CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 04-Nov-2021
Day Change Summary
Previous Current
03-Nov-2021 04-Nov-2021 Change Change % Previous Week
Open 0.8059 0.8071 0.0013 0.2% 0.8087
High 0.8077 0.8079 0.0002 0.0% 0.8130
Low 0.8027 0.8018 -0.0010 -0.1% 0.8041
Close 0.8070 0.8025 -0.0045 -0.6% 0.8081
Range 0.0050 0.0061 0.0011 22.0% 0.0089
ATR 0.0050 0.0051 0.0001 1.6% 0.0000
Volume 74,646 63,116 -11,530 -15.4% 394,436
Daily Pivots for day following 04-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8223 0.8185 0.8059
R3 0.8162 0.8124 0.8042
R2 0.8101 0.8101 0.8036
R1 0.8063 0.8063 0.8031 0.8052
PP 0.8040 0.8040 0.8040 0.8035
S1 0.8002 0.8002 0.8019 0.7991
S2 0.7979 0.7979 0.8014
S3 0.7918 0.7941 0.8008
S4 0.7857 0.7880 0.7991
Weekly Pivots for week ending 29-Oct-2021
Classic Woodie Camarilla DeMark
R4 0.8351 0.8305 0.8129
R3 0.8262 0.8216 0.8105
R2 0.8173 0.8173 0.8097
R1 0.8127 0.8127 0.8089 0.8105
PP 0.8084 0.8084 0.8084 0.8073
S1 0.8038 0.8038 0.8072 0.8016
S2 0.7995 0.7995 0.8064
S3 0.7906 0.7949 0.8056
S4 0.7817 0.7860 0.8032
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8112 0.8018 0.0094 1.2% 0.0047 0.6% 8% False True 71,327
10 0.8130 0.8018 0.0113 1.4% 0.0047 0.6% 7% False True 72,277
20 0.8137 0.7960 0.0177 2.2% 0.0047 0.6% 37% False False 68,293
40 0.8137 0.7754 0.0384 4.8% 0.0055 0.7% 71% False False 74,890
60 0.8137 0.7723 0.0415 5.2% 0.0056 0.7% 73% False False 53,209
80 0.8137 0.7723 0.0415 5.2% 0.0055 0.7% 73% False False 39,982
100 0.8223 0.7723 0.0501 6.2% 0.0057 0.7% 60% False False 32,003
120 0.8324 0.7723 0.0601 7.5% 0.0055 0.7% 50% False False 26,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8338
2.618 0.8238
1.618 0.8177
1.000 0.8140
0.618 0.8116
HIGH 0.8079
0.618 0.8055
0.500 0.8048
0.382 0.8041
LOW 0.8018
0.618 0.7980
1.000 0.7957
1.618 0.7919
2.618 0.7858
4.250 0.7758
Fisher Pivots for day following 04-Nov-2021
Pivot 1 day 3 day
R1 0.8048 0.8051
PP 0.8040 0.8042
S1 0.8033 0.8034

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

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