CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7392 |
0.7386 |
-0.0006 |
-0.1% |
0.7376 |
| High |
0.7400 |
0.7430 |
0.0030 |
0.4% |
0.7406 |
| Low |
0.7374 |
0.7377 |
0.0004 |
0.0% |
0.7343 |
| Close |
0.7391 |
0.7422 |
0.0031 |
0.4% |
0.7391 |
| Range |
0.0027 |
0.0053 |
0.0026 |
98.1% |
0.0063 |
| ATR |
0.0031 |
0.0032 |
0.0002 |
5.0% |
0.0000 |
| Volume |
84,556 |
97,109 |
12,553 |
14.8% |
466,757 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7567 |
0.7547 |
0.7450 |
|
| R3 |
0.7514 |
0.7494 |
0.7436 |
|
| R2 |
0.7462 |
0.7462 |
0.7431 |
|
| R1 |
0.7442 |
0.7442 |
0.7426 |
0.7452 |
| PP |
0.7409 |
0.7409 |
0.7409 |
0.7414 |
| S1 |
0.7389 |
0.7389 |
0.7417 |
0.7399 |
| S2 |
0.7357 |
0.7357 |
0.7412 |
|
| S3 |
0.7304 |
0.7337 |
0.7407 |
|
| S4 |
0.7252 |
0.7284 |
0.7393 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7569 |
0.7543 |
0.7425 |
|
| R3 |
0.7506 |
0.7480 |
0.7408 |
|
| R2 |
0.7443 |
0.7443 |
0.7402 |
|
| R1 |
0.7417 |
0.7417 |
0.7396 |
0.7430 |
| PP |
0.7380 |
0.7380 |
0.7380 |
0.7386 |
| S1 |
0.7354 |
0.7354 |
0.7385 |
0.7367 |
| S2 |
0.7317 |
0.7317 |
0.7379 |
|
| S3 |
0.7254 |
0.7291 |
0.7373 |
|
| S4 |
0.7191 |
0.7228 |
0.7356 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7430 |
0.7343 |
0.0087 |
1.2% |
0.0042 |
0.6% |
91% |
True |
False |
98,144 |
| 10 |
0.7430 |
0.7343 |
0.0087 |
1.2% |
0.0033 |
0.4% |
91% |
True |
False |
100,610 |
| 20 |
0.7464 |
0.7343 |
0.0121 |
1.6% |
0.0031 |
0.4% |
65% |
False |
False |
55,564 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0031 |
0.4% |
84% |
False |
False |
28,259 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
84% |
False |
False |
18,971 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0028 |
0.4% |
84% |
False |
False |
14,307 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
84% |
False |
False |
11,455 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
84% |
False |
False |
9,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7653 |
|
2.618 |
0.7567 |
|
1.618 |
0.7514 |
|
1.000 |
0.7482 |
|
0.618 |
0.7462 |
|
HIGH |
0.7430 |
|
0.618 |
0.7409 |
|
0.500 |
0.7403 |
|
0.382 |
0.7397 |
|
LOW |
0.7377 |
|
0.618 |
0.7345 |
|
1.000 |
0.7325 |
|
1.618 |
0.7292 |
|
2.618 |
0.7240 |
|
4.250 |
0.7154 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7415 |
0.7410 |
| PP |
0.7409 |
0.7398 |
| S1 |
0.7403 |
0.7386 |
|