CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7386 |
0.7402 |
0.0017 |
0.2% |
0.7376 |
| High |
0.7430 |
0.7461 |
0.0031 |
0.4% |
0.7406 |
| Low |
0.7377 |
0.7401 |
0.0024 |
0.3% |
0.7343 |
| Close |
0.7422 |
0.7454 |
0.0033 |
0.4% |
0.7391 |
| Range |
0.0053 |
0.0060 |
0.0007 |
13.3% |
0.0063 |
| ATR |
0.0032 |
0.0034 |
0.0002 |
5.9% |
0.0000 |
| Volume |
97,109 |
80,955 |
-16,154 |
-16.6% |
466,757 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7617 |
0.7595 |
0.7487 |
|
| R3 |
0.7558 |
0.7536 |
0.7470 |
|
| R2 |
0.7498 |
0.7498 |
0.7465 |
|
| R1 |
0.7476 |
0.7476 |
0.7459 |
0.7487 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7444 |
| S1 |
0.7417 |
0.7417 |
0.7449 |
0.7428 |
| S2 |
0.7379 |
0.7379 |
0.7443 |
|
| S3 |
0.7320 |
0.7357 |
0.7438 |
|
| S4 |
0.7260 |
0.7298 |
0.7421 |
|
|
| 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 |
0.7461 |
0.7343 |
0.0118 |
1.6% |
0.0050 |
0.7% |
94% |
True |
False |
98,625 |
| 10 |
0.7461 |
0.7343 |
0.0118 |
1.6% |
0.0036 |
0.5% |
94% |
True |
False |
103,267 |
| 20 |
0.7464 |
0.7343 |
0.0121 |
1.6% |
0.0033 |
0.4% |
92% |
False |
False |
59,385 |
| 40 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0032 |
0.4% |
96% |
False |
False |
30,274 |
| 60 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0030 |
0.4% |
96% |
False |
False |
20,314 |
| 80 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0029 |
0.4% |
96% |
False |
False |
15,319 |
| 100 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
96% |
False |
False |
12,264 |
| 120 |
0.7464 |
0.7195 |
0.0269 |
3.6% |
0.0027 |
0.4% |
96% |
False |
False |
10,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7713 |
|
2.618 |
0.7616 |
|
1.618 |
0.7557 |
|
1.000 |
0.7520 |
|
0.618 |
0.7497 |
|
HIGH |
0.7461 |
|
0.618 |
0.7438 |
|
0.500 |
0.7431 |
|
0.382 |
0.7424 |
|
LOW |
0.7401 |
|
0.618 |
0.7364 |
|
1.000 |
0.7342 |
|
1.618 |
0.7305 |
|
2.618 |
0.7245 |
|
4.250 |
0.7148 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7446 |
0.7442 |
| PP |
0.7439 |
0.7429 |
| S1 |
0.7431 |
0.7417 |
|