CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	0.7967	0.7991	0.0025	0.3%	0.8028
High	0.7999	0.8005	0.0006	0.1%	0.8073
Low	0.7964	0.7956	-0.0008	-0.1%	0.7933
Close	0.7993	0.7962	-0.0031	-0.4%	0.7966
Range	0.0035	0.0049	0.0014	38.6%	0.0140
ATR	0.0048	0.0048	0.0000	0.0%	0.0000
Volume	54,460	56,127	1,667	3.1%	351,515

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8089	0.7989
R3	0.8071	0.8041	0.7975
R2	0.8023	0.8023	0.7971
R1	0.7992	0.7992	0.7966	0.7983
PP	0.7974	0.7974	0.7974	0.7970
S1	0.7944	0.7944	0.7958	0.7935
S2	0.7926	0.7926	0.7953
S3	0.7877	0.7895	0.7949
S4	0.7829	0.7847	0.7935

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%	0.0055	0.7%	21%	False	False	70,081
10	0.8079	0.7933	0.0146	1.8%	0.0047	0.6%	20%	False	False	66,719
20	0.8137	0.7933	0.0204	2.6%	0.0047	0.6%	14%	False	False	68,816
40	0.8137	0.7795	0.0342	4.3%	0.0051	0.6%	49%	False	False	72,272
60	0.8137	0.7754	0.0384	4.8%	0.0054	0.7%	54%	False	False	61,936
80	0.8137	0.7723	0.0415	5.2%	0.0053	0.7%	58%	False	False	46,579
100	0.8137	0.7723	0.0415	5.2%	0.0055	0.7%	58%	False	False	37,291
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	40%	False	False	31,116

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	False
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	0.8211
2.618	0.8131
1.618	0.8083
1.000	0.8053
0.618	0.8034
HIGH	0.8005
0.618	0.7986
0.500	0.7980
0.382	0.7975
LOW	0.7956
0.618	0.7926
1.000	0.7908
1.618	0.7878
2.618	0.7829
4.250	0.7750

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	0.7980	0.7969
PP	0.7974	0.7967
S1	0.7968	0.7964

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols