CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 14-Dec-2021

Day Change Summary
	Previous	Current
	13-Dec-2021	14-Dec-2021	Change	Change %	Previous Week
Open	0.7853	0.7807	-0.0047	-0.6%	0.7792
High	0.7871	0.7814	-0.0057	-0.7%	0.7934
Low	0.7800	0.7789	-0.0012	-0.1%	0.7786
Close	0.7815	0.7795	-0.0021	-0.3%	0.7856
Range	0.0071	0.0025	-0.0046	-64.5%	0.0148
ATR	0.0054	0.0052	-0.0002	-3.6%	0.0000
Volume	10,447	359	-10,088	-96.6%	465,941

Daily Pivots for day following 14-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7874	0.7859	0.7808
R3	0.7849	0.7834	0.7801
R2	0.7824	0.7824	0.7799
R1	0.7809	0.7809	0.7797	0.7804
PP	0.7799	0.7799	0.7799	0.7796
S1	0.7784	0.7784	0.7792	0.7779
S2	0.7774	0.7774	0.7790
S3	0.7749	0.7759	0.7788
S4	0.7724	0.7734	0.7781

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	0.7789	0.0146	1.9%	0.0043	0.6%	4%	False	True	61,159
10	0.7934	0.7779	0.0156	2.0%	0.0053	0.7%	10%	False	False	75,774
20	0.8005	0.7779	0.0226	2.9%	0.0053	0.7%	7%	False	False	78,256
40	0.8137	0.7779	0.0359	4.6%	0.0050	0.6%	4%	False	False	73,804
60	0.8137	0.7779	0.0359	4.6%	0.0052	0.7%	4%	False	False	74,698
80	0.8137	0.7754	0.0384	4.9%	0.0055	0.7%	11%	False	False	65,326
100	0.8137	0.7723	0.0415	5.3%	0.0053	0.7%	17%	False	False	52,354
120	0.8147	0.7723	0.0424	5.4%	0.0055	0.7%	17%	False	False	43,651

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 25 trading days

Fibonacci Retracements and Extensions
4.250	0.7920
2.618	0.7879
1.618	0.7854
1.000	0.7839
0.618	0.7829
HIGH	0.7814
0.618	0.7804
0.500	0.7801
0.382	0.7798
LOW	0.7789
0.618	0.7773
1.000	0.7764
1.618	0.7748
2.618	0.7723
4.250	0.7682

Fisher Pivots for day following 14-Dec-2021
Pivot	1 day	3 day
R1	0.7801	0.7837
PP	0.7799	0.7823
S1	0.7797	0.7809

Download as Excel Spreadsheet

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

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