CME Canadian Dollar Future December 2021


Trading Metrics calculated at close of trading on 22-Nov-2021
Day Change Summary
Previous Current
19-Nov-2021 22-Nov-2021 Change Change % Previous Week
Open 0.7934 0.7908 -0.0026 -0.3% 0.7967
High 0.7947 0.7919 -0.0028 -0.4% 0.8005
Low 0.7897 0.7870 -0.0027 -0.3% 0.7897
Close 0.7899 0.7874 -0.0025 -0.3% 0.7899
Range 0.0050 0.0049 -0.0001 -2.0% 0.0108
ATR 0.0048 0.0048 0.0000 0.1% 0.0000
Volume 76,533 66,032 -10,501 -13.7% 321,593
Daily Pivots for day following 22-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8033 0.8002 0.7901
R3 0.7985 0.7954 0.7887
R2 0.7936 0.7936 0.7883
R1 0.7905 0.7905 0.7878 0.7896
PP 0.7888 0.7888 0.7888 0.7883
S1 0.7857 0.7857 0.7870 0.7848
S2 0.7839 0.7839 0.7865
S3 0.7791 0.7808 0.7861
S4 0.7742 0.7760 0.7847
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 0.7870 0.0135 1.7% 0.0047 0.6% 3% False True 66,633
10 0.8073 0.7870 0.0203 2.6% 0.0050 0.6% 2% False True 69,167
20 0.8130 0.7870 0.0260 3.3% 0.0047 0.6% 2% False True 70,645
40 0.8137 0.7827 0.0310 3.9% 0.0049 0.6% 15% False False 71,075
60 0.8137 0.7754 0.0384 4.9% 0.0053 0.7% 31% False False 66,498
80 0.8137 0.7723 0.0415 5.3% 0.0053 0.7% 37% False False 50,028
100 0.8137 0.7723 0.0415 5.3% 0.0055 0.7% 37% False False 40,059
120 0.8291 0.7723 0.0568 7.2% 0.0054 0.7% 27% False False 33,416
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 0.0013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8125
2.618 0.8045
1.618 0.7997
1.000 0.7967
0.618 0.7948
HIGH 0.7919
0.618 0.7900
0.500 0.7894
0.382 0.7889
LOW 0.7870
0.618 0.7840
1.000 0.7822
1.618 0.7792
2.618 0.7743
4.250 0.7664
Fisher Pivots for day following 22-Nov-2021
Pivot 1 day 3 day
R1 0.7894 0.7908
PP 0.7888 0.7897
S1 0.7881 0.7885

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

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