CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 09-Nov-2021

Day Change Summary
	Previous	Current
	08-Nov-2021	09-Nov-2021	Change	Change %	Previous Week
Open	0.8028	0.8035	0.0008	0.1%	0.8075
High	0.8041	0.8046	0.0005	0.1%	0.8096
Low	0.8022	0.8008	-0.0015	-0.2%	0.8013
Close	0.8035	0.8041	0.0006	0.1%	0.8027
Range	0.0019	0.0039	0.0020	102.6%	0.0084
ATR	0.0047	0.0046	-0.0001	-1.3%	0.0000
Volume	47,466	64,230	16,764	35.3%	332,248

Daily Pivots for day following 09-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8147	0.8132	0.8062
R3	0.8108	0.8094	0.8051
R2	0.8070	0.8070	0.8048
R1	0.8055	0.8055	0.8044	0.8063
PP	0.8031	0.8031	0.8031	0.8035
S1	0.8017	0.8017	0.8037	0.8024
S2	0.7993	0.7993	0.8033
S3	0.7954	0.7978	0.8030
S4	0.7916	0.7940	0.8019

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	0.8079	0.8008	0.0071	0.9%	0.0039	0.5%	46%	False	True	63,356
10	0.8130	0.8008	0.0123	1.5%	0.0044	0.6%	27%	False	True	73,087
20	0.8137	0.8008	0.0130	1.6%	0.0044	0.5%	25%	False	True	67,818
40	0.8137	0.7754	0.0384	4.8%	0.0053	0.7%	75%	False	False	73,217
60	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	77%	False	False	56,175
80	0.8137	0.7723	0.0415	5.2%	0.0053	0.7%	77%	False	False	42,208
100	0.8159	0.7723	0.0437	5.4%	0.0055	0.7%	73%	False	False	33,789
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	53%	False	False	28,198

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

Fibonacci Retracements and Extensions
4.250	0.8210
2.618	0.8147
1.618	0.8108
1.000	0.8085
0.618	0.8070
HIGH	0.8046
0.618	0.8031
0.500	0.8027
0.382	0.8022
LOW	0.8008
0.618	0.7984
1.000	0.7969
1.618	0.7945
2.618	0.7907
4.250	0.7844

Fisher Pivots for day following 09-Nov-2021
Pivot	1 day	3 day
R1	0.8036	0.8036
PP	0.8031	0.8031
S1	0.8027	0.8027

Download as Excel Spreadsheet

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

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