CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8035 |
0.8040 |
0.0005 |
0.1% |
0.8075 |
| High |
0.8046 |
0.8073 |
0.0027 |
0.3% |
0.8096 |
| Low |
0.8008 |
0.7997 |
-0.0011 |
-0.1% |
0.8013 |
| Close |
0.8041 |
0.8002 |
-0.0039 |
-0.5% |
0.8027 |
| Range |
0.0039 |
0.0076 |
0.0038 |
97.4% |
0.0084 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
4.6% |
0.0000 |
| Volume |
64,230 |
93,072 |
28,842 |
44.9% |
332,248 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8252 |
0.8203 |
0.8043 |
|
| R3 |
0.8176 |
0.8127 |
0.8022 |
|
| R2 |
0.8100 |
0.8100 |
0.8015 |
|
| R1 |
0.8051 |
0.8051 |
0.8008 |
0.8037 |
| PP |
0.8024 |
0.8024 |
0.8024 |
0.8017 |
| S1 |
0.7975 |
0.7975 |
0.7995 |
0.7961 |
| S2 |
0.7948 |
0.7948 |
0.7988 |
|
| S3 |
0.7872 |
0.7899 |
0.7981 |
|
| S4 |
0.7796 |
0.7823 |
0.7960 |
|
|
| 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 |
0.7997 |
0.0082 |
1.0% |
0.0045 |
0.6% |
6% |
False |
True |
67,042 |
| 10 |
0.8112 |
0.7997 |
0.0115 |
1.4% |
0.0043 |
0.5% |
4% |
False |
True |
70,031 |
| 20 |
0.8137 |
0.7997 |
0.0140 |
1.7% |
0.0046 |
0.6% |
3% |
False |
True |
69,445 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0054 |
0.7% |
65% |
False |
False |
73,891 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0056 |
0.7% |
67% |
False |
False |
57,717 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0054 |
0.7% |
67% |
False |
False |
43,368 |
| 100 |
0.8159 |
0.7723 |
0.0437 |
5.5% |
0.0055 |
0.7% |
64% |
False |
False |
34,719 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0054 |
0.7% |
46% |
False |
False |
28,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8396 |
|
2.618 |
0.8272 |
|
1.618 |
0.8196 |
|
1.000 |
0.8149 |
|
0.618 |
0.8120 |
|
HIGH |
0.8073 |
|
0.618 |
0.8044 |
|
0.500 |
0.8035 |
|
0.382 |
0.8026 |
|
LOW |
0.7997 |
|
0.618 |
0.7950 |
|
1.000 |
0.7921 |
|
1.618 |
0.7874 |
|
2.618 |
0.7798 |
|
4.250 |
0.7674 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.8035 |
0.8035 |
| PP |
0.8024 |
0.8024 |
| S1 |
0.8013 |
0.8013 |
|