CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7808 |
0.7792 |
-0.0017 |
-0.2% |
0.7829 |
| High |
0.7847 |
0.7841 |
-0.0006 |
-0.1% |
0.7866 |
| Low |
0.7779 |
0.7786 |
0.0008 |
0.1% |
0.7779 |
| Close |
0.7790 |
0.7831 |
0.0042 |
0.5% |
0.7790 |
| Range |
0.0068 |
0.0055 |
-0.0014 |
-19.9% |
0.0088 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.2% |
0.0000 |
| Volume |
96,724 |
76,465 |
-20,259 |
-20.9% |
499,145 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7961 |
0.7861 |
|
| R3 |
0.7928 |
0.7907 |
0.7846 |
|
| R2 |
0.7874 |
0.7874 |
0.7841 |
|
| R1 |
0.7852 |
0.7852 |
0.7836 |
0.7863 |
| PP |
0.7819 |
0.7819 |
0.7819 |
0.7825 |
| S1 |
0.7798 |
0.7798 |
0.7826 |
0.7809 |
| S2 |
0.7765 |
0.7765 |
0.7821 |
|
| S3 |
0.7710 |
0.7743 |
0.7816 |
|
| S4 |
0.7656 |
0.7689 |
0.7801 |
|
|
| 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% |
0.0059 |
0.8% |
60% |
False |
False |
98,321 |
| 10 |
0.7919 |
0.7779 |
0.0140 |
1.8% |
0.0058 |
0.7% |
38% |
False |
False |
89,771 |
| 20 |
0.8073 |
0.7779 |
0.0295 |
3.8% |
0.0052 |
0.7% |
18% |
False |
False |
78,540 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0049 |
0.6% |
15% |
False |
False |
73,089 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0053 |
0.7% |
20% |
False |
False |
75,519 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0055 |
0.7% |
26% |
False |
False |
60,382 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
26% |
False |
False |
48,365 |
| 120 |
0.8159 |
0.7723 |
0.0437 |
5.6% |
0.0056 |
0.7% |
25% |
False |
False |
40,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8072 |
|
2.618 |
0.7983 |
|
1.618 |
0.7929 |
|
1.000 |
0.7895 |
|
0.618 |
0.7874 |
|
HIGH |
0.7841 |
|
0.618 |
0.7820 |
|
0.500 |
0.7813 |
|
0.382 |
0.7807 |
|
LOW |
0.7786 |
|
0.618 |
0.7752 |
|
1.000 |
0.7732 |
|
1.618 |
0.7698 |
|
2.618 |
0.7643 |
|
4.250 |
0.7554 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7825 |
0.7825 |
| PP |
0.7819 |
0.7819 |
| S1 |
0.7813 |
0.7813 |
|