CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7825 |
0.7801 |
-0.0024 |
-0.3% |
0.7908 |
| High |
0.7866 |
0.7825 |
-0.0041 |
-0.5% |
0.7919 |
| Low |
0.7794 |
0.7789 |
-0.0006 |
-0.1% |
0.7813 |
| Close |
0.7806 |
0.7805 |
-0.0001 |
0.0% |
0.7827 |
| Range |
0.0072 |
0.0037 |
-0.0036 |
-49.3% |
0.0106 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
102,379 |
81,890 |
-20,489 |
-20.0% |
322,100 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7916 |
0.7897 |
0.7825 |
|
| R3 |
0.7879 |
0.7860 |
0.7815 |
|
| R2 |
0.7843 |
0.7843 |
0.7811 |
|
| R1 |
0.7824 |
0.7824 |
0.7808 |
0.7833 |
| PP |
0.7806 |
0.7806 |
0.7806 |
0.7811 |
| S1 |
0.7787 |
0.7787 |
0.7801 |
0.7797 |
| S2 |
0.7770 |
0.7770 |
0.7798 |
|
| S3 |
0.7733 |
0.7751 |
0.7794 |
|
| S4 |
0.7697 |
0.7714 |
0.7784 |
|
|
| 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 |
0.7789 |
0.0122 |
1.6% |
0.0063 |
0.8% |
13% |
False |
True |
103,474 |
| 10 |
0.7947 |
0.7789 |
0.0158 |
2.0% |
0.0054 |
0.7% |
10% |
False |
True |
86,600 |
| 20 |
0.8079 |
0.7789 |
0.0290 |
3.7% |
0.0051 |
0.6% |
6% |
False |
True |
76,403 |
| 40 |
0.8137 |
0.7789 |
0.0349 |
4.5% |
0.0048 |
0.6% |
5% |
False |
True |
72,358 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
13% |
False |
False |
75,667 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
20% |
False |
False |
58,229 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
20% |
False |
False |
46,636 |
| 120 |
0.8241 |
0.7723 |
0.0519 |
6.6% |
0.0056 |
0.7% |
16% |
False |
False |
38,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7980 |
|
2.618 |
0.7921 |
|
1.618 |
0.7884 |
|
1.000 |
0.7862 |
|
0.618 |
0.7848 |
|
HIGH |
0.7825 |
|
0.618 |
0.7811 |
|
0.500 |
0.7807 |
|
0.382 |
0.7802 |
|
LOW |
0.7789 |
|
0.618 |
0.7766 |
|
1.000 |
0.7752 |
|
1.618 |
0.7729 |
|
2.618 |
0.7693 |
|
4.250 |
0.7633 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7807 |
0.7827 |
| PP |
0.7806 |
0.7820 |
| S1 |
0.7805 |
0.7812 |
|