CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Dec-2021

Day Change Summary
	Previous	Current
	30-Nov-2021	01-Dec-2021	Change	Change %	Previous Week
Open	0.7847	0.7825	-0.0022	-0.3%	0.7908
High	0.7855	0.7866	0.0011	0.1%	0.7919
Low	0.7790	0.7794	0.0005	0.1%	0.7813
Close	0.7822	0.7806	-0.0016	-0.2%	0.7827
Range	0.0066	0.0072	0.0007	9.9%	0.0106
ATR	0.0052	0.0053	0.0001	2.8%	0.0000
Volume	134,147	102,379	-31,768	-23.7%	322,100

Daily Pivots for day following 01-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.7994	0.7845
R3	0.7966	0.7922	0.7825
R2	0.7894	0.7894	0.7819
R1	0.7850	0.7850	0.7812	0.7836
PP	0.7822	0.7822	0.7822	0.7815
S1	0.7778	0.7778	0.7799	0.7764
S2	0.7750	0.7750	0.7792
S3	0.7678	0.7706	0.7786
S4	0.7606	0.7634	0.7766

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	1.6%	0.0064	0.8%	13%	False	False	100,280
10	0.7974	0.7790	0.0184	2.4%	0.0056	0.7%	9%	False	False	85,363
20	0.8079	0.7790	0.0289	3.7%	0.0051	0.7%	6%	False	False	76,041
40	0.8137	0.7790	0.0348	4.5%	0.0048	0.6%	5%	False	False	72,319
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	14%	False	False	75,375
80	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	20%	False	False	57,211
100	0.8137	0.7723	0.0415	5.3%	0.0055	0.7%	20%	False	False	45,818
120	0.8243	0.7723	0.0520	6.7%	0.0056	0.7%	16%	False	False	38,197

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8172
2.618	0.8054
1.618	0.7982
1.000	0.7938
0.618	0.7910
HIGH	0.7866
0.618	0.7838
0.500	0.7830
0.382	0.7822
LOW	0.7794
0.618	0.7750
1.000	0.7722
1.618	0.7678
2.618	0.7606
4.250	0.7488

Fisher Pivots for day following 01-Dec-2021
Pivot	1 day	3 day
R1	0.7830	0.7828
PP	0.7822	0.7820
S1	0.7814	0.7813

Download as Excel Spreadsheet

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

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