CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 27-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
0.7432 |
0.7440 |
0.0008 |
0.1% |
0.7386 |
High |
0.7445 |
0.7442 |
-0.0004 |
0.0% |
0.7467 |
Low |
0.7428 |
0.7407 |
-0.0021 |
-0.3% |
0.7377 |
Close |
0.7439 |
0.7416 |
-0.0023 |
-0.3% |
0.7416 |
Range |
0.0018 |
0.0035 |
0.0018 |
100.0% |
0.0090 |
ATR |
0.0033 |
0.0034 |
0.0000 |
0.3% |
0.0000 |
Volume |
96,549 |
80,717 |
-15,832 |
-16.4% |
457,455 |
|
Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7526 |
0.7506 |
0.7435 |
|
R3 |
0.7491 |
0.7471 |
0.7425 |
|
R2 |
0.7456 |
0.7456 |
0.7422 |
|
R1 |
0.7436 |
0.7436 |
0.7419 |
0.7429 |
PP |
0.7421 |
0.7421 |
0.7421 |
0.7418 |
S1 |
0.7401 |
0.7401 |
0.7412 |
0.7394 |
S2 |
0.7386 |
0.7386 |
0.7409 |
|
S3 |
0.7351 |
0.7366 |
0.7406 |
|
S4 |
0.7316 |
0.7331 |
0.7396 |
|
|
Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7688 |
0.7641 |
0.7465 |
|
R3 |
0.7599 |
0.7552 |
0.7440 |
|
R2 |
0.7509 |
0.7509 |
0.7432 |
|
R1 |
0.7462 |
0.7462 |
0.7424 |
0.7486 |
PP |
0.7420 |
0.7420 |
0.7420 |
0.7431 |
S1 |
0.7373 |
0.7373 |
0.7407 |
0.7396 |
S2 |
0.7330 |
0.7330 |
0.7399 |
|
S3 |
0.7241 |
0.7283 |
0.7391 |
|
S4 |
0.7151 |
0.7194 |
0.7366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7467 |
0.7377 |
0.0090 |
1.2% |
0.0041 |
0.5% |
43% |
False |
False |
91,491 |
10 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0038 |
0.5% |
59% |
False |
False |
92,421 |
20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0034 |
0.5% |
59% |
False |
False |
72,585 |
40 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0032 |
0.4% |
81% |
False |
False |
37,213 |
60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
81% |
False |
False |
24,946 |
80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
81% |
False |
False |
18,808 |
100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
81% |
False |
False |
15,056 |
120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
81% |
False |
False |
12,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7590 |
2.618 |
0.7533 |
1.618 |
0.7498 |
1.000 |
0.7477 |
0.618 |
0.7463 |
HIGH |
0.7442 |
0.618 |
0.7428 |
0.500 |
0.7424 |
0.382 |
0.7420 |
LOW |
0.7407 |
0.618 |
0.7385 |
1.000 |
0.7372 |
1.618 |
0.7350 |
2.618 |
0.7315 |
4.250 |
0.7258 |
|
|
Fisher Pivots for day following 27-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7424 |
0.7437 |
PP |
0.7421 |
0.7430 |
S1 |
0.7418 |
0.7423 |
|