CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 01-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7414 |
0.7408 |
-0.0006 |
-0.1% |
0.7386 |
High |
0.7427 |
0.7432 |
0.0005 |
0.1% |
0.7467 |
Low |
0.7401 |
0.7400 |
-0.0001 |
0.0% |
0.7377 |
Close |
0.7409 |
0.7431 |
0.0022 |
0.3% |
0.7416 |
Range |
0.0027 |
0.0033 |
0.0006 |
22.6% |
0.0090 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-0.1% |
0.0000 |
Volume |
84,537 |
96,774 |
12,237 |
14.5% |
457,455 |
|
Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7518 |
0.7507 |
0.7448 |
|
R3 |
0.7486 |
0.7474 |
0.7439 |
|
R2 |
0.7453 |
0.7453 |
0.7436 |
|
R1 |
0.7442 |
0.7442 |
0.7433 |
0.7448 |
PP |
0.7421 |
0.7421 |
0.7421 |
0.7424 |
S1 |
0.7409 |
0.7409 |
0.7428 |
0.7415 |
S2 |
0.7388 |
0.7388 |
0.7425 |
|
S3 |
0.7356 |
0.7377 |
0.7422 |
|
S4 |
0.7323 |
0.7344 |
0.7413 |
|
|
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 |
0.7400 |
0.0067 |
0.9% |
0.0030 |
0.4% |
46% |
False |
True |
92,140 |
10 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0040 |
0.5% |
71% |
False |
False |
95,382 |
20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0033 |
0.5% |
71% |
False |
False |
80,683 |
40 |
0.7467 |
0.7242 |
0.0225 |
3.0% |
0.0031 |
0.4% |
84% |
False |
False |
41,692 |
60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
87% |
False |
False |
27,958 |
80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
87% |
False |
False |
21,072 |
100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
87% |
False |
False |
16,868 |
120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
87% |
False |
False |
14,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7570 |
2.618 |
0.7517 |
1.618 |
0.7485 |
1.000 |
0.7465 |
0.618 |
0.7452 |
HIGH |
0.7432 |
0.618 |
0.7420 |
0.500 |
0.7416 |
0.382 |
0.7412 |
LOW |
0.7400 |
0.618 |
0.7379 |
1.000 |
0.7367 |
1.618 |
0.7347 |
2.618 |
0.7314 |
4.250 |
0.7261 |
|
|
Fisher Pivots for day following 01-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7426 |
0.7427 |
PP |
0.7421 |
0.7424 |
S1 |
0.7416 |
0.7421 |
|