CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7967 |
0.7991 |
0.0025 |
0.3% |
0.8028 |
| High |
0.7999 |
0.8005 |
0.0006 |
0.1% |
0.8073 |
| Low |
0.7964 |
0.7956 |
-0.0008 |
-0.1% |
0.7933 |
| Close |
0.7993 |
0.7962 |
-0.0031 |
-0.4% |
0.7966 |
| Range |
0.0035 |
0.0049 |
0.0014 |
38.6% |
0.0140 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.0% |
0.0000 |
| Volume |
54,460 |
56,127 |
1,667 |
3.1% |
351,515 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8120 |
0.8089 |
0.7989 |
|
| R3 |
0.8071 |
0.8041 |
0.7975 |
|
| R2 |
0.8023 |
0.8023 |
0.7971 |
|
| R1 |
0.7992 |
0.7992 |
0.7966 |
0.7983 |
| PP |
0.7974 |
0.7974 |
0.7974 |
0.7970 |
| S1 |
0.7944 |
0.7944 |
0.7958 |
0.7935 |
| S2 |
0.7926 |
0.7926 |
0.7953 |
|
| S3 |
0.7877 |
0.7895 |
0.7949 |
|
| S4 |
0.7829 |
0.7847 |
0.7935 |
|
|
| 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% |
0.0055 |
0.7% |
21% |
False |
False |
70,081 |
| 10 |
0.8079 |
0.7933 |
0.0146 |
1.8% |
0.0047 |
0.6% |
20% |
False |
False |
66,719 |
| 20 |
0.8137 |
0.7933 |
0.0204 |
2.6% |
0.0047 |
0.6% |
14% |
False |
False |
68,816 |
| 40 |
0.8137 |
0.7795 |
0.0342 |
4.3% |
0.0051 |
0.6% |
49% |
False |
False |
72,272 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0054 |
0.7% |
54% |
False |
False |
61,936 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
58% |
False |
False |
46,579 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0055 |
0.7% |
58% |
False |
False |
37,291 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.5% |
0.0054 |
0.7% |
40% |
False |
False |
31,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8211 |
|
2.618 |
0.8131 |
|
1.618 |
0.8083 |
|
1.000 |
0.8053 |
|
0.618 |
0.8034 |
|
HIGH |
0.8005 |
|
0.618 |
0.7986 |
|
0.500 |
0.7980 |
|
0.382 |
0.7975 |
|
LOW |
0.7956 |
|
0.618 |
0.7926 |
|
1.000 |
0.7908 |
|
1.618 |
0.7878 |
|
2.618 |
0.7829 |
|
4.250 |
0.7750 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7980 |
0.7969 |
| PP |
0.7974 |
0.7967 |
| S1 |
0.7968 |
0.7964 |
|