CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8040 |
0.8004 |
-0.0036 |
-0.4% |
0.8075 |
| High |
0.8073 |
0.8011 |
-0.0062 |
-0.8% |
0.8096 |
| Low |
0.7997 |
0.7938 |
-0.0059 |
-0.7% |
0.8013 |
| Close |
0.8002 |
0.7949 |
-0.0053 |
-0.7% |
0.8027 |
| Range |
0.0076 |
0.0073 |
-0.0003 |
-3.9% |
0.0084 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
3.6% |
0.0000 |
| Volume |
93,072 |
80,820 |
-12,252 |
-13.2% |
332,248 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8185 |
0.8140 |
0.7989 |
|
| R3 |
0.8112 |
0.8067 |
0.7969 |
|
| R2 |
0.8039 |
0.8039 |
0.7962 |
|
| R1 |
0.7994 |
0.7994 |
0.7955 |
0.7980 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7959 |
| S1 |
0.7921 |
0.7921 |
0.7942 |
0.7907 |
| S2 |
0.7893 |
0.7893 |
0.7935 |
|
| S3 |
0.7820 |
0.7848 |
0.7928 |
|
| S4 |
0.7747 |
0.7775 |
0.7908 |
|
|
| 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 |
0.8073 |
0.7938 |
0.0135 |
1.7% |
0.0047 |
0.6% |
8% |
False |
True |
70,582 |
| 10 |
0.8112 |
0.7938 |
0.0174 |
2.2% |
0.0047 |
0.6% |
6% |
False |
True |
70,954 |
| 20 |
0.8137 |
0.7938 |
0.0199 |
2.5% |
0.0047 |
0.6% |
5% |
False |
True |
69,975 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0054 |
0.7% |
51% |
False |
False |
74,381 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0057 |
0.7% |
55% |
False |
False |
59,056 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
55% |
False |
False |
44,377 |
| 100 |
0.8159 |
0.7723 |
0.0437 |
5.5% |
0.0055 |
0.7% |
52% |
False |
False |
35,527 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0055 |
0.7% |
38% |
False |
False |
29,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8321 |
|
2.618 |
0.8202 |
|
1.618 |
0.8129 |
|
1.000 |
0.8084 |
|
0.618 |
0.8056 |
|
HIGH |
0.8011 |
|
0.618 |
0.7983 |
|
0.500 |
0.7975 |
|
0.382 |
0.7966 |
|
LOW |
0.7938 |
|
0.618 |
0.7893 |
|
1.000 |
0.7865 |
|
1.618 |
0.7820 |
|
2.618 |
0.7747 |
|
4.250 |
0.7628 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7975 |
0.8006 |
| PP |
0.7966 |
0.7987 |
| S1 |
0.7957 |
0.7968 |
|