CME Canadian Dollar Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
0.7960 |
0.7930 |
-0.0031 |
-0.4% |
0.8028 |
| High |
0.7974 |
0.7941 |
-0.0033 |
-0.4% |
0.8073 |
| Low |
0.7922 |
0.7907 |
-0.0015 |
-0.2% |
0.7933 |
| Close |
0.7927 |
0.7936 |
0.0009 |
0.1% |
0.7966 |
| Range |
0.0052 |
0.0035 |
-0.0018 |
-33.7% |
0.0140 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
69,525 |
64,948 |
-4,577 |
-6.6% |
351,515 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8031 |
0.8018 |
0.7954 |
|
| R3 |
0.7997 |
0.7983 |
0.7945 |
|
| R2 |
0.7962 |
0.7962 |
0.7942 |
|
| R1 |
0.7949 |
0.7949 |
0.7939 |
0.7956 |
| PP |
0.7928 |
0.7928 |
0.7928 |
0.7931 |
| S1 |
0.7914 |
0.7914 |
0.7932 |
0.7921 |
| S2 |
0.7893 |
0.7893 |
0.7929 |
|
| S3 |
0.7859 |
0.7880 |
0.7926 |
|
| S4 |
0.7824 |
0.7845 |
0.7917 |
|
|
| 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 |
0.8005 |
0.7907 |
0.0098 |
1.2% |
0.0042 |
0.5% |
30% |
False |
True |
62,197 |
| 10 |
0.8073 |
0.7907 |
0.0167 |
2.1% |
0.0045 |
0.6% |
17% |
False |
True |
66,390 |
| 20 |
0.8130 |
0.7907 |
0.0224 |
2.8% |
0.0046 |
0.6% |
13% |
False |
True |
69,333 |
| 40 |
0.8137 |
0.7827 |
0.0310 |
3.9% |
0.0049 |
0.6% |
35% |
False |
False |
71,032 |
| 60 |
0.8137 |
0.7754 |
0.0384 |
4.8% |
0.0054 |
0.7% |
47% |
False |
False |
64,154 |
| 80 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0053 |
0.7% |
51% |
False |
False |
48,254 |
| 100 |
0.8137 |
0.7723 |
0.0415 |
5.2% |
0.0055 |
0.7% |
51% |
False |
False |
38,635 |
| 120 |
0.8311 |
0.7723 |
0.0588 |
7.4% |
0.0054 |
0.7% |
36% |
False |
False |
32,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8088 |
|
2.618 |
0.8031 |
|
1.618 |
0.7997 |
|
1.000 |
0.7976 |
|
0.618 |
0.7962 |
|
HIGH |
0.7941 |
|
0.618 |
0.7928 |
|
0.500 |
0.7924 |
|
0.382 |
0.7920 |
|
LOW |
0.7907 |
|
0.618 |
0.7885 |
|
1.000 |
0.7872 |
|
1.618 |
0.7851 |
|
2.618 |
0.7816 |
|
4.250 |
0.7760 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
0.7932 |
0.7956 |
| PP |
0.7928 |
0.7949 |
| S1 |
0.7924 |
0.7942 |
|