CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 14-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2021 |
14-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7807 |
-0.0047 |
-0.6% |
0.7792 |
| High |
0.7871 |
0.7814 |
-0.0057 |
-0.7% |
0.7934 |
| Low |
0.7800 |
0.7789 |
-0.0012 |
-0.1% |
0.7786 |
| Close |
0.7815 |
0.7795 |
-0.0021 |
-0.3% |
0.7856 |
| Range |
0.0071 |
0.0025 |
-0.0046 |
-64.5% |
0.0148 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
10,447 |
359 |
-10,088 |
-96.6% |
465,941 |
|
| Daily Pivots for day following 14-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7859 |
0.7808 |
|
| R3 |
0.7849 |
0.7834 |
0.7801 |
|
| R2 |
0.7824 |
0.7824 |
0.7799 |
|
| R1 |
0.7809 |
0.7809 |
0.7797 |
0.7804 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7796 |
| S1 |
0.7784 |
0.7784 |
0.7792 |
0.7779 |
| S2 |
0.7774 |
0.7774 |
0.7790 |
|
| S3 |
0.7749 |
0.7759 |
0.7788 |
|
| S4 |
0.7724 |
0.7734 |
0.7781 |
|
|
| 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 |
0.7789 |
0.0146 |
1.9% |
0.0043 |
0.6% |
4% |
False |
True |
61,159 |
| 10 |
0.7934 |
0.7779 |
0.0156 |
2.0% |
0.0053 |
0.7% |
10% |
False |
False |
75,774 |
| 20 |
0.8005 |
0.7779 |
0.0226 |
2.9% |
0.0053 |
0.7% |
7% |
False |
False |
78,256 |
| 40 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0050 |
0.6% |
4% |
False |
False |
73,804 |
| 60 |
0.8137 |
0.7779 |
0.0359 |
4.6% |
0.0052 |
0.7% |
4% |
False |
False |
74,698 |
| 80 |
0.8137 |
0.7754 |
0.0384 |
4.9% |
0.0055 |
0.7% |
11% |
False |
False |
65,326 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.3% |
0.0053 |
0.7% |
17% |
False |
False |
52,354 |
| 120 |
0.8147 |
0.7723 |
0.0424 |
5.4% |
0.0055 |
0.7% |
17% |
False |
False |
43,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7920 |
|
2.618 |
0.7879 |
|
1.618 |
0.7854 |
|
1.000 |
0.7839 |
|
0.618 |
0.7829 |
|
HIGH |
0.7814 |
|
0.618 |
0.7804 |
|
0.500 |
0.7801 |
|
0.382 |
0.7798 |
|
LOW |
0.7789 |
|
0.618 |
0.7773 |
|
1.000 |
0.7764 |
|
1.618 |
0.7748 |
|
2.618 |
0.7723 |
|
4.250 |
0.7682 |
|
|
| Fisher Pivots for day following 14-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7801 |
0.7837 |
| PP |
0.7799 |
0.7823 |
| S1 |
0.7797 |
0.7809 |
|