CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	0.7891	0.7896	0.0005	0.1%	0.7908
High	0.7905	0.7911	0.0006	0.1%	0.7919
Low	0.7867	0.7813	-0.0055	-0.7%	0.7813
Close	0.7892	0.7827	-0.0065	-0.8%	0.7827
Range	0.0038	0.0098	0.0061	161.3%	0.0106
ATR	0.0047	0.0051	0.0004	7.6%	0.0000
Volume	65,919	114,952	49,033	74.4%	322,100

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8144	0.8084	0.7881
R3	0.8046	0.7986	0.7854
R2	0.7948	0.7948	0.7845
R1	0.7888	0.7888	0.7836	0.7869
PP	0.7850	0.7850	0.7850	0.7841
S1	0.7790	0.7790	0.7818	0.7771
S2	0.7752	0.7752	0.7809
S3	0.7654	0.7692	0.7800
S4	0.7556	0.7594	0.7773

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8171	0.8105	0.7885
R3	0.8065	0.7999	0.7856
R2	0.7959	0.7959	0.7846
R1	0.7893	0.7893	0.7837	0.7873
PP	0.7853	0.7853	0.7853	0.7843
S1	0.7787	0.7787	0.7817	0.7767
S2	0.7747	0.7747	0.7808
S3	0.7641	0.7681	0.7798
S4	0.7535	0.7575	0.7769

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7947	0.7813	0.0134	1.7%	0.0057	0.7%	11%	False	True	79,726
10	0.8005	0.7813	0.0192	2.5%	0.0050	0.6%	8%	False	True	70,962
20	0.8112	0.7813	0.0299	3.8%	0.0048	0.6%	5%	False	True	70,958
40	0.8137	0.7813	0.0325	4.1%	0.0048	0.6%	4%	False	True	70,385
60	0.8137	0.7754	0.0384	4.9%	0.0055	0.7%	19%	False	False	70,655
80	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	25%	False	False	53,221
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	25%	False	False	42,616
120	0.8288	0.7723	0.0566	7.2%	0.0055	0.7%	18%	False	False	35,543

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	0.8327
2.618	0.8167
1.618	0.8069
1.000	0.8009
0.618	0.7971
HIGH	0.7911
0.618	0.7873
0.500	0.7862
0.382	0.7850
LOW	0.7813
0.618	0.7752
1.000	0.7715
1.618	0.7654
2.618	0.7556
4.250	0.7396

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	0.7862	0.7862
PP	0.7850	0.7850
S1	0.7839	0.7839

Download as Excel Spreadsheet

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

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