CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	0.7867	0.7853	-0.0014	-0.2%	0.7792
High	0.7886	0.7871	-0.0016	-0.2%	0.7934
Low	0.7850	0.7800	-0.0050	-0.6%	0.7786
Close	0.7856	0.7815	-0.0041	-0.5%	0.7856
Range	0.0037	0.0071	0.0034	93.2%	0.0148
ATR	0.0052	0.0054	0.0001	2.5%	0.0000
Volume	41,438	10,447	-30,991	-74.8%	465,941

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.7998	0.7854
R3	0.7970	0.7928	0.7834
R2	0.7899	0.7899	0.7828
R1	0.7857	0.7857	0.7821	0.7843
PP	0.7829	0.7829	0.7829	0.7821
S1	0.7787	0.7787	0.7809	0.7772
S2	0.7758	0.7758	0.7802
S3	0.7688	0.7716	0.7796
S4	0.7617	0.7646	0.7776

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	0.7800	0.0134	1.7%	0.0055	0.7%	11%	False	True	79,984
10	0.7934	0.7779	0.0156	2.0%	0.0057	0.7%	23%	False	False	89,152
20	0.8005	0.7779	0.0226	2.9%	0.0054	0.7%	16%	False	False	80,961
40	0.8137	0.7779	0.0359	4.6%	0.0050	0.6%	10%	False	False	75,320
60	0.8137	0.7754	0.0384	4.9%	0.0053	0.7%	16%	False	False	76,350
80	0.8137	0.7723	0.0415	5.3%	0.0055	0.7%	22%	False	False	65,330
100	0.8137	0.7723	0.0415	5.3%	0.0053	0.7%	22%	False	False	52,351
120	0.8147	0.7723	0.0424	5.4%	0.0055	0.7%	22%	False	False	43,648

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8170
2.618	0.8055
1.618	0.7985
1.000	0.7941
0.618	0.7914
HIGH	0.7871
0.618	0.7844
0.500	0.7835
0.382	0.7827
LOW	0.7800
0.618	0.7756
1.000	0.7730
1.618	0.7686
2.618	0.7615
4.250	0.7500

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	0.7835	0.7853
PP	0.7829	0.7840
S1	0.7822	0.7828

Download as Excel Spreadsheet

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

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