CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7339 |
0.7307 |
-0.0033 |
-0.4% |
0.7414 |
| High |
0.7343 |
0.7310 |
-0.0033 |
-0.4% |
0.7437 |
| Low |
0.7303 |
0.7273 |
-0.0030 |
-0.4% |
0.7371 |
| Close |
0.7307 |
0.7282 |
-0.0026 |
-0.3% |
0.7380 |
| Range |
0.0040 |
0.0037 |
-0.0003 |
-6.3% |
0.0066 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.8% |
0.0000 |
| Volume |
83,191 |
125,754 |
42,563 |
51.2% |
416,989 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7399 |
0.7377 |
0.7302 |
|
| R3 |
0.7362 |
0.7340 |
0.7292 |
|
| R2 |
0.7325 |
0.7325 |
0.7288 |
|
| R1 |
0.7303 |
0.7303 |
0.7285 |
0.7296 |
| PP |
0.7288 |
0.7288 |
0.7288 |
0.7284 |
| S1 |
0.7266 |
0.7266 |
0.7278 |
0.7259 |
| S2 |
0.7251 |
0.7251 |
0.7275 |
|
| S3 |
0.7214 |
0.7229 |
0.7271 |
|
| S4 |
0.7177 |
0.7192 |
0.7261 |
|
|
| 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 |
0.7396 |
0.7273 |
0.0123 |
1.7% |
0.0034 |
0.5% |
7% |
False |
True |
90,883 |
| 10 |
0.7442 |
0.7273 |
0.0169 |
2.3% |
0.0033 |
0.5% |
5% |
False |
True |
86,699 |
| 20 |
0.7467 |
0.7273 |
0.0194 |
2.7% |
0.0035 |
0.5% |
4% |
False |
True |
91,424 |
| 40 |
0.7467 |
0.7273 |
0.0194 |
2.7% |
0.0032 |
0.4% |
4% |
False |
True |
56,733 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
32% |
False |
False |
37,997 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
32% |
False |
False |
28,612 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
32% |
False |
False |
22,913 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
32% |
False |
False |
19,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7467 |
|
2.618 |
0.7407 |
|
1.618 |
0.7370 |
|
1.000 |
0.7347 |
|
0.618 |
0.7333 |
|
HIGH |
0.7310 |
|
0.618 |
0.7296 |
|
0.500 |
0.7292 |
|
0.382 |
0.7287 |
|
LOW |
0.7273 |
|
0.618 |
0.7250 |
|
1.000 |
0.7236 |
|
1.618 |
0.7213 |
|
2.618 |
0.7176 |
|
4.250 |
0.7116 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7292 |
0.7316 |
| PP |
0.7288 |
0.7305 |
| S1 |
0.7285 |
0.7293 |
|