CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7847 |
0.7825 |
-0.0022 |
-0.3% |
0.7908 |
| High |
0.7855 |
0.7866 |
0.0011 |
0.1% |
0.7919 |
| Low |
0.7790 |
0.7794 |
0.0005 |
0.1% |
0.7813 |
| Close |
0.7822 |
0.7806 |
-0.0016 |
-0.2% |
0.7827 |
| Range |
0.0066 |
0.0072 |
0.0007 |
9.9% |
0.0106 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.8% |
0.0000 |
| Volume |
134,147 |
102,379 |
-31,768 |
-23.7% |
322,100 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8038 |
0.7994 |
0.7845 |
|
| R3 |
0.7966 |
0.7922 |
0.7825 |
|
| R2 |
0.7894 |
0.7894 |
0.7819 |
|
| R1 |
0.7850 |
0.7850 |
0.7812 |
0.7836 |
| PP |
0.7822 |
0.7822 |
0.7822 |
0.7815 |
| S1 |
0.7778 |
0.7778 |
0.7799 |
0.7764 |
| S2 |
0.7750 |
0.7750 |
0.7792 |
|
| S3 |
0.7678 |
0.7706 |
0.7786 |
|
| S4 |
0.7606 |
0.7634 |
0.7766 |
|
|
| 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 |
1.6% |
0.0064 |
0.8% |
13% |
False |
False |
100,280 |
| 10 |
0.7974 |
0.7790 |
0.0184 |
2.4% |
0.0056 |
0.7% |
9% |
False |
False |
85,363 |
| 20 |
0.8079 |
0.7790 |
0.0289 |
3.7% |
0.0051 |
0.7% |
6% |
False |
False |
76,041 |
| 40 |
0.8137 |
0.7790 |
0.0348 |
4.5% |
0.0048 |
0.6% |
5% |
False |
False |
72,319 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
14% |
False |
False |
75,375 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
20% |
False |
False |
57,211 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0055 |
0.7% |
20% |
False |
False |
45,818 |
| 120 |
0.8243 |
0.7723 |
0.0520 |
6.7% |
0.0056 |
0.7% |
16% |
False |
False |
38,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8172 |
|
2.618 |
0.8054 |
|
1.618 |
0.7982 |
|
1.000 |
0.7938 |
|
0.618 |
0.7910 |
|
HIGH |
0.7866 |
|
0.618 |
0.7838 |
|
0.500 |
0.7830 |
|
0.382 |
0.7822 |
|
LOW |
0.7794 |
|
0.618 |
0.7750 |
|
1.000 |
0.7722 |
|
1.618 |
0.7678 |
|
2.618 |
0.7606 |
|
4.250 |
0.7488 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7830 |
0.7828 |
| PP |
0.7822 |
0.7820 |
| S1 |
0.7814 |
0.7813 |
|