CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 01-Jun-2022
Day Change Summary
Previous Current
31-May-2022 01-Jun-2022 Change Change % Previous Week
Open 0.7874 0.7908 0.0034 0.4% 0.7809
High 0.7907 0.7920 0.0013 0.2% 0.7854
Low 0.7874 0.7900 0.0026 0.3% 0.7760
Close 0.7904 0.7910 0.0007 0.1% 0.7854
Range 0.0033 0.0021 -0.0013 -37.9% 0.0094
ATR 0.0050 0.0048 -0.0002 -4.2% 0.0000
Volume 245 780 535 218.4% 1,035
Daily Pivots for day following 01-Jun-2022
Classic Woodie Camarilla DeMark
R4 0.7971 0.7961 0.7921
R3 0.7951 0.7941 0.7916
R2 0.7930 0.7930 0.7914
R1 0.7920 0.7920 0.7912 0.7925
PP 0.7910 0.7910 0.7910 0.7912
S1 0.7900 0.7900 0.7908 0.7905
S2 0.7889 0.7889 0.7906
S3 0.7869 0.7879 0.7904
S4 0.7848 0.7859 0.7899
Weekly Pivots for week ending 27-May-2022
Classic Woodie Camarilla DeMark
R4 0.8105 0.8073 0.7905
R3 0.8011 0.7979 0.7879
R2 0.7917 0.7917 0.7871
R1 0.7885 0.7885 0.7862 0.7901
PP 0.7823 0.7823 0.7823 0.7830
S1 0.7791 0.7791 0.7845 0.7807
S2 0.7729 0.7729 0.7836
S3 0.7635 0.7697 0.7828
S4 0.7541 0.7603 0.7802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7920 0.7760 0.0160 2.0% 0.0033 0.4% 94% True False 313
10 0.7920 0.7750 0.0170 2.1% 0.0034 0.4% 94% True False 268
20 0.7920 0.7644 0.0277 3.5% 0.0042 0.5% 96% True False 200
40 0.8053 0.7644 0.0410 5.2% 0.0042 0.5% 65% False False 155
60 0.8053 0.7644 0.0410 5.2% 0.0041 0.5% 65% False False 130
80 0.8053 0.7644 0.0410 5.2% 0.0041 0.5% 65% False False 131
100 0.8053 0.7644 0.0410 5.2% 0.0040 0.5% 65% False False 115
120 0.8053 0.7644 0.0410 5.2% 0.0037 0.5% 65% False False 103
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0007
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8007
2.618 0.7974
1.618 0.7953
1.000 0.7941
0.618 0.7933
HIGH 0.7920
0.618 0.7912
0.500 0.7910
0.382 0.7907
LOW 0.7900
0.618 0.7887
1.000 0.7879
1.618 0.7866
2.618 0.7846
4.250 0.7812
Fisher Pivots for day following 01-Jun-2022
Pivot 1 day 3 day
R1 0.7910 0.7897
PP 0.7910 0.7883
S1 0.7910 0.7870

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

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