CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7427 |
0.7422 |
-0.0005 |
-0.1% |
0.7386 |
| High |
0.7437 |
0.7422 |
-0.0015 |
-0.2% |
0.7467 |
| Low |
0.7416 |
0.7381 |
-0.0035 |
-0.5% |
0.7377 |
| Close |
0.7418 |
0.7395 |
-0.0024 |
-0.3% |
0.7416 |
| Range |
0.0021 |
0.0041 |
0.0020 |
95.2% |
0.0090 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
2.0% |
0.0000 |
| Volume |
58,301 |
92,243 |
33,942 |
58.2% |
457,455 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7522 |
0.7499 |
0.7417 |
|
| R3 |
0.7481 |
0.7458 |
0.7406 |
|
| R2 |
0.7440 |
0.7440 |
0.7402 |
|
| R1 |
0.7417 |
0.7417 |
0.7398 |
0.7408 |
| PP |
0.7399 |
0.7399 |
0.7399 |
0.7395 |
| S1 |
0.7376 |
0.7376 |
0.7391 |
0.7367 |
| S2 |
0.7358 |
0.7358 |
0.7387 |
|
| S3 |
0.7317 |
0.7335 |
0.7383 |
|
| S4 |
0.7276 |
0.7294 |
0.7372 |
|
|
| 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 |
0.7442 |
0.7381 |
0.0061 |
0.8% |
0.0031 |
0.4% |
22% |
False |
True |
82,514 |
| 10 |
0.7467 |
0.7374 |
0.0093 |
1.3% |
0.0035 |
0.5% |
23% |
False |
False |
87,386 |
| 20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0034 |
0.5% |
42% |
False |
False |
87,374 |
| 40 |
0.7467 |
0.7290 |
0.0177 |
2.4% |
0.0030 |
0.4% |
59% |
False |
False |
45,427 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
74% |
False |
False |
30,460 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
74% |
False |
False |
22,951 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
74% |
False |
False |
18,372 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
74% |
False |
False |
15,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7529 |
|
1.618 |
0.7488 |
|
1.000 |
0.7463 |
|
0.618 |
0.7447 |
|
HIGH |
0.7422 |
|
0.618 |
0.7406 |
|
0.500 |
0.7402 |
|
0.382 |
0.7397 |
|
LOW |
0.7381 |
|
0.618 |
0.7356 |
|
1.000 |
0.7340 |
|
1.618 |
0.7315 |
|
2.618 |
0.7274 |
|
4.250 |
0.7207 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7402 |
0.7409 |
| PP |
0.7399 |
0.7404 |
| S1 |
0.7397 |
0.7399 |
|