CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 09-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2021 |
09-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8028 |
0.8035 |
0.0008 |
0.1% |
0.8075 |
| High |
0.8041 |
0.8046 |
0.0005 |
0.1% |
0.8096 |
| Low |
0.8022 |
0.8008 |
-0.0015 |
-0.2% |
0.8013 |
| Close |
0.8035 |
0.8041 |
0.0006 |
0.1% |
0.8027 |
| Range |
0.0019 |
0.0039 |
0.0020 |
102.6% |
0.0084 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
47,466 |
64,230 |
16,764 |
35.3% |
332,248 |
|
| Daily Pivots for day following 09-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8132 |
0.8062 |
|
| R3 |
0.8108 |
0.8094 |
0.8051 |
|
| R2 |
0.8070 |
0.8070 |
0.8048 |
|
| R1 |
0.8055 |
0.8055 |
0.8044 |
0.8063 |
| PP |
0.8031 |
0.8031 |
0.8031 |
0.8035 |
| S1 |
0.8017 |
0.8017 |
0.8037 |
0.8024 |
| S2 |
0.7993 |
0.7993 |
0.8033 |
|
| S3 |
0.7954 |
0.7978 |
0.8030 |
|
| S4 |
0.7916 |
0.7940 |
0.8019 |
|
|
| 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 |
0.8079 |
0.8008 |
0.0071 |
0.9% |
0.0039 |
0.5% |
46% |
False |
True |
63,356 |
| 10 |
0.8130 |
0.8008 |
0.0123 |
1.5% |
0.0044 |
0.6% |
27% |
False |
True |
73,087 |
| 20 |
0.8137 |
0.8008 |
0.0130 |
1.6% |
0.0044 |
0.5% |
25% |
False |
True |
67,818 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0053 |
0.7% |
75% |
False |
False |
73,217 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0056 |
0.7% |
77% |
False |
False |
56,175 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
77% |
False |
False |
42,208 |
| 100 |
0.8159 |
0.7723 |
0.0437 |
5.4% |
0.0055 |
0.7% |
73% |
False |
False |
33,789 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0054 |
0.7% |
53% |
False |
False |
28,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8210 |
|
2.618 |
0.8147 |
|
1.618 |
0.8108 |
|
1.000 |
0.8085 |
|
0.618 |
0.8070 |
|
HIGH |
0.8046 |
|
0.618 |
0.8031 |
|
0.500 |
0.8027 |
|
0.382 |
0.8022 |
|
LOW |
0.8008 |
|
0.618 |
0.7984 |
|
1.000 |
0.7969 |
|
1.618 |
0.7945 |
|
2.618 |
0.7907 |
|
4.250 |
0.7844 |
|
|
| Fisher Pivots for day following 09-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8036 |
0.8036 |
| PP |
0.8031 |
0.8031 |
| S1 |
0.8027 |
0.8027 |
|