CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 26-Nov-2021
Day Change Summary
Previous Current
24-Nov-2021 26-Nov-2021 Change Change % Previous Week
Open 0.7840 0.7800 -0.0040 -0.5% 0.7889
High 0.7874 0.7869 -0.0005 -0.1% 0.7889
Low 0.7840 0.7794 -0.0047 -0.6% 0.7794
Close 0.7860 0.7798 -0.0062 -0.8% 0.7798
Range 0.0034 0.0075 0.0042 123.9% 0.0096
ATR
Volume 10 7 -3 -30.0% 48
Daily Pivots for day following 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8045 0.7997 0.7839
R3 0.7970 0.7922 0.7819
R2 0.7895 0.7895 0.7812
R1 0.7847 0.7847 0.7805 0.7833
PP 0.7820 0.7820 0.7820 0.7813
S1 0.7772 0.7772 0.7791 0.7758
S2 0.7745 0.7745 0.7784
S3 0.7670 0.7697 0.7777
S4 0.7595 0.7622 0.7757
Weekly Pivots for week ending 26-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.8113 0.8051 0.7851
R3 0.8018 0.7956 0.7824
R2 0.7922 0.7922 0.7816
R1 0.7860 0.7860 0.7807 0.7844
PP 0.7827 0.7827 0.7827 0.7819
S1 0.7765 0.7765 0.7789 0.7748
S2 0.7731 0.7731 0.7780
S3 0.7636 0.7669 0.7772
S4 0.7540 0.7574 0.7745
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7900 0.7794 0.0106 1.4% 0.0042 0.5% 4% False True 12
10 0.7965 0.7794 0.0172 2.2% 0.0032 0.4% 3% False True 28
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 0.8187
2.618 0.8065
1.618 0.7990
1.000 0.7944
0.618 0.7915
HIGH 0.7869
0.618 0.7840
0.500 0.7831
0.382 0.7822
LOW 0.7794
0.618 0.7747
1.000 0.7719
1.618 0.7672
2.618 0.7597
4.250 0.7475
Fisher Pivots for day following 26-Nov-2021
Pivot 1 day 3 day
R1 0.7831 0.7834
PP 0.7820 0.7822
S1 0.7809 0.7810

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

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