CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.8004 |
0.7944 |
-0.0061 |
-0.8% |
0.8028 |
| High |
0.8011 |
0.7973 |
-0.0038 |
-0.5% |
0.8073 |
| Low |
0.7938 |
0.7933 |
-0.0005 |
-0.1% |
0.7933 |
| Close |
0.7949 |
0.7966 |
0.0018 |
0.2% |
0.7966 |
| Range |
0.0073 |
0.0040 |
-0.0033 |
-45.2% |
0.0140 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
80,820 |
65,927 |
-14,893 |
-18.4% |
351,515 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8062 |
0.7988 |
|
| R3 |
0.8037 |
0.8022 |
0.7977 |
|
| R2 |
0.7997 |
0.7997 |
0.7973 |
|
| R1 |
0.7982 |
0.7982 |
0.7970 |
0.7990 |
| PP |
0.7957 |
0.7957 |
0.7957 |
0.7961 |
| S1 |
0.7942 |
0.7942 |
0.7962 |
0.7950 |
| S2 |
0.7917 |
0.7917 |
0.7959 |
|
| S3 |
0.7877 |
0.7902 |
0.7955 |
|
| S4 |
0.7837 |
0.7862 |
0.7944 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8411 |
0.8328 |
0.8043 |
|
| R3 |
0.8271 |
0.8188 |
0.8005 |
|
| R2 |
0.8131 |
0.8131 |
0.7992 |
|
| R1 |
0.8048 |
0.8048 |
0.7979 |
0.8020 |
| PP |
0.7991 |
0.7991 |
0.7991 |
0.7976 |
| S1 |
0.7908 |
0.7908 |
0.7953 |
0.7880 |
| S2 |
0.7851 |
0.7851 |
0.7940 |
|
| S3 |
0.7711 |
0.7768 |
0.7928 |
|
| S4 |
0.7571 |
0.7628 |
0.7889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8073 |
0.7933 |
0.0140 |
1.8% |
0.0049 |
0.6% |
24% |
False |
True |
70,303 |
| 10 |
0.8096 |
0.7933 |
0.0163 |
2.0% |
0.0046 |
0.6% |
20% |
False |
True |
68,376 |
| 20 |
0.8137 |
0.7933 |
0.0204 |
2.6% |
0.0047 |
0.6% |
16% |
False |
True |
69,679 |
| 40 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0053 |
0.7% |
55% |
False |
False |
74,045 |
| 60 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0056 |
0.7% |
59% |
False |
False |
60,119 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
59% |
False |
False |
45,199 |
| 100 |
0.8147 |
0.7723 |
0.0424 |
5.3% |
0.0055 |
0.7% |
57% |
False |
False |
36,185 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0055 |
0.7% |
41% |
False |
False |
30,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.8078 |
|
1.618 |
0.8038 |
|
1.000 |
0.8013 |
|
0.618 |
0.7998 |
|
HIGH |
0.7973 |
|
0.618 |
0.7958 |
|
0.500 |
0.7953 |
|
0.382 |
0.7948 |
|
LOW |
0.7933 |
|
0.618 |
0.7908 |
|
1.000 |
0.7893 |
|
1.618 |
0.7868 |
|
2.618 |
0.7828 |
|
4.250 |
0.7763 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.8003 |
| PP |
0.7957 |
0.7991 |
| S1 |
0.7953 |
0.7978 |
|