CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 30-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2021 |
30-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7829 |
0.7847 |
0.0018 |
0.2% |
0.7908 |
| High |
0.7861 |
0.7855 |
-0.0006 |
-0.1% |
0.7919 |
| Low |
0.7816 |
0.7790 |
-0.0027 |
-0.3% |
0.7813 |
| Close |
0.7830 |
0.7822 |
-0.0009 |
-0.1% |
0.7827 |
| Range |
0.0045 |
0.0066 |
0.0021 |
45.6% |
0.0106 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.1% |
0.0000 |
| Volume |
84,005 |
134,147 |
50,142 |
59.7% |
322,100 |
|
| Daily Pivots for day following 30-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8019 |
0.7986 |
0.7858 |
|
| R3 |
0.7953 |
0.7920 |
0.7840 |
|
| R2 |
0.7888 |
0.7888 |
0.7834 |
|
| R1 |
0.7855 |
0.7855 |
0.7828 |
0.7838 |
| PP |
0.7822 |
0.7822 |
0.7822 |
0.7814 |
| S1 |
0.7789 |
0.7789 |
0.7815 |
0.7773 |
| S2 |
0.7757 |
0.7757 |
0.7809 |
|
| S3 |
0.7691 |
0.7724 |
0.7803 |
|
| S4 |
0.7626 |
0.7658 |
0.7785 |
|
|
| 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 |
0.7911 |
0.7790 |
0.0121 |
1.5% |
0.0060 |
0.8% |
26% |
False |
True |
94,844 |
| 10 |
0.8005 |
0.7790 |
0.0215 |
2.7% |
0.0053 |
0.7% |
15% |
False |
True |
80,738 |
| 20 |
0.8085 |
0.7790 |
0.0295 |
3.8% |
0.0049 |
0.6% |
11% |
False |
True |
74,267 |
| 40 |
0.8137 |
0.7790 |
0.0348 |
4.4% |
0.0048 |
0.6% |
9% |
False |
True |
71,499 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0055 |
0.7% |
18% |
False |
False |
74,130 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
24% |
False |
False |
55,943 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
24% |
False |
False |
44,795 |
| 120 |
0.8275 |
0.7723 |
0.0553 |
7.1% |
0.0055 |
0.7% |
18% |
False |
False |
37,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8133 |
|
2.618 |
0.8026 |
|
1.618 |
0.7961 |
|
1.000 |
0.7921 |
|
0.618 |
0.7895 |
|
HIGH |
0.7855 |
|
0.618 |
0.7830 |
|
0.500 |
0.7822 |
|
0.382 |
0.7815 |
|
LOW |
0.7790 |
|
0.618 |
0.7749 |
|
1.000 |
0.7724 |
|
1.618 |
0.7684 |
|
2.618 |
0.7618 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 30-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7850 |
| PP |
0.7822 |
0.7841 |
| S1 |
0.7822 |
0.7831 |
|