CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 08-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
0.8025 |
0.8028 |
0.0003 |
0.0% |
0.8075 |
High |
0.8041 |
0.8041 |
0.0000 |
0.0% |
0.8096 |
Low |
0.8013 |
0.8022 |
0.0010 |
0.1% |
0.8013 |
Close |
0.8027 |
0.8035 |
0.0009 |
0.1% |
0.8027 |
Range |
0.0029 |
0.0019 |
-0.0010 |
-33.3% |
0.0084 |
ATR |
0.0049 |
0.0047 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
67,326 |
47,466 |
-19,860 |
-29.5% |
332,248 |
|
Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8090 |
0.8081 |
0.8045 |
|
R3 |
0.8071 |
0.8062 |
0.8040 |
|
R2 |
0.8052 |
0.8052 |
0.8038 |
|
R1 |
0.8043 |
0.8043 |
0.8037 |
0.8048 |
PP |
0.8033 |
0.8033 |
0.8033 |
0.8035 |
S1 |
0.8024 |
0.8024 |
0.8033 |
0.8029 |
S2 |
0.8014 |
0.8014 |
0.8032 |
|
S3 |
0.7995 |
0.8005 |
0.8030 |
|
S4 |
0.7976 |
0.7986 |
0.8025 |
|
|
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 |
0.8085 |
0.8013 |
0.0072 |
0.9% |
0.0039 |
0.5% |
31% |
False |
False |
63,889 |
10 |
0.8130 |
0.8013 |
0.0118 |
1.5% |
0.0044 |
0.5% |
19% |
False |
False |
72,124 |
20 |
0.8137 |
0.8000 |
0.0137 |
1.7% |
0.0044 |
0.6% |
26% |
False |
False |
67,762 |
40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0054 |
0.7% |
73% |
False |
False |
73,272 |
60 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0056 |
0.7% |
75% |
False |
False |
55,111 |
80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0054 |
0.7% |
75% |
False |
False |
41,411 |
100 |
0.8159 |
0.7723 |
0.0437 |
5.4% |
0.0056 |
0.7% |
72% |
False |
False |
33,148 |
120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0054 |
0.7% |
52% |
False |
False |
27,663 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8122 |
2.618 |
0.8091 |
1.618 |
0.8072 |
1.000 |
0.8060 |
0.618 |
0.8053 |
HIGH |
0.8041 |
0.618 |
0.8034 |
0.500 |
0.8032 |
0.382 |
0.8029 |
LOW |
0.8022 |
0.618 |
0.8010 |
1.000 |
0.8003 |
1.618 |
0.7991 |
2.618 |
0.7972 |
4.250 |
0.7941 |
|
|
Fisher Pivots for day following 08-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
0.8034 |
0.8046 |
PP |
0.8033 |
0.8042 |
S1 |
0.8032 |
0.8039 |
|