CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7934 |
0.7908 |
-0.0026 |
-0.3% |
0.7967 |
| High |
0.7947 |
0.7919 |
-0.0028 |
-0.4% |
0.8005 |
| Low |
0.7897 |
0.7870 |
-0.0027 |
-0.3% |
0.7897 |
| Close |
0.7899 |
0.7874 |
-0.0025 |
-0.3% |
0.7899 |
| Range |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0108 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.1% |
0.0000 |
| Volume |
76,533 |
66,032 |
-10,501 |
-13.7% |
321,593 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8033 |
0.8002 |
0.7901 |
|
| R3 |
0.7985 |
0.7954 |
0.7887 |
|
| R2 |
0.7936 |
0.7936 |
0.7883 |
|
| R1 |
0.7905 |
0.7905 |
0.7878 |
0.7896 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7883 |
| S1 |
0.7857 |
0.7857 |
0.7870 |
0.7848 |
| S2 |
0.7839 |
0.7839 |
0.7865 |
|
| S3 |
0.7791 |
0.7808 |
0.7861 |
|
| S4 |
0.7742 |
0.7760 |
0.7847 |
|
|
| 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 |
0.7870 |
0.0135 |
1.7% |
0.0047 |
0.6% |
3% |
False |
True |
66,633 |
| 10 |
0.8073 |
0.7870 |
0.0203 |
2.6% |
0.0050 |
0.6% |
2% |
False |
True |
69,167 |
| 20 |
0.8130 |
0.7870 |
0.0260 |
3.3% |
0.0047 |
0.6% |
2% |
False |
True |
70,645 |
| 40 |
0.8137 |
0.7827 |
0.0310 |
3.9% |
0.0049 |
0.6% |
15% |
False |
False |
71,075 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0053 |
0.7% |
31% |
False |
False |
66,498 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0053 |
0.7% |
37% |
False |
False |
50,028 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0055 |
0.7% |
37% |
False |
False |
40,059 |
| 120 |
0.8291 |
0.7723 |
0.0568 |
7.2% |
0.0054 |
0.7% |
27% |
False |
False |
33,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8125 |
|
2.618 |
0.8045 |
|
1.618 |
0.7997 |
|
1.000 |
0.7967 |
|
0.618 |
0.7948 |
|
HIGH |
0.7919 |
|
0.618 |
0.7900 |
|
0.500 |
0.7894 |
|
0.382 |
0.7889 |
|
LOW |
0.7870 |
|
0.618 |
0.7840 |
|
1.000 |
0.7822 |
|
1.618 |
0.7792 |
|
2.618 |
0.7743 |
|
4.250 |
0.7664 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7894 |
0.7908 |
| PP |
0.7888 |
0.7897 |
| S1 |
0.7881 |
0.7885 |
|