CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Dec-2021

Day Change Summary
	Previous	Current
	02-Dec-2021	03-Dec-2021	Change	Change %	Previous Week
Open	0.7801	0.7808	0.0007	0.1%	0.7829
High	0.7825	0.7847	0.0022	0.3%	0.7866
Low	0.7789	0.7779	-0.0010	-0.1%	0.7779
Close	0.7805	0.7790	-0.0015	-0.2%	0.7790
Range	0.0037	0.0068	0.0032	86.3%	0.0088
ATR	0.0052	0.0053	0.0001	2.2%	0.0000
Volume	81,890	96,724	14,834	18.1%	499,145

Daily Pivots for day following 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8009	0.7967	0.7827
R3	0.7941	0.7899	0.7808
R2	0.7873	0.7873	0.7802
R1	0.7831	0.7831	0.7796	0.7818
PP	0.7805	0.7805	0.7805	0.7798
S1	0.7763	0.7763	0.7783	0.7750
S2	0.7737	0.7737	0.7777
S3	0.7669	0.7695	0.7771
S4	0.7601	0.7627	0.7752

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8074	0.8019	0.7838
R3	0.7986	0.7932	0.7814
R2	0.7899	0.7899	0.7806
R1	0.7844	0.7844	0.7798	0.7828
PP	0.7811	0.7811	0.7811	0.7803
S1	0.7757	0.7757	0.7781	0.7740
S2	0.7724	0.7724	0.7773
S3	0.7636	0.7669	0.7765
S4	0.7549	0.7582	0.7741

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7866	0.7779	0.0088	1.1%	0.0057	0.7%	13%	False	True	99,829
10	0.7947	0.7779	0.0168	2.2%	0.0057	0.7%	7%	False	True	89,777
20	0.8073	0.7779	0.0295	3.8%	0.0051	0.7%	4%	False	True	78,083
40	0.8137	0.7779	0.0359	4.6%	0.0049	0.6%	3%	False	True	73,188
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	9%	False	False	75,954
80	0.8137	0.7723	0.0415	5.3%	0.0055	0.7%	16%	False	False	59,428
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	16%	False	False	47,602
120	0.8223	0.7723	0.0501	6.4%	0.0056	0.7%	13%	False	False	39,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8136
2.618	0.8025
1.618	0.7957
1.000	0.7915
0.618	0.7889
HIGH	0.7847
0.618	0.7821
0.500	0.7813
0.382	0.7804
LOW	0.7779
0.618	0.7736
1.000	0.7711
1.618	0.7668
2.618	0.7600
4.250	0.7490

Fisher Pivots for day following 03-Dec-2021
Pivot	1 day	3 day
R1	0.7813	0.7822
PP	0.7805	0.7811
S1	0.7797	0.7800

Download as Excel Spreadsheet

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

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