CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 26-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7460 |
0.7432 |
-0.0028 |
-0.4% |
0.7376 |
High |
0.7467 |
0.7445 |
-0.0022 |
-0.3% |
0.7406 |
Low |
0.7429 |
0.7428 |
-0.0001 |
0.0% |
0.7343 |
Close |
0.7433 |
0.7439 |
0.0006 |
0.1% |
0.7391 |
Range |
0.0038 |
0.0018 |
-0.0021 |
-53.9% |
0.0063 |
ATR |
0.0035 |
0.0033 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
102,125 |
96,549 |
-5,576 |
-5.5% |
466,757 |
|
Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7490 |
0.7482 |
0.7448 |
|
R3 |
0.7472 |
0.7464 |
0.7443 |
|
R2 |
0.7455 |
0.7455 |
0.7442 |
|
R1 |
0.7447 |
0.7447 |
0.7440 |
0.7451 |
PP |
0.7437 |
0.7437 |
0.7437 |
0.7439 |
S1 |
0.7429 |
0.7429 |
0.7437 |
0.7433 |
S2 |
0.7420 |
0.7420 |
0.7435 |
|
S3 |
0.7402 |
0.7412 |
0.7434 |
|
S4 |
0.7385 |
0.7394 |
0.7429 |
|
|
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 |
0.7374 |
0.0093 |
1.3% |
0.0039 |
0.5% |
70% |
False |
False |
92,258 |
10 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0036 |
0.5% |
77% |
False |
False |
96,150 |
20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0033 |
0.4% |
77% |
False |
False |
68,819 |
40 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0032 |
0.4% |
90% |
False |
False |
35,226 |
60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
90% |
False |
False |
23,612 |
80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
90% |
False |
False |
17,801 |
100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
90% |
False |
False |
14,249 |
120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
90% |
False |
False |
11,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7519 |
2.618 |
0.7491 |
1.618 |
0.7473 |
1.000 |
0.7463 |
0.618 |
0.7456 |
HIGH |
0.7445 |
0.618 |
0.7438 |
0.500 |
0.7436 |
0.382 |
0.7434 |
LOW |
0.7428 |
0.618 |
0.7417 |
1.000 |
0.7410 |
1.618 |
0.7399 |
2.618 |
0.7382 |
4.250 |
0.7353 |
|
|
Fisher Pivots for day following 26-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7438 |
0.7437 |
PP |
0.7437 |
0.7435 |
S1 |
0.7436 |
0.7434 |
|