CME Canadian Dollar Future December 2021
Trading Metrics calculated at close of trading on 07-Dec-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2021 |
07-Dec-2021 |
Change |
Change % |
Previous Week |
Open |
0.7792 |
0.7837 |
0.0046 |
0.6% |
0.7829 |
High |
0.7841 |
0.7914 |
0.0074 |
0.9% |
0.7866 |
Low |
0.7786 |
0.7832 |
0.0046 |
0.6% |
0.7779 |
Close |
0.7831 |
0.7906 |
0.0075 |
1.0% |
0.7790 |
Range |
0.0055 |
0.0082 |
0.0028 |
50.5% |
0.0088 |
ATR |
0.0053 |
0.0055 |
0.0002 |
4.0% |
0.0000 |
Volume |
76,465 |
94,486 |
18,021 |
23.6% |
499,145 |
|
Daily Pivots for day following 07-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8130 |
0.8100 |
0.7951 |
|
R3 |
0.8048 |
0.8018 |
0.7929 |
|
R2 |
0.7966 |
0.7966 |
0.7921 |
|
R1 |
0.7936 |
0.7936 |
0.7914 |
0.7951 |
PP |
0.7884 |
0.7884 |
0.7884 |
0.7892 |
S1 |
0.7854 |
0.7854 |
0.7898 |
0.7869 |
S2 |
0.7802 |
0.7802 |
0.7891 |
|
S3 |
0.7720 |
0.7772 |
0.7883 |
|
S4 |
0.7638 |
0.7690 |
0.7861 |
|
|
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 |
0.7914 |
0.7779 |
0.0136 |
1.7% |
0.0063 |
0.8% |
94% |
True |
False |
90,388 |
10 |
0.7914 |
0.7779 |
0.0136 |
1.7% |
0.0061 |
0.8% |
94% |
True |
False |
92,616 |
20 |
0.8073 |
0.7779 |
0.0295 |
3.7% |
0.0055 |
0.7% |
43% |
False |
False |
80,891 |
40 |
0.8137 |
0.7779 |
0.0359 |
4.5% |
0.0050 |
0.6% |
36% |
False |
False |
74,327 |
60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
40% |
False |
False |
75,811 |
80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0056 |
0.7% |
44% |
False |
False |
61,556 |
100 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0055 |
0.7% |
44% |
False |
False |
49,307 |
120 |
0.8159 |
0.7723 |
0.0437 |
5.5% |
0.0056 |
0.7% |
42% |
False |
False |
41,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8263 |
2.618 |
0.8129 |
1.618 |
0.8047 |
1.000 |
0.7996 |
0.618 |
0.7965 |
HIGH |
0.7914 |
0.618 |
0.7883 |
0.500 |
0.7873 |
0.382 |
0.7863 |
LOW |
0.7832 |
0.618 |
0.7781 |
1.000 |
0.7750 |
1.618 |
0.7699 |
2.618 |
0.7617 |
4.250 |
0.7484 |
|
|
Fisher Pivots for day following 07-Dec-2021 |
Pivot |
1 day |
3 day |
R1 |
0.7895 |
0.7886 |
PP |
0.7884 |
0.7866 |
S1 |
0.7873 |
0.7846 |
|