CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 29-Nov-2021
Day Change Summary
Previous Current
26-Nov-2021 29-Nov-2021 Change Change % Previous Week
Open 0.7896 0.7829 -0.0067 -0.8% 0.7908
High 0.7911 0.7861 -0.0050 -0.6% 0.7919
Low 0.7813 0.7816 0.0004 0.0% 0.7813
Close 0.7827 0.7830 0.0003 0.0% 0.7827
Range 0.0098 0.0045 -0.0053 -54.1% 0.0106
ATR 0.0051 0.0051 0.0000 -0.8% 0.0000
Volume 114,952 84,005 -30,947 -26.9% 322,100
Daily Pivots for day following 29-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7971 0.7945 0.7855
R3 0.7926 0.7900 0.7842
R2 0.7881 0.7881 0.7838
R1 0.7855 0.7855 0.7834 0.7868
PP 0.7836 0.7836 0.7836 0.7842
S1 0.7810 0.7810 0.7826 0.7823
S2 0.7791 0.7791 0.7822
S3 0.7746 0.7765 0.7818
S4 0.7701 0.7720 0.7805
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 0.7919 0.7813 0.0106 1.4% 0.0056 0.7% 17% False False 81,221
10 0.8005 0.7813 0.0192 2.5% 0.0050 0.6% 9% False False 72,769
20 0.8096 0.7813 0.0284 3.6% 0.0048 0.6% 6% False False 70,573
40 0.8137 0.7813 0.0325 4.1% 0.0048 0.6% 5% False False 70,150
60 0.8137 0.7754 0.0384 4.9% 0.0054 0.7% 20% False False 72,019
80 0.8137 0.7723 0.0415 5.3% 0.0054 0.7% 26% False False 54,269
100 0.8137 0.7723 0.0415 5.3% 0.0054 0.7% 26% False False 43,454
120 0.8283 0.7723 0.0560 7.2% 0.0055 0.7% 19% False False 36,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8052
2.618 0.7979
1.618 0.7934
1.000 0.7906
0.618 0.7889
HIGH 0.7861
0.618 0.7844
0.500 0.7839
0.382 0.7833
LOW 0.7816
0.618 0.7788
1.000 0.7771
1.618 0.7743
2.618 0.7698
4.250 0.7625
Fisher Pivots for day following 29-Nov-2021
Pivot 1 day 3 day
R1 0.7839 0.7862
PP 0.7836 0.7851
S1 0.7833 0.7841

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

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