CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	0.7908	0.7874	-0.0035	-0.4%	0.7967
High	0.7919	0.7899	-0.0020	-0.3%	0.8005
Low	0.7870	0.7846	-0.0025	-0.3%	0.7897
Close	0.7874	0.7885	0.0011	0.1%	0.7899
Range	0.0049	0.0053	0.0005	9.3%	0.0108
ATR	0.0048	0.0048	0.0000	0.8%	0.0000
Volume	66,032	75,197	9,165	13.9%	321,593

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8035	0.8013	0.7914
R3	0.7982	0.7960	0.7899
R2	0.7929	0.7929	0.7894
R1	0.7907	0.7907	0.7889	0.7918
PP	0.7876	0.7876	0.7876	0.7882
S1	0.7854	0.7854	0.7880	0.7865
S2	0.7823	0.7823	0.7875
S3	0.7770	0.7801	0.7870
S4	0.7717	0.7748	0.7855

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	0.7974	0.7846	0.0128	1.6%	0.0048	0.6%	30%	False	True	70,447
10	0.8073	0.7846	0.0228	2.9%	0.0051	0.6%	17%	False	True	70,264
20	0.8130	0.7846	0.0285	3.6%	0.0048	0.6%	14%	False	True	71,675
40	0.8137	0.7827	0.0310	3.9%	0.0049	0.6%	19%	False	False	70,617
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	34%	False	False	67,728
80	0.8137	0.7723	0.0415	5.3%	0.0053	0.7%	39%	False	False	50,966
100	0.8137	0.7723	0.0415	5.3%	0.0055	0.7%	39%	False	False	40,809
120	0.8291	0.7723	0.0568	7.2%	0.0054	0.7%	29%	False	False	34,041

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8124
2.618	0.8037
1.618	0.7984
1.000	0.7952
0.618	0.7931
HIGH	0.7899
0.618	0.7878
0.500	0.7872
0.382	0.7866
LOW	0.7846
0.618	0.7813
1.000	0.7793
1.618	0.7760
2.618	0.7707
4.250	0.7620

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	0.7880	0.7896
PP	0.7876	0.7892
S1	0.7872	0.7888

Download as Excel Spreadsheet

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

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