CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7402 |
0.7460 |
0.0058 |
0.8% |
0.7376 |
| High |
0.7461 |
0.7467 |
0.0006 |
0.1% |
0.7406 |
| Low |
0.7401 |
0.7429 |
0.0028 |
0.4% |
0.7343 |
| Close |
0.7454 |
0.7433 |
-0.0021 |
-0.3% |
0.7391 |
| Range |
0.0060 |
0.0038 |
-0.0022 |
-36.1% |
0.0063 |
| ATR |
0.0034 |
0.0035 |
0.0000 |
0.7% |
0.0000 |
| Volume |
80,955 |
102,125 |
21,170 |
26.2% |
466,757 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7557 |
0.7533 |
0.7454 |
|
| R3 |
0.7519 |
0.7495 |
0.7443 |
|
| R2 |
0.7481 |
0.7481 |
0.7440 |
|
| R1 |
0.7457 |
0.7457 |
0.7436 |
0.7450 |
| PP |
0.7443 |
0.7443 |
0.7443 |
0.7439 |
| S1 |
0.7419 |
0.7419 |
0.7430 |
0.7412 |
| S2 |
0.7405 |
0.7405 |
0.7426 |
|
| S3 |
0.7367 |
0.7381 |
0.7423 |
|
| S4 |
0.7329 |
0.7343 |
0.7412 |
|
|
| 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 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0048 |
0.6% |
73% |
True |
False |
98,361 |
| 10 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0037 |
0.5% |
73% |
True |
False |
98,568 |
| 20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0034 |
0.5% |
73% |
True |
False |
64,110 |
| 40 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0032 |
0.4% |
88% |
True |
False |
32,824 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
88% |
True |
False |
22,011 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
88% |
True |
False |
16,595 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
88% |
True |
False |
13,285 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
88% |
True |
False |
11,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7628 |
|
2.618 |
0.7566 |
|
1.618 |
0.7528 |
|
1.000 |
0.7505 |
|
0.618 |
0.7490 |
|
HIGH |
0.7467 |
|
0.618 |
0.7452 |
|
0.500 |
0.7448 |
|
0.382 |
0.7443 |
|
LOW |
0.7429 |
|
0.618 |
0.7405 |
|
1.000 |
0.7391 |
|
1.618 |
0.7367 |
|
2.618 |
0.7329 |
|
4.250 |
0.7267 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7448 |
0.7429 |
| PP |
0.7443 |
0.7426 |
| S1 |
0.7438 |
0.7422 |
|