CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	0.7829	0.7847	0.0018	0.2%	0.7908
High	0.7861	0.7855	-0.0006	-0.1%	0.7919
Low	0.7816	0.7790	-0.0027	-0.3%	0.7813
Close	0.7830	0.7822	-0.0009	-0.1%	0.7827
Range	0.0045	0.0066	0.0021	45.6%	0.0106
ATR	0.0051	0.0052	0.0001	2.1%	0.0000
Volume	84,005	134,147	50,142	59.7%	322,100

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8019	0.7986	0.7858
R3	0.7953	0.7920	0.7840
R2	0.7888	0.7888	0.7834
R1	0.7855	0.7855	0.7828	0.7838
PP	0.7822	0.7822	0.7822	0.7814
S1	0.7789	0.7789	0.7815	0.7773
S2	0.7757	0.7757	0.7809
S3	0.7691	0.7724	0.7803
S4	0.7626	0.7658	0.7785

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	0.7911	0.7790	0.0121	1.5%	0.0060	0.8%	26%	False	True	94,844
10	0.8005	0.7790	0.0215	2.7%	0.0053	0.7%	15%	False	True	80,738
20	0.8085	0.7790	0.0295	3.8%	0.0049	0.6%	11%	False	True	74,267
40	0.8137	0.7790	0.0348	4.4%	0.0048	0.6%	9%	False	True	71,499
60	0.8137	0.7754	0.0384	4.9%	0.0055	0.7%	18%	False	False	74,130
80	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	24%	False	False	55,943
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	24%	False	False	44,795
120	0.8275	0.7723	0.0553	7.1%	0.0055	0.7%	18%	False	False	37,347

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8133
2.618	0.8026
1.618	0.7961
1.000	0.7921
0.618	0.7895
HIGH	0.7855
0.618	0.7830
0.500	0.7822
0.382	0.7815
LOW	0.7790
0.618	0.7749
1.000	0.7724
1.618	0.7684
2.618	0.7618
4.250	0.7511

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	0.7822	0.7850
PP	0.7822	0.7841
S1	0.7822	0.7831

Download as Excel Spreadsheet

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

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