CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7874 |
0.7891 |
0.0017 |
0.2% |
0.7967 |
| High |
0.7899 |
0.7905 |
0.0006 |
0.1% |
0.8005 |
| Low |
0.7846 |
0.7867 |
0.0022 |
0.3% |
0.7897 |
| Close |
0.7885 |
0.7892 |
0.0007 |
0.1% |
0.7899 |
| Range |
0.0053 |
0.0038 |
-0.0016 |
-29.2% |
0.0108 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
75,197 |
65,919 |
-9,278 |
-12.3% |
321,593 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8000 |
0.7983 |
0.7912 |
|
| R3 |
0.7963 |
0.7946 |
0.7902 |
|
| R2 |
0.7925 |
0.7925 |
0.7898 |
|
| R1 |
0.7908 |
0.7908 |
0.7895 |
0.7917 |
| PP |
0.7888 |
0.7888 |
0.7888 |
0.7892 |
| S1 |
0.7871 |
0.7871 |
0.7888 |
0.7879 |
| S2 |
0.7850 |
0.7850 |
0.7885 |
|
| S3 |
0.7813 |
0.7833 |
0.7881 |
|
| S4 |
0.7775 |
0.7796 |
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 |
0.7947 |
0.7846 |
0.0101 |
1.3% |
0.0045 |
0.6% |
46% |
False |
False |
69,725 |
| 10 |
0.8011 |
0.7846 |
0.0166 |
2.1% |
0.0047 |
0.6% |
28% |
False |
False |
67,548 |
| 20 |
0.8112 |
0.7846 |
0.0266 |
3.4% |
0.0045 |
0.6% |
17% |
False |
False |
68,790 |
| 40 |
0.8137 |
0.7835 |
0.0303 |
3.8% |
0.0048 |
0.6% |
19% |
False |
False |
70,222 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0053 |
0.7% |
36% |
False |
False |
68,780 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0053 |
0.7% |
41% |
False |
False |
51,786 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
41% |
False |
False |
41,466 |
| 120 |
0.8288 |
0.7723 |
0.0566 |
7.2% |
0.0055 |
0.7% |
30% |
False |
False |
34,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8064 |
|
2.618 |
0.8003 |
|
1.618 |
0.7965 |
|
1.000 |
0.7942 |
|
0.618 |
0.7928 |
|
HIGH |
0.7905 |
|
0.618 |
0.7890 |
|
0.500 |
0.7886 |
|
0.382 |
0.7881 |
|
LOW |
0.7867 |
|
0.618 |
0.7844 |
|
1.000 |
0.7830 |
|
1.618 |
0.7806 |
|
2.618 |
0.7769 |
|
4.250 |
0.7708 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7890 |
0.7888 |
| PP |
0.7888 |
0.7885 |
| S1 |
0.7886 |
0.7882 |
|