CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 08-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2021 |
08-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7837 |
0.7910 |
0.0073 |
0.9% |
0.7829 |
| High |
0.7914 |
0.7934 |
0.0020 |
0.3% |
0.7866 |
| Low |
0.7832 |
0.7895 |
0.0063 |
0.8% |
0.7779 |
| Close |
0.7906 |
0.7900 |
-0.0007 |
-0.1% |
0.7790 |
| Range |
0.0082 |
0.0039 |
-0.0043 |
-52.4% |
0.0088 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
94,486 |
136,473 |
41,987 |
44.4% |
499,145 |
|
| Daily Pivots for day following 08-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8027 |
0.8002 |
0.7921 |
|
| R3 |
0.7988 |
0.7963 |
0.7910 |
|
| R2 |
0.7949 |
0.7949 |
0.7907 |
|
| R1 |
0.7924 |
0.7924 |
0.7903 |
0.7917 |
| PP |
0.7910 |
0.7910 |
0.7910 |
0.7906 |
| S1 |
0.7885 |
0.7885 |
0.7896 |
0.7878 |
| S2 |
0.7871 |
0.7871 |
0.7892 |
|
| S3 |
0.7832 |
0.7846 |
0.7889 |
|
| S4 |
0.7793 |
0.7807 |
0.7878 |
|
|
| 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 |
0.7934 |
0.7779 |
0.0156 |
2.0% |
0.0056 |
0.7% |
78% |
True |
False |
97,207 |
| 10 |
0.7934 |
0.7779 |
0.0156 |
2.0% |
0.0060 |
0.8% |
78% |
True |
False |
98,744 |
| 20 |
0.8073 |
0.7779 |
0.0295 |
3.7% |
0.0055 |
0.7% |
41% |
False |
False |
84,504 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.5% |
0.0050 |
0.6% |
34% |
False |
False |
76,161 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
38% |
False |
False |
76,979 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0056 |
0.7% |
43% |
False |
False |
63,257 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0054 |
0.7% |
43% |
False |
False |
50,667 |
| 120 |
0.8159 |
0.7723 |
0.0437 |
5.5% |
0.0055 |
0.7% |
41% |
False |
False |
42,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8100 |
|
2.618 |
0.8036 |
|
1.618 |
0.7997 |
|
1.000 |
0.7973 |
|
0.618 |
0.7958 |
|
HIGH |
0.7934 |
|
0.618 |
0.7919 |
|
0.500 |
0.7915 |
|
0.382 |
0.7910 |
|
LOW |
0.7895 |
|
0.618 |
0.7871 |
|
1.000 |
0.7856 |
|
1.618 |
0.7832 |
|
2.618 |
0.7793 |
|
4.250 |
0.7729 |
|
|
| Fisher Pivots for day following 08-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7915 |
0.7886 |
| PP |
0.7910 |
0.7873 |
| S1 |
0.7905 |
0.7860 |
|