CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7390 |
0.7381 |
-0.0009 |
-0.1% |
0.7414 |
| High |
0.7396 |
0.7381 |
-0.0015 |
-0.2% |
0.7437 |
| Low |
0.7371 |
0.7345 |
-0.0027 |
-0.4% |
0.7371 |
| Close |
0.7380 |
0.7346 |
-0.0034 |
-0.5% |
0.7380 |
| Range |
0.0025 |
0.0037 |
0.0012 |
46.0% |
0.0066 |
| ATR |
0.0032 |
0.0033 |
0.0000 |
0.9% |
0.0000 |
| Volume |
85,134 |
80,968 |
-4,166 |
-4.9% |
416,989 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7467 |
0.7443 |
0.7366 |
|
| R3 |
0.7430 |
0.7406 |
0.7356 |
|
| R2 |
0.7394 |
0.7394 |
0.7352 |
|
| R1 |
0.7370 |
0.7370 |
0.7349 |
0.7363 |
| PP |
0.7357 |
0.7357 |
0.7357 |
0.7354 |
| S1 |
0.7333 |
0.7333 |
0.7342 |
0.7327 |
| S2 |
0.7321 |
0.7321 |
0.7339 |
|
| S3 |
0.7284 |
0.7297 |
0.7335 |
|
| S4 |
0.7248 |
0.7260 |
0.7325 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7553 |
0.7416 |
|
| R3 |
0.7528 |
0.7487 |
0.7398 |
|
| R2 |
0.7462 |
0.7462 |
0.7392 |
|
| R1 |
0.7421 |
0.7421 |
0.7386 |
0.7408 |
| PP |
0.7396 |
0.7396 |
0.7396 |
0.7390 |
| S1 |
0.7355 |
0.7355 |
0.7373 |
0.7342 |
| S2 |
0.7330 |
0.7330 |
0.7367 |
|
| S3 |
0.7264 |
0.7289 |
0.7361 |
|
| S4 |
0.7198 |
0.7223 |
0.7343 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7437 |
0.7345 |
0.0093 |
1.3% |
0.0031 |
0.4% |
1% |
False |
True |
82,684 |
| 10 |
0.7467 |
0.7345 |
0.0122 |
1.7% |
0.0033 |
0.5% |
1% |
False |
True |
85,830 |
| 20 |
0.7467 |
0.7343 |
0.0124 |
1.7% |
0.0033 |
0.5% |
2% |
False |
False |
93,220 |
| 40 |
0.7467 |
0.7300 |
0.0167 |
2.3% |
0.0031 |
0.4% |
28% |
False |
False |
49,549 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
56% |
False |
False |
33,219 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
56% |
False |
False |
25,026 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
56% |
False |
False |
20,032 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0027 |
0.4% |
56% |
False |
False |
16,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7536 |
|
2.618 |
0.7477 |
|
1.618 |
0.7440 |
|
1.000 |
0.7418 |
|
0.618 |
0.7404 |
|
HIGH |
0.7381 |
|
0.618 |
0.7367 |
|
0.500 |
0.7363 |
|
0.382 |
0.7358 |
|
LOW |
0.7345 |
|
0.618 |
0.7322 |
|
1.000 |
0.7308 |
|
1.618 |
0.7285 |
|
2.618 |
0.7249 |
|
4.250 |
0.7189 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7383 |
| PP |
0.7357 |
0.7371 |
| S1 |
0.7351 |
0.7358 |
|