CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	0.7792	0.7837	0.0046	0.6%	0.7829
High	0.7841	0.7914	0.0074	0.9%	0.7866
Low	0.7786	0.7832	0.0046	0.6%	0.7779
Close	0.7831	0.7906	0.0075	1.0%	0.7790
Range	0.0055	0.0082	0.0028	50.5%	0.0088
ATR	0.0053	0.0055	0.0002	4.0%	0.0000
Volume	76,465	94,486	18,021	23.6%	499,145

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8100	0.7951
R3	0.8048	0.8018	0.7929
R2	0.7966	0.7966	0.7921
R1	0.7936	0.7936	0.7914	0.7951
PP	0.7884	0.7884	0.7884	0.7892
S1	0.7854	0.7854	0.7898	0.7869
S2	0.7802	0.7802	0.7891
S3	0.7720	0.7772	0.7883
S4	0.7638	0.7690	0.7861

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	0.7914	0.7779	0.0136	1.7%	0.0063	0.8%	94%	True	False	90,388
10	0.7914	0.7779	0.0136	1.7%	0.0061	0.8%	94%	True	False	92,616
20	0.8073	0.7779	0.0295	3.7%	0.0055	0.7%	43%	False	False	80,891
40	0.8137	0.7779	0.0359	4.5%	0.0050	0.6%	36%	False	False	74,327
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	40%	False	False	75,811
80	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	44%	False	False	61,556
100	0.8137	0.7723	0.0415	5.2%	0.0055	0.7%	44%	False	False	49,307
120	0.8159	0.7723	0.0437	5.5%	0.0056	0.7%	42%	False	False	41,105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8263
2.618	0.8129
1.618	0.8047
1.000	0.7996
0.618	0.7965
HIGH	0.7914
0.618	0.7883
0.500	0.7873
0.382	0.7863
LOW	0.7832
0.618	0.7781
1.000	0.7750
1.618	0.7699
2.618	0.7617
4.250	0.7484

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	0.7895	0.7886
PP	0.7884	0.7866
S1	0.7873	0.7846

Download as Excel Spreadsheet

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

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