CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 10-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2021 |
10-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7904 |
0.7867 |
-0.0038 |
-0.5% |
0.7792 |
| High |
0.7905 |
0.7886 |
-0.0019 |
-0.2% |
0.7934 |
| Low |
0.7860 |
0.7850 |
-0.0011 |
-0.1% |
0.7786 |
| Close |
0.7862 |
0.7856 |
-0.0007 |
-0.1% |
0.7856 |
| Range |
0.0045 |
0.0037 |
-0.0009 |
-18.9% |
0.0148 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
117,079 |
41,438 |
-75,641 |
-64.6% |
465,941 |
|
| Daily Pivots for day following 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7973 |
0.7951 |
0.7876 |
|
| R3 |
0.7937 |
0.7914 |
0.7866 |
|
| R2 |
0.7900 |
0.7900 |
0.7862 |
|
| R1 |
0.7878 |
0.7878 |
0.7859 |
0.7871 |
| PP |
0.7864 |
0.7864 |
0.7864 |
0.7860 |
| S1 |
0.7841 |
0.7841 |
0.7852 |
0.7834 |
| S2 |
0.7827 |
0.7827 |
0.7849 |
|
| S3 |
0.7791 |
0.7805 |
0.7845 |
|
| S4 |
0.7754 |
0.7768 |
0.7835 |
|
|
| Weekly Pivots for week ending 10-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8303 |
0.8227 |
0.7937 |
|
| R3 |
0.8155 |
0.8079 |
0.7896 |
|
| R2 |
0.8007 |
0.8007 |
0.7883 |
|
| R1 |
0.7931 |
0.7931 |
0.7869 |
0.7969 |
| PP |
0.7859 |
0.7859 |
0.7859 |
0.7877 |
| S1 |
0.7783 |
0.7783 |
0.7842 |
0.7821 |
| S2 |
0.7711 |
0.7711 |
0.7828 |
|
| S3 |
0.7563 |
0.7635 |
0.7815 |
|
| S4 |
0.7415 |
0.7487 |
0.7774 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7934 |
0.7786 |
0.0148 |
1.9% |
0.0051 |
0.7% |
47% |
False |
False |
93,188 |
| 10 |
0.7934 |
0.7779 |
0.0156 |
2.0% |
0.0054 |
0.7% |
50% |
False |
False |
96,508 |
| 20 |
0.8005 |
0.7779 |
0.0226 |
2.9% |
0.0052 |
0.7% |
34% |
False |
False |
83,735 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0050 |
0.6% |
21% |
False |
False |
76,855 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0053 |
0.7% |
27% |
False |
False |
77,499 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0056 |
0.7% |
32% |
False |
False |
65,225 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0053 |
0.7% |
32% |
False |
False |
52,248 |
| 120 |
0.8159 |
0.7723 |
0.0437 |
5.6% |
0.0055 |
0.7% |
30% |
False |
False |
43,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8041 |
|
2.618 |
0.7982 |
|
1.618 |
0.7945 |
|
1.000 |
0.7923 |
|
0.618 |
0.7909 |
|
HIGH |
0.7886 |
|
0.618 |
0.7872 |
|
0.500 |
0.7868 |
|
0.382 |
0.7863 |
|
LOW |
0.7850 |
|
0.618 |
0.7827 |
|
1.000 |
0.7813 |
|
1.618 |
0.7790 |
|
2.618 |
0.7754 |
|
4.250 |
0.7694 |
|
|
| Fisher Pivots for day following 10-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7868 |
0.7892 |
| PP |
0.7864 |
0.7880 |
| S1 |
0.7860 |
0.7868 |
|