CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	0.7808	0.7792	-0.0017	-0.2%	0.7829
High	0.7847	0.7841	-0.0006	-0.1%	0.7866
Low	0.7779	0.7786	0.0008	0.1%	0.7779
Close	0.7790	0.7831	0.0042	0.5%	0.7790
Range	0.0068	0.0055	-0.0014	-19.9%	0.0088
ATR	0.0053	0.0053	0.0000	0.2%	0.0000
Volume	96,724	76,465	-20,259	-20.9%	499,145

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7983	0.7961	0.7861
R3	0.7928	0.7907	0.7846
R2	0.7874	0.7874	0.7841
R1	0.7852	0.7852	0.7836	0.7863
PP	0.7819	0.7819	0.7819	0.7825
S1	0.7798	0.7798	0.7826	0.7809
S2	0.7765	0.7765	0.7821
S3	0.7710	0.7743	0.7816
S4	0.7656	0.7689	0.7801

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%	0.0059	0.8%	60%	False	False	98,321
10	0.7919	0.7779	0.0140	1.8%	0.0058	0.7%	38%	False	False	89,771
20	0.8073	0.7779	0.0295	3.8%	0.0052	0.7%	18%	False	False	78,540
40	0.8137	0.7779	0.0359	4.6%	0.0049	0.6%	15%	False	False	73,089
60	0.8137	0.7754	0.0384	4.9%	0.0053	0.7%	20%	False	False	75,519
80	0.8137	0.7723	0.0415	5.3%	0.0055	0.7%	26%	False	False	60,382
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	26%	False	False	48,365
120	0.8159	0.7723	0.0437	5.6%	0.0056	0.7%	25%	False	False	40,319

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8072
2.618	0.7983
1.618	0.7929
1.000	0.7895
0.618	0.7874
HIGH	0.7841
0.618	0.7820
0.500	0.7813
0.382	0.7807
LOW	0.7786
0.618	0.7752
1.000	0.7732
1.618	0.7698
2.618	0.7643
4.250	0.7554

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	0.7825	0.7825
PP	0.7819	0.7819
S1	0.7813	0.7813

Download as Excel Spreadsheet

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

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