CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7801 |
0.7808 |
0.0007 |
0.1% |
0.7829 |
| High |
0.7825 |
0.7847 |
0.0022 |
0.3% |
0.7866 |
| Low |
0.7789 |
0.7779 |
-0.0010 |
-0.1% |
0.7779 |
| Close |
0.7805 |
0.7790 |
-0.0015 |
-0.2% |
0.7790 |
| Range |
0.0037 |
0.0068 |
0.0032 |
86.3% |
0.0088 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
| Volume |
81,890 |
96,724 |
14,834 |
18.1% |
499,145 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7967 |
0.7827 |
|
| R3 |
0.7941 |
0.7899 |
0.7808 |
|
| R2 |
0.7873 |
0.7873 |
0.7802 |
|
| R1 |
0.7831 |
0.7831 |
0.7796 |
0.7818 |
| PP |
0.7805 |
0.7805 |
0.7805 |
0.7798 |
| S1 |
0.7763 |
0.7763 |
0.7783 |
0.7750 |
| S2 |
0.7737 |
0.7737 |
0.7777 |
|
| S3 |
0.7669 |
0.7695 |
0.7771 |
|
| S4 |
0.7601 |
0.7627 |
0.7752 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8074 |
0.8019 |
0.7838 |
|
| R3 |
0.7986 |
0.7932 |
0.7814 |
|
| R2 |
0.7899 |
0.7899 |
0.7806 |
|
| R1 |
0.7844 |
0.7844 |
0.7798 |
0.7828 |
| PP |
0.7811 |
0.7811 |
0.7811 |
0.7803 |
| S1 |
0.7757 |
0.7757 |
0.7781 |
0.7740 |
| S2 |
0.7724 |
0.7724 |
0.7773 |
|
| S3 |
0.7636 |
0.7669 |
0.7765 |
|
| S4 |
0.7549 |
0.7582 |
0.7741 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7866 |
0.7779 |
0.0088 |
1.1% |
0.0057 |
0.7% |
13% |
False |
True |
99,829 |
| 10 |
0.7947 |
0.7779 |
0.0168 |
2.2% |
0.0057 |
0.7% |
7% |
False |
True |
89,777 |
| 20 |
0.8073 |
0.7779 |
0.0295 |
3.8% |
0.0051 |
0.7% |
4% |
False |
True |
78,083 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0049 |
0.6% |
3% |
False |
True |
73,188 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
9% |
False |
False |
75,954 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0055 |
0.7% |
16% |
False |
False |
59,428 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
16% |
False |
False |
47,602 |
| 120 |
0.8223 |
0.7723 |
0.0501 |
6.4% |
0.0056 |
0.7% |
13% |
False |
False |
39,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8136 |
|
2.618 |
0.8025 |
|
1.618 |
0.7957 |
|
1.000 |
0.7915 |
|
0.618 |
0.7889 |
|
HIGH |
0.7847 |
|
0.618 |
0.7821 |
|
0.500 |
0.7813 |
|
0.382 |
0.7804 |
|
LOW |
0.7779 |
|
0.618 |
0.7736 |
|
1.000 |
0.7711 |
|
1.618 |
0.7668 |
|
2.618 |
0.7600 |
|
4.250 |
0.7490 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7822 |
| PP |
0.7805 |
0.7811 |
| S1 |
0.7797 |
0.7800 |
|