CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	0.8035	0.8040	0.0005	0.1%	0.8075
High	0.8046	0.8073	0.0027	0.3%	0.8096
Low	0.8008	0.7997	-0.0011	-0.1%	0.8013
Close	0.8041	0.8002	-0.0039	-0.5%	0.8027
Range	0.0039	0.0076	0.0038	97.4%	0.0084
ATR	0.0046	0.0048	0.0002	4.6%	0.0000
Volume	64,230	93,072	28,842	44.9%	332,248

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8252	0.8203	0.8043
R3	0.8176	0.8127	0.8022
R2	0.8100	0.8100	0.8015
R1	0.8051	0.8051	0.8008	0.8037
PP	0.8024	0.8024	0.8024	0.8017
S1	0.7975	0.7975	0.7995	0.7961
S2	0.7948	0.7948	0.7988
S3	0.7872	0.7899	0.7981
S4	0.7796	0.7823	0.7960

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	0.7997	0.0082	1.0%	0.0045	0.6%	6%	False	True	67,042
10	0.8112	0.7997	0.0115	1.4%	0.0043	0.5%	4%	False	True	70,031
20	0.8137	0.7997	0.0140	1.7%	0.0046	0.6%	3%	False	True	69,445
40	0.8137	0.7754	0.0384	4.8%	0.0054	0.7%	65%	False	False	73,891
60	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	67%	False	False	57,717
80	0.8137	0.7723	0.0415	5.2%	0.0054	0.7%	67%	False	False	43,368
100	0.8159	0.7723	0.0437	5.5%	0.0055	0.7%	64%	False	False	34,719
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	46%	False	False	28,973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8396
2.618	0.8272
1.618	0.8196
1.000	0.8149
0.618	0.8120
HIGH	0.8073
0.618	0.8044
0.500	0.8035
0.382	0.8026
LOW	0.7997
0.618	0.7950
1.000	0.7921
1.618	0.7874
2.618	0.7798
4.250	0.7674

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	0.8035	0.8035
PP	0.8024	0.8024
S1	0.8013	0.8013

Download as Excel Spreadsheet

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

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