CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	0.7991	0.7960	-0.0031	-0.4%	0.8028
High	0.8005	0.7974	-0.0031	-0.4%	0.8073
Low	0.7956	0.7922	-0.0035	-0.4%	0.7933
Close	0.7962	0.7927	-0.0035	-0.4%	0.7966
Range	0.0049	0.0052	0.0004	7.2%	0.0140
ATR	0.0048	0.0049	0.0000	0.5%	0.0000
Volume	56,127	69,525	13,398	23.9%	351,515

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8064	0.7956
R3	0.8045	0.8012	0.7941
R2	0.7993	0.7993	0.7937
R1	0.7960	0.7960	0.7932	0.7950
PP	0.7941	0.7941	0.7941	0.7936
S1	0.7908	0.7908	0.7922	0.7898
S2	0.7889	0.7889	0.7917
S3	0.7837	0.7856	0.7913
S4	0.7785	0.7804	0.7898

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	0.8011	0.7922	0.0090	1.1%	0.0050	0.6%	6%	False	True	65,371
10	0.8079	0.7922	0.0157	2.0%	0.0047	0.6%	4%	False	True	66,206
20	0.8137	0.7922	0.0216	2.7%	0.0047	0.6%	3%	False	True	69,107
40	0.8137	0.7814	0.0323	4.1%	0.0051	0.6%	35%	False	False	71,651
60	0.8137	0.7754	0.0384	4.8%	0.0054	0.7%	45%	False	False	63,081
80	0.8137	0.7723	0.0415	5.2%	0.0053	0.7%	49%	False	False	47,446
100	0.8137	0.7723	0.0415	5.2%	0.0055	0.7%	49%	False	False	37,986
120	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	34%	False	False	31,690

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8195
2.618	0.8110
1.618	0.8058
1.000	0.8026
0.618	0.8006
HIGH	0.7974
0.618	0.7954
0.500	0.7948
0.382	0.7941
LOW	0.7922
0.618	0.7889
1.000	0.7870
1.618	0.7837
2.618	0.7785
4.250	0.7701

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	0.7948	0.7963
PP	0.7941	0.7951
S1	0.7934	0.7939

Download as Excel Spreadsheet

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

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