CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 11-Nov-2021

Day Change Summary
	Previous	Current
	10-Nov-2021	11-Nov-2021	Change	Change %	Previous Week
Open	0.8040	0.8004	-0.0036	-0.4%	0.8075
High	0.8073	0.8011	-0.0062	-0.8%	0.8096
Low	0.7997	0.7938	-0.0059	-0.7%	0.8013
Close	0.8002	0.7949	-0.0053	-0.7%	0.8027
Range	0.0076	0.0073	-0.0003	-3.9%	0.0084
ATR	0.0048	0.0050	0.0002	3.6%	0.0000
Volume	93,072	80,820	-12,252	-13.2%	332,248

Daily Pivots for day following 11-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8185	0.8140	0.7989
R3	0.8112	0.8067	0.7969
R2	0.8039	0.8039	0.7962
R1	0.7994	0.7994	0.7955	0.7980
PP	0.7966	0.7966	0.7966	0.7959
S1	0.7921	0.7921	0.7942	0.7907
S2	0.7893	0.7893	0.7935
S3	0.7820	0.7848	0.7928
S4	0.7747	0.7775	0.7908

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	0.8073	0.7938	0.0135	1.7%	0.0047	0.6%	8%	False	True	70,582
10	0.8112	0.7938	0.0174	2.2%	0.0047	0.6%	6%	False	True	70,954
20	0.8137	0.7938	0.0199	2.5%	0.0047	0.6%	5%	False	True	69,975
40	0.8137	0.7754	0.0384	4.8%	0.0054	0.7%	51%	False	False	74,381
60	0.8137	0.7723	0.0415	5.2%	0.0057	0.7%	55%	False	False	59,056
80	0.8137	0.7723	0.0415	5.2%	0.0053	0.7%	55%	False	False	44,377
100	0.8159	0.7723	0.0437	5.5%	0.0055	0.7%	52%	False	False	35,527
120	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	38%	False	False	29,646

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8321
2.618	0.8202
1.618	0.8129
1.000	0.8084
0.618	0.8056
HIGH	0.8011
0.618	0.7983
0.500	0.7975
0.382	0.7966
LOW	0.7938
0.618	0.7893
1.000	0.7865
1.618	0.7820
2.618	0.7747
4.250	0.7628

Fisher Pivots for day following 11-Nov-2021
Pivot	1 day	3 day
R1	0.7975	0.8006
PP	0.7966	0.7987
S1	0.7957	0.7968

Download as Excel Spreadsheet

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

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