CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	0.8004	0.7944	-0.0061	-0.8%	0.8028
High	0.8011	0.7973	-0.0038	-0.5%	0.8073
Low	0.7938	0.7933	-0.0005	-0.1%	0.7933
Close	0.7949	0.7966	0.0018	0.2%	0.7966
Range	0.0073	0.0040	-0.0033	-45.2%	0.0140
ATR	0.0050	0.0049	-0.0001	-1.4%	0.0000
Volume	80,820	65,927	-14,893	-18.4%	351,515

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8077	0.8062	0.7988
R3	0.8037	0.8022	0.7977
R2	0.7997	0.7997	0.7973
R1	0.7982	0.7982	0.7970	0.7990
PP	0.7957	0.7957	0.7957	0.7961
S1	0.7942	0.7942	0.7962	0.7950
S2	0.7917	0.7917	0.7959
S3	0.7877	0.7902	0.7955
S4	0.7837	0.7862	0.7944

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8411	0.8328	0.8043
R3	0.8271	0.8188	0.8005
R2	0.8131	0.8131	0.7992
R1	0.8048	0.8048	0.7979	0.8020
PP	0.7991	0.7991	0.7991	0.7976
S1	0.7908	0.7908	0.7953	0.7880
S2	0.7851	0.7851	0.7940
S3	0.7711	0.7768	0.7928
S4	0.7571	0.7628	0.7889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8073	0.7933	0.0140	1.8%	0.0049	0.6%	24%	False	True	70,303
10	0.8096	0.7933	0.0163	2.0%	0.0046	0.6%	20%	False	True	68,376
20	0.8137	0.7933	0.0204	2.6%	0.0047	0.6%	16%	False	True	69,679
40	0.8137	0.7754	0.0384	4.8%	0.0053	0.7%	55%	False	False	74,045
60	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	59%	False	False	60,119
80	0.8137	0.7723	0.0415	5.2%	0.0053	0.7%	59%	False	False	45,199
100	0.8147	0.7723	0.0424	5.3%	0.0055	0.7%	57%	False	False	36,185
120	0.8324	0.7723	0.0601	7.5%	0.0055	0.7%	41%	False	False	30,195

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8143
2.618	0.8078
1.618	0.8038
1.000	0.8013
0.618	0.7998
HIGH	0.7973
0.618	0.7958
0.500	0.7953
0.382	0.7948
LOW	0.7933
0.618	0.7908
1.000	0.7893
1.618	0.7868
2.618	0.7828
4.250	0.7763

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	0.7962	0.8003
PP	0.7957	0.7991
S1	0.7953	0.7978

Download as Excel Spreadsheet

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

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