CME Canadian Dollar Future December 2022
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7840 |
0.0007 |
0.1% |
0.7927 |
| High |
0.7852 |
0.7874 |
0.0022 |
0.3% |
0.7965 |
| Low |
0.7833 |
0.7840 |
0.0007 |
0.1% |
0.7864 |
| Close |
0.7852 |
0.7860 |
0.0009 |
0.1% |
0.7864 |
| Range |
0.0019 |
0.0034 |
0.0015 |
81.1% |
0.0101 |
| ATR |
|
|
|
|
|
| Volume |
6 |
10 |
4 |
66.7% |
236 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7958 |
0.7943 |
0.7878 |
|
| R3 |
0.7925 |
0.7909 |
0.7869 |
|
| R2 |
0.7891 |
0.7891 |
0.7866 |
|
| R1 |
0.7876 |
0.7876 |
0.7863 |
0.7884 |
| PP |
0.7858 |
0.7858 |
0.7858 |
0.7862 |
| S1 |
0.7842 |
0.7842 |
0.7857 |
0.7850 |
| S2 |
0.7824 |
0.7824 |
0.7854 |
|
| S3 |
0.7791 |
0.7809 |
0.7851 |
|
| S4 |
0.7757 |
0.7775 |
0.7842 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8201 |
0.8133 |
0.7920 |
|
| R3 |
0.8100 |
0.8032 |
0.7892 |
|
| R2 |
0.7999 |
0.7999 |
0.7883 |
|
| R1 |
0.7931 |
0.7931 |
0.7873 |
0.7915 |
| PP |
0.7898 |
0.7898 |
0.7898 |
0.7889 |
| S1 |
0.7830 |
0.7830 |
0.7855 |
0.7814 |
| S2 |
0.7797 |
0.7797 |
0.7845 |
|
| S3 |
0.7696 |
0.7729 |
0.7836 |
|
| S4 |
0.7595 |
0.7628 |
0.7808 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7961 |
|
1.618 |
0.7928 |
|
1.000 |
0.7907 |
|
0.618 |
0.7894 |
|
HIGH |
0.7874 |
|
0.618 |
0.7861 |
|
0.500 |
0.7857 |
|
0.382 |
0.7853 |
|
LOW |
0.7840 |
|
0.618 |
0.7819 |
|
1.000 |
0.7807 |
|
1.618 |
0.7786 |
|
2.618 |
0.7752 |
|
4.250 |
0.7698 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7859 |
0.7861 |
| PP |
0.7858 |
0.7861 |
| S1 |
0.7857 |
0.7860 |
|