CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7408 |
0.7427 |
0.0019 |
0.3% |
0.7386 |
| High |
0.7432 |
0.7437 |
0.0005 |
0.1% |
0.7467 |
| Low |
0.7400 |
0.7416 |
0.0017 |
0.2% |
0.7377 |
| Close |
0.7431 |
0.7418 |
-0.0013 |
-0.2% |
0.7416 |
| Range |
0.0033 |
0.0021 |
-0.0012 |
-35.4% |
0.0090 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
96,774 |
58,301 |
-38,473 |
-39.8% |
457,455 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7487 |
0.7473 |
0.7430 |
|
| R3 |
0.7466 |
0.7452 |
0.7424 |
|
| R2 |
0.7445 |
0.7445 |
0.7422 |
|
| R1 |
0.7431 |
0.7431 |
0.7420 |
0.7428 |
| PP |
0.7424 |
0.7424 |
0.7424 |
0.7422 |
| S1 |
0.7410 |
0.7410 |
0.7416 |
0.7407 |
| S2 |
0.7403 |
0.7403 |
0.7414 |
|
| S3 |
0.7382 |
0.7389 |
0.7412 |
|
| S4 |
0.7361 |
0.7368 |
0.7406 |
|
|
| 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 |
0.7445 |
0.7400 |
0.0046 |
0.6% |
0.0027 |
0.4% |
41% |
False |
False |
83,375 |
| 10 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0037 |
0.5% |
61% |
False |
False |
90,868 |
| 20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0033 |
0.4% |
61% |
False |
False |
83,056 |
| 40 |
0.7467 |
0.7279 |
0.0188 |
2.5% |
0.0030 |
0.4% |
74% |
False |
False |
43,132 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
82% |
False |
False |
28,927 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
82% |
False |
False |
21,800 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
82% |
False |
False |
17,451 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
82% |
False |
False |
14,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7526 |
|
2.618 |
0.7492 |
|
1.618 |
0.7471 |
|
1.000 |
0.7458 |
|
0.618 |
0.7450 |
|
HIGH |
0.7437 |
|
0.618 |
0.7429 |
|
0.500 |
0.7427 |
|
0.382 |
0.7424 |
|
LOW |
0.7416 |
|
0.618 |
0.7403 |
|
1.000 |
0.7395 |
|
1.618 |
0.7382 |
|
2.618 |
0.7361 |
|
4.250 |
0.7327 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7427 |
0.7418 |
| PP |
0.7424 |
0.7418 |
| S1 |
0.7421 |
0.7418 |
|