CME Canadian Dollar Future September 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 0.7897 0.7951 0.0054 0.7% 0.7851
High 0.7954 0.7963 0.0009 0.1% 0.7963
Low 0.7878 0.7935 0.0057 0.7% 0.7851
Close 0.7947 0.7941 -0.0006 -0.1% 0.7941
Range 0.0077 0.0028 -0.0049 -63.4% 0.0112
ATR 0.0056 0.0054 -0.0002 -3.6% 0.0000
Volume 8,387 14,818 6,431 76.7% 36,624
Daily Pivots for day following 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8030 0.8014 0.7956
R3 0.8002 0.7986 0.7949
R2 0.7974 0.7974 0.7946
R1 0.7958 0.7958 0.7944 0.7952
PP 0.7946 0.7946 0.7946 0.7943
S1 0.7930 0.7930 0.7938 0.7924
S2 0.7918 0.7918 0.7936
S3 0.7890 0.7902 0.7933
S4 0.7862 0.7874 0.7926
Weekly Pivots for week ending 03-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.8254 0.8210 0.8003
R3 0.8142 0.8098 0.7972
R2 0.8030 0.8030 0.7962
R1 0.7986 0.7986 0.7951 0.8008
PP 0.7918 0.7918 0.7918 0.7929
S1 0.7874 0.7874 0.7931 0.7896
S2 0.7806 0.7806 0.7920
S3 0.7694 0.7762 0.7910
S4 0.7582 0.7650 0.7879
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7963 0.7820 0.0143 1.8% 0.0050 0.6% 85% True False 7,610
10 0.7963 0.7760 0.0203 2.6% 0.0048 0.6% 89% True False 4,379
20 0.7963 0.7646 0.0317 4.0% 0.0053 0.7% 93% True False 2,512
40 0.8008 0.7646 0.0362 4.6% 0.0051 0.6% 82% False False 1,337
60 0.8055 0.7646 0.0410 5.2% 0.0046 0.6% 72% False False 920
80 0.8055 0.7646 0.0410 5.2% 0.0044 0.6% 72% False False 714
100 0.8055 0.7646 0.0410 5.2% 0.0042 0.5% 72% False False 577
120 0.8055 0.7646 0.0410 5.2% 0.0037 0.5% 72% False False 482
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 0.0011
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8082
2.618 0.8036
1.618 0.8008
1.000 0.7991
0.618 0.7980
HIGH 0.7963
0.618 0.7952
0.500 0.7949
0.382 0.7945
LOW 0.7935
0.618 0.7917
1.000 0.7907
1.618 0.7889
2.618 0.7861
4.250 0.7816
Fisher Pivots for day following 03-Jun-2022
Pivot 1 day 3 day
R1 0.7949 0.7934
PP 0.7946 0.7927
S1 0.7944 0.7920

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

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