CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	0.8071	0.8025	-0.0046	-0.6%	0.8075
High	0.8079	0.8041	-0.0038	-0.5%	0.8096
Low	0.8018	0.8013	-0.0005	-0.1%	0.8013
Close	0.8025	0.8027	0.0002	0.0%	0.8027
Range	0.0061	0.0029	-0.0033	-53.3%	0.0084
ATR	0.0051	0.0049	-0.0002	-3.1%	0.0000
Volume	63,116	67,326	4,210	6.7%	332,248

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8112	0.8098	0.8042
R3	0.8084	0.8069	0.8034
R2	0.8055	0.8055	0.8032
R1	0.8041	0.8041	0.8029	0.8048
PP	0.8027	0.8027	0.8027	0.8030
S1	0.8012	0.8012	0.8024	0.8020
S2	0.7998	0.7998	0.8021
S3	0.7970	0.7984	0.8019
S4	0.7941	0.7955	0.8011

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	0.8096	0.8013	0.0084	1.0%	0.0042	0.5%	17%	False	True	66,449
10	0.8130	0.8013	0.0118	1.5%	0.0046	0.6%	12%	False	True	72,668
20	0.8137	0.8000	0.0137	1.7%	0.0045	0.6%	19%	False	False	67,638
40	0.8137	0.7754	0.0384	4.8%	0.0054	0.7%	71%	False	False	74,008
60	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	73%	False	False	54,329
80	0.8137	0.7723	0.0415	5.2%	0.0055	0.7%	73%	False	False	40,821
100	0.8159	0.7723	0.0437	5.4%	0.0056	0.7%	70%	False	False	32,675
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	51%	False	False	27,268

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	0.8162
2.618	0.8116
1.618	0.8087
1.000	0.8070
0.618	0.8059
HIGH	0.8041
0.618	0.8030
0.500	0.8027
0.382	0.8023
LOW	0.8013
0.618	0.7995
1.000	0.7984
1.618	0.7966
2.618	0.7938
4.250	0.7891

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	0.8027	0.8046
PP	0.8027	0.8039
S1	0.8027	0.8033

Download as Excel Spreadsheet

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

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