CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 05-Nov-2021
Day Change Summary
Previous Current
04-Nov-2021 05-Nov-2021 Change Change % Previous Week
Open 0.8071 0.8025 -0.0046 -0.6% 0.8075
High 0.8079 0.8041 -0.0038 -0.5% 0.8096
Low 0.8018 0.8013 -0.0005 -0.1% 0.8013
Close 0.8025 0.8027 0.0002 0.0% 0.8027
Range 0.0061 0.0029 -0.0033 -53.3% 0.0084
ATR 0.0051 0.0049 -0.0002 -3.1% 0.0000
Volume 63,116 67,326 4,210 6.7% 332,248
Daily Pivots for day following 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8112 0.8098 0.8042
R3 0.8084 0.8069 0.8034
R2 0.8055 0.8055 0.8032
R1 0.8041 0.8041 0.8029 0.8048
PP 0.8027 0.8027 0.8027 0.8030
S1 0.8012 0.8012 0.8024 0.8020
S2 0.7998 0.7998 0.8021
S3 0.7970 0.7984 0.8019
S4 0.7941 0.7955 0.8011
Weekly Pivots for week ending 05-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8296 0.8245 0.8072
R3 0.8212 0.8161 0.8049
R2 0.8129 0.8129 0.8042
R1 0.8078 0.8078 0.8034 0.8061
PP 0.8045 0.8045 0.8045 0.8037
S1 0.7994 0.7994 0.8019 0.7978
S2 0.7962 0.7962 0.8011
S3 0.7878 0.7911 0.8004
S4 0.7795 0.7827 0.7981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8096 0.8013 0.0084 1.0% 0.0042 0.5% 17% False True 66,449
10 0.8130 0.8013 0.0118 1.5% 0.0046 0.6% 12% False True 72,668
20 0.8137 0.8000 0.0137 1.7% 0.0045 0.6% 19% False False 67,638
40 0.8137 0.7754 0.0384 4.8% 0.0054 0.7% 71% False False 74,008
60 0.8137 0.7723 0.0415 5.2% 0.0056 0.7% 73% False False 54,329
80 0.8137 0.7723 0.0415 5.2% 0.0055 0.7% 73% False False 40,821
100 0.8159 0.7723 0.0437 5.4% 0.0056 0.7% 70% False False 32,675
120 0.8324 0.7723 0.0601 7.5% 0.0054 0.7% 51% False False 27,268
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 0.0013
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 0.8162
2.618 0.8116
1.618 0.8087
1.000 0.8070
0.618 0.8059
HIGH 0.8041
0.618 0.8030
0.500 0.8027
0.382 0.8023
LOW 0.8013
0.618 0.7995
1.000 0.7984
1.618 0.7966
2.618 0.7938
4.250 0.7891
Fisher Pivots for day following 05-Nov-2021
Pivot 1 day 3 day
R1 0.8027 0.8046
PP 0.8027 0.8039
S1 0.8027 0.8033

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

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