CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	0.7825	0.7801	-0.0024	-0.3%	0.7908
High	0.7866	0.7825	-0.0041	-0.5%	0.7919
Low	0.7794	0.7789	-0.0006	-0.1%	0.7813
Close	0.7806	0.7805	-0.0001	0.0%	0.7827
Range	0.0072	0.0037	-0.0036	-49.3%	0.0106
ATR	0.0053	0.0052	-0.0001	-2.2%	0.0000
Volume	102,379	81,890	-20,489	-20.0%	322,100

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7916	0.7897	0.7825
R3	0.7879	0.7860	0.7815
R2	0.7843	0.7843	0.7811
R1	0.7824	0.7824	0.7808	0.7833
PP	0.7806	0.7806	0.7806	0.7811
S1	0.7787	0.7787	0.7801	0.7797
S2	0.7770	0.7770	0.7798
S3	0.7733	0.7751	0.7794
S4	0.7697	0.7714	0.7784

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	0.7789	0.0122	1.6%	0.0063	0.8%	13%	False	True	103,474
10	0.7947	0.7789	0.0158	2.0%	0.0054	0.7%	10%	False	True	86,600
20	0.8079	0.7789	0.0290	3.7%	0.0051	0.6%	6%	False	True	76,403
40	0.8137	0.7789	0.0349	4.5%	0.0048	0.6%	5%	False	True	72,358
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	13%	False	False	75,667
80	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	20%	False	False	58,229
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	20%	False	False	46,636
120	0.8241	0.7723	0.0519	6.6%	0.0056	0.7%	16%	False	False	38,877

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7980
2.618	0.7921
1.618	0.7884
1.000	0.7862
0.618	0.7848
HIGH	0.7825
0.618	0.7811
0.500	0.7807
0.382	0.7802
LOW	0.7789
0.618	0.7766
1.000	0.7752
1.618	0.7729
2.618	0.7693
4.250	0.7633

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	0.7807	0.7827
PP	0.7806	0.7820
S1	0.7805	0.7812

Download as Excel Spreadsheet

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

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