CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 15-Nov-2021
Day Change Summary
Previous Current
12-Nov-2021 15-Nov-2021 Change Change % Previous Week
Open 0.7944 0.7967 0.0023 0.3% 0.8028
High 0.7973 0.7999 0.0026 0.3% 0.8073
Low 0.7933 0.7964 0.0031 0.4% 0.7933
Close 0.7966 0.7993 0.0027 0.3% 0.7966
Range 0.0040 0.0035 -0.0005 -12.5% 0.0140
ATR 0.0049 0.0048 -0.0001 -2.1% 0.0000
Volume 65,927 54,460 -11,467 -17.4% 351,515
Daily Pivots for day following 15-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8090 0.8076 0.8012
R3 0.8055 0.8041 0.8002
R2 0.8020 0.8020 0.7999
R1 0.8006 0.8006 0.7996 0.8013
PP 0.7985 0.7985 0.7985 0.7989
S1 0.7971 0.7971 0.7989 0.7978
S2 0.7950 0.7950 0.7986
S3 0.7915 0.7936 0.7983
S4 0.7880 0.7901 0.7973
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% 0.0053 0.7% 43% False False 71,701
10 0.8085 0.7933 0.0152 1.9% 0.0046 0.6% 39% False False 67,795
20 0.8137 0.7933 0.0204 2.6% 0.0047 0.6% 29% False False 69,352
40 0.8137 0.7782 0.0356 4.4% 0.0052 0.6% 59% False False 72,919
60 0.8137 0.7754 0.0384 4.8% 0.0055 0.7% 62% False False 61,016
80 0.8137 0.7723 0.0415 5.2% 0.0053 0.7% 65% False False 45,878
100 0.8147 0.7723 0.0424 5.3% 0.0055 0.7% 64% False False 36,730
120 0.8324 0.7723 0.0601 7.5% 0.0055 0.7% 45% False False 30,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.8148
2.618 0.8091
1.618 0.8056
1.000 0.8034
0.618 0.8021
HIGH 0.7999
0.618 0.7986
0.500 0.7982
0.382 0.7977
LOW 0.7964
0.618 0.7942
1.000 0.7929
1.618 0.7907
2.618 0.7872
4.250 0.7815
Fisher Pivots for day following 15-Nov-2021
Pivot 1 day 3 day
R1 0.7989 0.7986
PP 0.7985 0.7979
S1 0.7982 0.7972

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These figures are updated between 7pm and 10pm EST after a trading day.

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