CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 24-Nov-2021

Day Change Summary
	Previous	Current
	23-Nov-2021	24-Nov-2021	Change	Change %	Previous Week
Open	0.7874	0.7891	0.0017	0.2%	0.7967
High	0.7899	0.7905	0.0006	0.1%	0.8005
Low	0.7846	0.7867	0.0022	0.3%	0.7897
Close	0.7885	0.7892	0.0007	0.1%	0.7899
Range	0.0053	0.0038	-0.0016	-29.2%	0.0108
ATR	0.0048	0.0047	-0.0001	-1.6%	0.0000
Volume	75,197	65,919	-9,278	-12.3%	321,593

Daily Pivots for day following 24-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8000	0.7983	0.7912
R3	0.7963	0.7946	0.7902
R2	0.7925	0.7925	0.7898
R1	0.7908	0.7908	0.7895	0.7917
PP	0.7888	0.7888	0.7888	0.7892
S1	0.7871	0.7871	0.7888	0.7879
S2	0.7850	0.7850	0.7885
S3	0.7813	0.7833	0.7881
S4	0.7775	0.7796	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	0.7947	0.7846	0.0101	1.3%	0.0045	0.6%	46%	False	False	69,725
10	0.8011	0.7846	0.0166	2.1%	0.0047	0.6%	28%	False	False	67,548
20	0.8112	0.7846	0.0266	3.4%	0.0045	0.6%	17%	False	False	68,790
40	0.8137	0.7835	0.0303	3.8%	0.0048	0.6%	19%	False	False	70,222
60	0.8137	0.7754	0.0384	4.9%	0.0053	0.7%	36%	False	False	68,780
80	0.8137	0.7723	0.0415	5.3%	0.0053	0.7%	41%	False	False	51,786
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	41%	False	False	41,466
120	0.8288	0.7723	0.0566	7.2%	0.0055	0.7%	30%	False	False	34,586

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.8003
1.618	0.7965
1.000	0.7942
0.618	0.7928
HIGH	0.7905
0.618	0.7890
0.500	0.7886
0.382	0.7881
LOW	0.7867
0.618	0.7844
1.000	0.7830
1.618	0.7806
2.618	0.7769
4.250	0.7708

Fisher Pivots for day following 24-Nov-2021
Pivot	1 day	3 day
R1	0.7890	0.7888
PP	0.7888	0.7885
S1	0.7886	0.7882

Download as Excel Spreadsheet

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

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