CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Dec-2021

Day Change Summary
	Previous	Current
	07-Dec-2021	08-Dec-2021	Change	Change %	Previous Week
Open	0.7837	0.7910	0.0073	0.9%	0.7829
High	0.7914	0.7934	0.0020	0.3%	0.7866
Low	0.7832	0.7895	0.0063	0.8%	0.7779
Close	0.7906	0.7900	-0.0007	-0.1%	0.7790
Range	0.0082	0.0039	-0.0043	-52.4%	0.0088
ATR	0.0055	0.0054	-0.0001	-2.1%	0.0000
Volume	94,486	136,473	41,987	44.4%	499,145

Daily Pivots for day following 08-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.8002	0.7921
R3	0.7988	0.7963	0.7910
R2	0.7949	0.7949	0.7907
R1	0.7924	0.7924	0.7903	0.7917
PP	0.7910	0.7910	0.7910	0.7906
S1	0.7885	0.7885	0.7896	0.7878
S2	0.7871	0.7871	0.7892
S3	0.7832	0.7846	0.7889
S4	0.7793	0.7807	0.7878

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	0.7934	0.7779	0.0156	2.0%	0.0056	0.7%	78%	True	False	97,207
10	0.7934	0.7779	0.0156	2.0%	0.0060	0.8%	78%	True	False	98,744
20	0.8073	0.7779	0.0295	3.7%	0.0055	0.7%	41%	False	False	84,504
40	0.8137	0.7779	0.0359	4.5%	0.0050	0.6%	34%	False	False	76,161
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	38%	False	False	76,979
80	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	43%	False	False	63,257
100	0.8137	0.7723	0.0415	5.2%	0.0054	0.7%	43%	False	False	50,667
120	0.8159	0.7723	0.0437	5.5%	0.0055	0.7%	41%	False	False	42,241

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8100
2.618	0.8036
1.618	0.7997
1.000	0.7973
0.618	0.7958
HIGH	0.7934
0.618	0.7919
0.500	0.7915
0.382	0.7910
LOW	0.7895
0.618	0.7871
1.000	0.7856
1.618	0.7832
2.618	0.7793
4.250	0.7729

Fisher Pivots for day following 08-Dec-2021
Pivot	1 day	3 day
R1	0.7915	0.7886
PP	0.7910	0.7873
S1	0.7905	0.7860

Download as Excel Spreadsheet

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

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