CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 09-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2021 |
09-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7910 |
0.7904 |
-0.0006 |
-0.1% |
0.7829 |
| High |
0.7934 |
0.7905 |
-0.0029 |
-0.4% |
0.7866 |
| Low |
0.7895 |
0.7860 |
-0.0035 |
-0.4% |
0.7779 |
| Close |
0.7900 |
0.7862 |
-0.0038 |
-0.5% |
0.7790 |
| Range |
0.0039 |
0.0045 |
0.0006 |
15.4% |
0.0088 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
136,473 |
117,079 |
-19,394 |
-14.2% |
499,145 |
|
| Daily Pivots for day following 09-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8011 |
0.7981 |
0.7887 |
|
| R3 |
0.7966 |
0.7936 |
0.7874 |
|
| R2 |
0.7921 |
0.7921 |
0.7870 |
|
| R1 |
0.7891 |
0.7891 |
0.7866 |
0.7884 |
| PP |
0.7876 |
0.7876 |
0.7876 |
0.7872 |
| S1 |
0.7846 |
0.7846 |
0.7858 |
0.7839 |
| S2 |
0.7831 |
0.7831 |
0.7854 |
|
| S3 |
0.7786 |
0.7801 |
0.7850 |
|
| S4 |
0.7741 |
0.7756 |
0.7837 |
|
|
| 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% |
0.0058 |
0.7% |
54% |
False |
False |
104,245 |
| 10 |
0.7934 |
0.7779 |
0.0156 |
2.0% |
0.0061 |
0.8% |
54% |
False |
False |
103,860 |
| 20 |
0.8011 |
0.7779 |
0.0233 |
3.0% |
0.0054 |
0.7% |
36% |
False |
False |
85,704 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0050 |
0.6% |
23% |
False |
False |
77,574 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0054 |
0.7% |
28% |
False |
False |
77,829 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0056 |
0.7% |
34% |
False |
False |
64,714 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0054 |
0.7% |
34% |
False |
False |
51,835 |
| 120 |
0.8159 |
0.7723 |
0.0437 |
5.6% |
0.0055 |
0.7% |
32% |
False |
False |
43,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8096 |
|
2.618 |
0.8023 |
|
1.618 |
0.7978 |
|
1.000 |
0.7950 |
|
0.618 |
0.7933 |
|
HIGH |
0.7905 |
|
0.618 |
0.7888 |
|
0.500 |
0.7883 |
|
0.382 |
0.7877 |
|
LOW |
0.7860 |
|
0.618 |
0.7832 |
|
1.000 |
0.7815 |
|
1.618 |
0.7787 |
|
2.618 |
0.7742 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 09-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7883 |
0.7883 |
| PP |
0.7876 |
0.7876 |
| S1 |
0.7869 |
0.7869 |
|