CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	0.7910	0.7904	-0.0006	-0.1%	0.7829
High	0.7934	0.7905	-0.0029	-0.4%	0.7866
Low	0.7895	0.7860	-0.0035	-0.4%	0.7779
Close	0.7900	0.7862	-0.0038	-0.5%	0.7790
Range	0.0039	0.0045	0.0006	15.4%	0.0088
ATR	0.0054	0.0053	-0.0001	-1.2%	0.0000
Volume	136,473	117,079	-19,394	-14.2%	499,145

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8011	0.7981	0.7887
R3	0.7966	0.7936	0.7874
R2	0.7921	0.7921	0.7870
R1	0.7891	0.7891	0.7866	0.7884
PP	0.7876	0.7876	0.7876	0.7872
S1	0.7846	0.7846	0.7858	0.7839
S2	0.7831	0.7831	0.7854
S3	0.7786	0.7801	0.7850
S4	0.7741	0.7756	0.7837

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%	0.0058	0.7%	54%	False	False	104,245
10	0.7934	0.7779	0.0156	2.0%	0.0061	0.8%	54%	False	False	103,860
20	0.8011	0.7779	0.0233	3.0%	0.0054	0.7%	36%	False	False	85,704
40	0.8137	0.7779	0.0359	4.6%	0.0050	0.6%	23%	False	False	77,574
60	0.8137	0.7754	0.0384	4.9%	0.0054	0.7%	28%	False	False	77,829
80	0.8137	0.7723	0.0415	5.3%	0.0056	0.7%	34%	False	False	64,714
100	0.8137	0.7723	0.0415	5.3%	0.0054	0.7%	34%	False	False	51,835
120	0.8159	0.7723	0.0437	5.6%	0.0055	0.7%	32%	False	False	43,217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.8023
1.618	0.7978
1.000	0.7950
0.618	0.7933
HIGH	0.7905
0.618	0.7888
0.500	0.7883
0.382	0.7877
LOW	0.7860
0.618	0.7832
1.000	0.7815
1.618	0.7787
2.618	0.7742
4.250	0.7669

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	0.7883	0.7883
PP	0.7876	0.7876
S1	0.7869	0.7869

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols