CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 10-Dec-2021

Day Change Summary
	Previous	Current
	09-Dec-2021	10-Dec-2021	Change	Change %	Previous Week
Open	0.7904	0.7867	-0.0038	-0.5%	0.7792
High	0.7905	0.7886	-0.0019	-0.2%	0.7934
Low	0.7860	0.7850	-0.0011	-0.1%	0.7786
Close	0.7862	0.7856	-0.0007	-0.1%	0.7856
Range	0.0045	0.0037	-0.0009	-18.9%	0.0148
ATR	0.0053	0.0052	-0.0001	-2.3%	0.0000
Volume	117,079	41,438	-75,641	-64.6%	465,941

Daily Pivots for day following 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7973	0.7951	0.7876
R3	0.7937	0.7914	0.7866
R2	0.7900	0.7900	0.7862
R1	0.7878	0.7878	0.7859	0.7871
PP	0.7864	0.7864	0.7864	0.7860
S1	0.7841	0.7841	0.7852	0.7834
S2	0.7827	0.7827	0.7849
S3	0.7791	0.7805	0.7845
S4	0.7754	0.7768	0.7835

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8303	0.8227	0.7937
R3	0.8155	0.8079	0.7896
R2	0.8007	0.8007	0.7883
R1	0.7931	0.7931	0.7869	0.7969
PP	0.7859	0.7859	0.7859	0.7877
S1	0.7783	0.7783	0.7842	0.7821
S2	0.7711	0.7711	0.7828
S3	0.7563	0.7635	0.7815
S4	0.7415	0.7487	0.7774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7934	0.7786	0.0148	1.9%	0.0051	0.7%	47%	False	False	93,188
10	0.7934	0.7779	0.0156	2.0%	0.0054	0.7%	50%	False	False	96,508
20	0.8005	0.7779	0.0226	2.9%	0.0052	0.7%	34%	False	False	83,735
40	0.8137	0.7779	0.0359	4.6%	0.0050	0.6%	21%	False	False	76,855
60	0.8137	0.7754	0.0384	4.9%	0.0053	0.7%	27%	False	False	77,499
80	0.8137	0.7723	0.0415	5.3%	0.0056	0.7%	32%	False	False	65,225
100	0.8137	0.7723	0.0415	5.3%	0.0053	0.7%	32%	False	False	52,248
120	0.8159	0.7723	0.0437	5.6%	0.0055	0.7%	30%	False	False	43,562

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8041
2.618	0.7982
1.618	0.7945
1.000	0.7923
0.618	0.7909
HIGH	0.7886
0.618	0.7872
0.500	0.7868
0.382	0.7863
LOW	0.7850
0.618	0.7827
1.000	0.7813
1.618	0.7790
2.618	0.7754
4.250	0.7694

Fisher Pivots for day following 10-Dec-2021
Pivot	1 day	3 day
R1	0.7868	0.7892
PP	0.7864	0.7880
S1	0.7860	0.7868

Download as Excel Spreadsheet

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

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