CME Canadian Dollar Future December 2022


Trading Metrics calculated at close of trading on 30-Nov-2021
Day Change Summary
Previous Current
29-Nov-2021 30-Nov-2021 Change Change % Previous Week
Open 0.7812 0.7803 -0.0009 -0.1% 0.7889
High 0.7815 0.7803 -0.0012 -0.2% 0.7889
Low 0.7801 0.7765 -0.0036 -0.5% 0.7794
Close 0.7801 0.7793 -0.0009 -0.1% 0.7798
Range 0.0014 0.0038 0.0024 171.4% 0.0096
ATR 0.0000 0.0037 0.0037 0.0000
Volume 125 40 -85 -68.0% 48
Daily Pivots for day following 30-Nov-2021
Classic Woodie Camarilla DeMark
R4 0.7901 0.7885 0.7813
R3 0.7863 0.7847 0.7803
R2 0.7825 0.7825 0.7799
R1 0.7809 0.7809 0.7796 0.7798
PP 0.7787 0.7787 0.7787 0.7781
S1 0.7771 0.7771 0.7789 0.7760
S2 0.7749 0.7749 0.7786
S3 0.7711 0.7733 0.7782
S4 0.7673 0.7695 0.7772
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 0.7874 0.7765 0.0109 1.4% 0.0036 0.5% 25% False True 37
10 0.7945 0.7765 0.0180 2.3% 0.0034 0.4% 15% False True 36
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 0.0003
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7965
2.618 0.7902
1.618 0.7864
1.000 0.7841
0.618 0.7826
HIGH 0.7803
0.618 0.7788
0.500 0.7784
0.382 0.7780
LOW 0.7765
0.618 0.7742
1.000 0.7727
1.618 0.7704
2.618 0.7666
4.250 0.7604
Fisher Pivots for day following 30-Nov-2021
Pivot 1 day 3 day
R1 0.7790 0.7817
PP 0.7787 0.7809
S1 0.7784 0.7801

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

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