CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	0.8025	0.8028	0.0003	0.0%	0.8075
High	0.8041	0.8041	0.0000	0.0%	0.8096
Low	0.8013	0.8022	0.0010	0.1%	0.8013
Close	0.8027	0.8035	0.0009	0.1%	0.8027
Range	0.0029	0.0019	-0.0010	-33.3%	0.0084
ATR	0.0049	0.0047	-0.0002	-4.4%	0.0000
Volume	67,326	47,466	-19,860	-29.5%	332,248

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8090	0.8081	0.8045
R3	0.8071	0.8062	0.8040
R2	0.8052	0.8052	0.8038
R1	0.8043	0.8043	0.8037	0.8048
PP	0.8033	0.8033	0.8033	0.8035
S1	0.8024	0.8024	0.8033	0.8029
S2	0.8014	0.8014	0.8032
S3	0.7995	0.8005	0.8030
S4	0.7976	0.7986	0.8025

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8296	0.8245	0.8072
R3	0.8212	0.8161	0.8049
R2	0.8129	0.8129	0.8042
R1	0.8078	0.8078	0.8034	0.8061
PP	0.8045	0.8045	0.8045	0.8037
S1	0.7994	0.7994	0.8019	0.7978
S2	0.7962	0.7962	0.8011
S3	0.7878	0.7911	0.8004
S4	0.7795	0.7827	0.7981

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8085	0.8013	0.0072	0.9%	0.0039	0.5%	31%	False	False	63,889
10	0.8130	0.8013	0.0118	1.5%	0.0044	0.5%	19%	False	False	72,124
20	0.8137	0.8000	0.0137	1.7%	0.0044	0.6%	26%	False	False	67,762
40	0.8137	0.7754	0.0384	4.8%	0.0054	0.7%	73%	False	False	73,272
60	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	75%	False	False	55,111
80	0.8137	0.7723	0.0415	5.2%	0.0054	0.7%	75%	False	False	41,411
100	0.8159	0.7723	0.0437	5.4%	0.0056	0.7%	72%	False	False	33,148
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	52%	False	False	27,663

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8091
1.618	0.8072
1.000	0.8060
0.618	0.8053
HIGH	0.8041
0.618	0.8034
0.500	0.8032
0.382	0.8029
LOW	0.8022
0.618	0.8010
1.000	0.8003
1.618	0.7991
2.618	0.7972
4.250	0.7941

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	0.8034	0.8046
PP	0.8033	0.8042
S1	0.8032	0.8039

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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