CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7930 |
0.7934 |
0.0005 |
0.1% |
0.7967 |
| High |
0.7941 |
0.7947 |
0.0006 |
0.1% |
0.8005 |
| Low |
0.7907 |
0.7897 |
-0.0010 |
-0.1% |
0.7897 |
| Close |
0.7936 |
0.7899 |
-0.0037 |
-0.5% |
0.7899 |
| Range |
0.0035 |
0.0050 |
0.0015 |
43.5% |
0.0108 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.3% |
0.0000 |
| Volume |
64,948 |
76,533 |
11,585 |
17.8% |
321,593 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8030 |
0.7926 |
|
| R3 |
0.8013 |
0.7981 |
0.7912 |
|
| R2 |
0.7964 |
0.7964 |
0.7908 |
|
| R1 |
0.7931 |
0.7931 |
0.7903 |
0.7923 |
| PP |
0.7914 |
0.7914 |
0.7914 |
0.7910 |
| S1 |
0.7882 |
0.7882 |
0.7894 |
0.7873 |
| S2 |
0.7865 |
0.7865 |
0.7889 |
|
| S3 |
0.7815 |
0.7832 |
0.7885 |
|
| S4 |
0.7766 |
0.7783 |
0.7871 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8256 |
0.8185 |
0.7958 |
|
| R3 |
0.8148 |
0.8077 |
0.7928 |
|
| R2 |
0.8041 |
0.8041 |
0.7918 |
|
| R1 |
0.7970 |
0.7970 |
0.7908 |
0.7952 |
| PP |
0.7933 |
0.7933 |
0.7933 |
0.7924 |
| S1 |
0.7862 |
0.7862 |
0.7889 |
0.7844 |
| S2 |
0.7826 |
0.7826 |
0.7879 |
|
| S3 |
0.7718 |
0.7755 |
0.7869 |
|
| S4 |
0.7611 |
0.7647 |
0.7839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8005 |
0.7897 |
0.0108 |
1.4% |
0.0044 |
0.6% |
1% |
False |
True |
64,318 |
| 10 |
0.8073 |
0.7897 |
0.0176 |
2.2% |
0.0047 |
0.6% |
1% |
False |
True |
67,310 |
| 20 |
0.8130 |
0.7897 |
0.0233 |
2.9% |
0.0046 |
0.6% |
1% |
False |
True |
69,989 |
| 40 |
0.8137 |
0.7827 |
0.0310 |
3.9% |
0.0049 |
0.6% |
23% |
False |
False |
71,157 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
38% |
False |
False |
65,416 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
42% |
False |
False |
49,209 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0055 |
0.7% |
42% |
False |
False |
39,399 |
| 120 |
0.8311 |
0.7723 |
0.0588 |
7.4% |
0.0055 |
0.7% |
30% |
False |
False |
32,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8076 |
|
1.618 |
0.8027 |
|
1.000 |
0.7996 |
|
0.618 |
0.7977 |
|
HIGH |
0.7947 |
|
0.618 |
0.7928 |
|
0.500 |
0.7922 |
|
0.382 |
0.7916 |
|
LOW |
0.7897 |
|
0.618 |
0.7866 |
|
1.000 |
0.7848 |
|
1.618 |
0.7817 |
|
2.618 |
0.7767 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7922 |
0.7935 |
| PP |
0.7914 |
0.7923 |
| S1 |
0.7906 |
0.7911 |
|