CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7991 |
0.7960 |
-0.0031 |
-0.4% |
0.8028 |
| High |
0.8005 |
0.7974 |
-0.0031 |
-0.4% |
0.8073 |
| Low |
0.7956 |
0.7922 |
-0.0035 |
-0.4% |
0.7933 |
| Close |
0.7962 |
0.7927 |
-0.0035 |
-0.4% |
0.7966 |
| Range |
0.0049 |
0.0052 |
0.0004 |
7.2% |
0.0140 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.5% |
0.0000 |
| Volume |
56,127 |
69,525 |
13,398 |
23.9% |
351,515 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8064 |
0.7956 |
|
| R3 |
0.8045 |
0.8012 |
0.7941 |
|
| R2 |
0.7993 |
0.7993 |
0.7937 |
|
| R1 |
0.7960 |
0.7960 |
0.7932 |
0.7950 |
| PP |
0.7941 |
0.7941 |
0.7941 |
0.7936 |
| S1 |
0.7908 |
0.7908 |
0.7922 |
0.7898 |
| S2 |
0.7889 |
0.7889 |
0.7917 |
|
| S3 |
0.7837 |
0.7856 |
0.7913 |
|
| S4 |
0.7785 |
0.7804 |
0.7898 |
|
|
| 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 |
0.8011 |
0.7922 |
0.0090 |
1.1% |
0.0050 |
0.6% |
6% |
False |
True |
65,371 |
| 10 |
0.8079 |
0.7922 |
0.0157 |
2.0% |
0.0047 |
0.6% |
4% |
False |
True |
66,206 |
| 20 |
0.8137 |
0.7922 |
0.0216 |
2.7% |
0.0047 |
0.6% |
3% |
False |
True |
69,107 |
| 40 |
0.8137 |
0.7814 |
0.0323 |
4.1% |
0.0051 |
0.6% |
35% |
False |
False |
71,651 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0054 |
0.7% |
45% |
False |
False |
63,081 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
49% |
False |
False |
47,446 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0055 |
0.7% |
49% |
False |
False |
37,986 |
| 120 |
0.8324 |
0.7723 |
0.0601 |
7.6% |
0.0055 |
0.7% |
34% |
False |
False |
31,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8195 |
|
2.618 |
0.8110 |
|
1.618 |
0.8058 |
|
1.000 |
0.8026 |
|
0.618 |
0.8006 |
|
HIGH |
0.7974 |
|
0.618 |
0.7954 |
|
0.500 |
0.7948 |
|
0.382 |
0.7941 |
|
LOW |
0.7922 |
|
0.618 |
0.7889 |
|
1.000 |
0.7870 |
|
1.618 |
0.7837 |
|
2.618 |
0.7785 |
|
4.250 |
0.7701 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7948 |
0.7963 |
| PP |
0.7941 |
0.7951 |
| S1 |
0.7934 |
0.7939 |
|