CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 13-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2021 |
13-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7867 |
0.7853 |
-0.0014 |
-0.2% |
0.7792 |
| High |
0.7886 |
0.7871 |
-0.0016 |
-0.2% |
0.7934 |
| Low |
0.7850 |
0.7800 |
-0.0050 |
-0.6% |
0.7786 |
| Close |
0.7856 |
0.7815 |
-0.0041 |
-0.5% |
0.7856 |
| Range |
0.0037 |
0.0071 |
0.0034 |
93.2% |
0.0148 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.5% |
0.0000 |
| Volume |
41,438 |
10,447 |
-30,991 |
-74.8% |
465,941 |
|
| Daily Pivots for day following 13-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.7998 |
0.7854 |
|
| R3 |
0.7970 |
0.7928 |
0.7834 |
|
| R2 |
0.7899 |
0.7899 |
0.7828 |
|
| R1 |
0.7857 |
0.7857 |
0.7821 |
0.7843 |
| PP |
0.7829 |
0.7829 |
0.7829 |
0.7821 |
| S1 |
0.7787 |
0.7787 |
0.7809 |
0.7772 |
| S2 |
0.7758 |
0.7758 |
0.7802 |
|
| S3 |
0.7688 |
0.7716 |
0.7796 |
|
| S4 |
0.7617 |
0.7646 |
0.7776 |
|
|
| 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 |
0.7800 |
0.0134 |
1.7% |
0.0055 |
0.7% |
11% |
False |
True |
79,984 |
| 10 |
0.7934 |
0.7779 |
0.0156 |
2.0% |
0.0057 |
0.7% |
23% |
False |
False |
89,152 |
| 20 |
0.8005 |
0.7779 |
0.0226 |
2.9% |
0.0054 |
0.7% |
16% |
False |
False |
80,961 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0050 |
0.6% |
10% |
False |
False |
75,320 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0053 |
0.7% |
16% |
False |
False |
76,350 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0055 |
0.7% |
22% |
False |
False |
65,330 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0053 |
0.7% |
22% |
False |
False |
52,351 |
| 120 |
0.8147 |
0.7723 |
0.0424 |
5.4% |
0.0055 |
0.7% |
22% |
False |
False |
43,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8170 |
|
2.618 |
0.8055 |
|
1.618 |
0.7985 |
|
1.000 |
0.7941 |
|
0.618 |
0.7914 |
|
HIGH |
0.7871 |
|
0.618 |
0.7844 |
|
0.500 |
0.7835 |
|
0.382 |
0.7827 |
|
LOW |
0.7800 |
|
0.618 |
0.7756 |
|
1.000 |
0.7730 |
|
1.618 |
0.7686 |
|
2.618 |
0.7615 |
|
4.250 |
0.7500 |
|
|
| Fisher Pivots for day following 13-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7835 |
0.7853 |
| PP |
0.7829 |
0.7840 |
| S1 |
0.7822 |
0.7828 |
|