CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 0.7891 0.7896 0.0005 0.1% 0.7908
High 0.7905 0.7911 0.0006 0.1% 0.7919
Low 0.7867 0.7813 -0.0055 -0.7% 0.7813
Close 0.7892 0.7827 -0.0065 -0.8% 0.7827
Range 0.0038 0.0098 0.0061 161.3% 0.0106
ATR 0.0047 0.0051 0.0004 7.6% 0.0000
Volume 65,919 114,952 49,033 74.4% 322,100
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8144 0.8084 0.7881
R3 0.8046 0.7986 0.7854
R2 0.7948 0.7948 0.7845
R1 0.7888 0.7888 0.7836 0.7869
PP 0.7850 0.7850 0.7850 0.7841
S1 0.7790 0.7790 0.7818 0.7771
S2 0.7752 0.7752 0.7809
S3 0.7654 0.7692 0.7800
S4 0.7556 0.7594 0.7773
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8171 0.8105 0.7885
R3 0.8065 0.7999 0.7856
R2 0.7959 0.7959 0.7846
R1 0.7893 0.7893 0.7837 0.7873
PP 0.7853 0.7853 0.7853 0.7843
S1 0.7787 0.7787 0.7817 0.7767
S2 0.7747 0.7747 0.7808
S3 0.7641 0.7681 0.7798
S4 0.7535 0.7575 0.7769
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7947 0.7813 0.0134 1.7% 0.0057 0.7% 11% False True 79,726
10 0.8005 0.7813 0.0192 2.5% 0.0050 0.6% 8% False True 70,962
20 0.8112 0.7813 0.0299 3.8% 0.0048 0.6% 5% False True 70,958
40 0.8137 0.7813 0.0325 4.1% 0.0048 0.6% 4% False True 70,385
60 0.8137 0.7754 0.0384 4.9% 0.0055 0.7% 19% False False 70,655
80 0.8137 0.7723 0.0415 5.3% 0.0054 0.7% 25% False False 53,221
100 0.8137 0.7723 0.0415 5.3% 0.0054 0.7% 25% False False 42,616
120 0.8288 0.7723 0.0566 7.2% 0.0055 0.7% 18% False False 35,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.8327
2.618 0.8167
1.618 0.8069
1.000 0.8009
0.618 0.7971
HIGH 0.7911
0.618 0.7873
0.500 0.7862
0.382 0.7850
LOW 0.7813
0.618 0.7752
1.000 0.7715
1.618 0.7654
2.618 0.7556
4.250 0.7396
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 0.7862 0.7862
PP 0.7850 0.7850
S1 0.7839 0.7839

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These figures are updated between 7pm and 10pm EST after a trading day.

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