CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 19-Nov-2021

Day Change Summary
	Previous	Current
	18-Nov-2021	19-Nov-2021	Change	Change %	Previous Week
Open	0.7930	0.7934	0.0005	0.1%	0.7967
High	0.7941	0.7947	0.0006	0.1%	0.8005
Low	0.7907	0.7897	-0.0010	-0.1%	0.7897
Close	0.7936	0.7899	-0.0037	-0.5%	0.7899
Range	0.0035	0.0050	0.0015	43.5%	0.0108
ATR	0.0048	0.0048	0.0000	0.3%	0.0000
Volume	64,948	76,533	11,585	17.8%	321,593

Daily Pivots for day following 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.8030	0.7926
R3	0.8013	0.7981	0.7912
R2	0.7964	0.7964	0.7908
R1	0.7931	0.7931	0.7903	0.7923
PP	0.7914	0.7914	0.7914	0.7910
S1	0.7882	0.7882	0.7894	0.7873
S2	0.7865	0.7865	0.7889
S3	0.7815	0.7832	0.7885
S4	0.7766	0.7783	0.7871

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8256	0.8185	0.7958
R3	0.8148	0.8077	0.7928
R2	0.8041	0.8041	0.7918
R1	0.7970	0.7970	0.7908	0.7952
PP	0.7933	0.7933	0.7933	0.7924
S1	0.7862	0.7862	0.7889	0.7844
S2	0.7826	0.7826	0.7879
S3	0.7718	0.7755	0.7869
S4	0.7611	0.7647	0.7839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8005	0.7897	0.0108	1.4%	0.0044	0.6%	1%	False	True	64,318
10	0.8073	0.7897	0.0176	2.2%	0.0047	0.6%	1%	False	True	67,310
20	0.8130	0.7897	0.0233	2.9%	0.0046	0.6%	1%	False	True	69,989
40	0.8137	0.7827	0.0310	3.9%	0.0049	0.6%	23%	False	False	71,157
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	38%	False	False	65,416
80	0.8137	0.7723	0.0415	5.2%	0.0053	0.7%	42%	False	False	49,209
100	0.8137	0.7723	0.0415	5.2%	0.0055	0.7%	42%	False	False	39,399
120	0.8311	0.7723	0.0588	7.4%	0.0055	0.7%	30%	False	False	32,867

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8157
2.618	0.8076
1.618	0.8027
1.000	0.7996
0.618	0.7977
HIGH	0.7947
0.618	0.7928
0.500	0.7922
0.382	0.7916
LOW	0.7897
0.618	0.7866
1.000	0.7848
1.618	0.7817
2.618	0.7767
4.250	0.7687

Fisher Pivots for day following 19-Nov-2021
Pivot	1 day	3 day
R1	0.7922	0.7935
PP	0.7914	0.7923
S1	0.7906	0.7911

Download as Excel Spreadsheet

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

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