CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 24-Nov-2021
Day Change Summary
Previous Current
23-Nov-2021 24-Nov-2021 Change Change % Previous Week
Open 0.7833 0.7840 0.0007 0.1% 0.7927
High 0.7852 0.7874 0.0022 0.3% 0.7965
Low 0.7833 0.7840 0.0007 0.1% 0.7864
Close 0.7852 0.7860 0.0009 0.1% 0.7864
Range 0.0019 0.0034 0.0015 81.1% 0.0101
ATR
Volume 6 10 4 66.7% 236
Daily Pivots for day following 24-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7958 0.7943 0.7878
R3 0.7925 0.7909 0.7869
R2 0.7891 0.7891 0.7866
R1 0.7876 0.7876 0.7863 0.7884
PP 0.7858 0.7858 0.7858 0.7862
S1 0.7842 0.7842 0.7857 0.7850
S2 0.7824 0.7824 0.7854
S3 0.7791 0.7809 0.7851
S4 0.7757 0.7775 0.7842
Weekly Pivots for week ending 19-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8201 0.8133 0.7920
R3 0.8100 0.8032 0.7892
R2 0.7999 0.7999 0.7883
R1 0.7931 0.7931 0.7873 0.7915
PP 0.7898 0.7898 0.7898 0.7889
S1 0.7830 0.7830 0.7855 0.7814
S2 0.7797 0.7797 0.7845
S3 0.7696 0.7729 0.7836
S4 0.7595 0.7628 0.7808
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7833 0.0067 0.8% 0.0032 0.4% 41% False False 10
10 0.7965 0.7833 0.0132 1.7% 0.0026 0.3% 20% False False 29
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8016
2.618 0.7961
1.618 0.7928
1.000 0.7907
0.618 0.7894
HIGH 0.7874
0.618 0.7861
0.500 0.7857
0.382 0.7853
LOW 0.7840
0.618 0.7819
1.000 0.7807
1.618 0.7786
2.618 0.7752
4.250 0.7698
Fisher Pivots for day following 24-Nov-2021
Pivot 1 day 3 day
R1 0.7859 0.7861
PP 0.7858 0.7861
S1 0.7857 0.7860

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

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