0.8154
1.618 0.8078
1.000 0.8031
0.618 0.8001
HIGH 0.7954
0.618 0.7925
0.500 0.7916
0.382 0.7907
LOW 0.7878
0.618 0.7830
1.000 0.7801
1.618 0.7754
2.618 0.7677
4.250 0.7552
Fisher Pivots for day following 02-Jun-2022
Pivot 1 day 3 day
R1 0.7936 0.7932
PP 0.7926 0.7917
S1 0.7916 0.7902

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.