CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7355 |
0.7339 |
-0.0016 |
-0.2% |
0.7414 |
| High |
0.7360 |
0.7343 |
-0.0017 |
-0.2% |
0.7437 |
| Low |
0.7326 |
0.7303 |
-0.0023 |
-0.3% |
0.7371 |
| Close |
0.7336 |
0.7307 |
-0.0029 |
-0.4% |
0.7380 |
| Range |
0.0034 |
0.0040 |
0.0006 |
16.2% |
0.0066 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
1.5% |
0.0000 |
| Volume |
79,371 |
83,191 |
3,820 |
4.8% |
416,989 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7436 |
0.7411 |
0.7329 |
|
| R3 |
0.7397 |
0.7372 |
0.7318 |
|
| R2 |
0.7357 |
0.7357 |
0.7314 |
|
| R1 |
0.7332 |
0.7332 |
0.7311 |
0.7325 |
| PP |
0.7318 |
0.7318 |
0.7318 |
0.7314 |
| S1 |
0.7293 |
0.7293 |
0.7303 |
0.7285 |
| S2 |
0.7278 |
0.7278 |
0.7300 |
|
| S3 |
0.7239 |
0.7253 |
0.7296 |
|
| S4 |
0.7199 |
0.7214 |
0.7285 |
|
|
| 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 |
0.7422 |
0.7303 |
0.0119 |
1.6% |
0.0035 |
0.5% |
3% |
False |
True |
84,181 |
| 10 |
0.7445 |
0.7303 |
0.0142 |
1.9% |
0.0031 |
0.4% |
3% |
False |
True |
83,778 |
| 20 |
0.7467 |
0.7303 |
0.0164 |
2.2% |
0.0034 |
0.5% |
2% |
False |
True |
91,173 |
| 40 |
0.7467 |
0.7303 |
0.0164 |
2.2% |
0.0032 |
0.4% |
2% |
False |
True |
53,600 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
41% |
False |
False |
35,908 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
41% |
False |
False |
27,044 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
41% |
False |
False |
21,656 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
41% |
False |
False |
18,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7510 |
|
2.618 |
0.7446 |
|
1.618 |
0.7406 |
|
1.000 |
0.7382 |
|
0.618 |
0.7367 |
|
HIGH |
0.7343 |
|
0.618 |
0.7327 |
|
0.500 |
0.7323 |
|
0.382 |
0.7318 |
|
LOW |
0.7303 |
|
0.618 |
0.7279 |
|
1.000 |
0.7264 |
|
1.618 |
0.7239 |
|
2.618 |
0.7200 |
|
4.250 |
0.7135 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7323 |
0.7342 |
| PP |
0.7318 |
0.7330 |
| S1 |
0.7312 |
0.7319 |
|