CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7307 |
0.7290 |
-0.0017 |
-0.2% |
0.7381 |
| High |
0.7310 |
0.7298 |
-0.0012 |
-0.2% |
0.7381 |
| Low |
0.7273 |
0.7266 |
-0.0007 |
-0.1% |
0.7266 |
| Close |
0.7282 |
0.7279 |
-0.0003 |
0.0% |
0.7279 |
| Range |
0.0037 |
0.0032 |
-0.0005 |
-13.5% |
0.0115 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
125,754 |
112,132 |
-13,622 |
-10.8% |
481,416 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7377 |
0.7360 |
0.7297 |
|
| R3 |
0.7345 |
0.7328 |
0.7288 |
|
| R2 |
0.7313 |
0.7313 |
0.7285 |
|
| R1 |
0.7296 |
0.7296 |
0.7282 |
0.7289 |
| PP |
0.7281 |
0.7281 |
0.7281 |
0.7277 |
| S1 |
0.7264 |
0.7264 |
0.7276 |
0.7257 |
| S2 |
0.7249 |
0.7249 |
0.7273 |
|
| S3 |
0.7217 |
0.7232 |
0.7270 |
|
| S4 |
0.7185 |
0.7200 |
0.7261 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7654 |
0.7581 |
0.7342 |
|
| R3 |
0.7539 |
0.7466 |
0.7311 |
|
| R2 |
0.7424 |
0.7424 |
0.7300 |
|
| R1 |
0.7351 |
0.7351 |
0.7290 |
0.7330 |
| PP |
0.7309 |
0.7309 |
0.7309 |
0.7298 |
| S1 |
0.7236 |
0.7236 |
0.7268 |
0.7215 |
| S2 |
0.7194 |
0.7194 |
0.7258 |
|
| S3 |
0.7079 |
0.7121 |
0.7247 |
|
| S4 |
0.6964 |
0.7006 |
0.7216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7381 |
0.7266 |
0.0115 |
1.6% |
0.0036 |
0.5% |
11% |
False |
True |
96,283 |
| 10 |
0.7437 |
0.7266 |
0.0171 |
2.3% |
0.0033 |
0.4% |
8% |
False |
True |
89,840 |
| 20 |
0.7467 |
0.7266 |
0.0201 |
2.8% |
0.0035 |
0.5% |
6% |
False |
True |
91,130 |
| 40 |
0.7467 |
0.7266 |
0.0201 |
2.8% |
0.0032 |
0.4% |
6% |
False |
True |
59,508 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
31% |
False |
False |
39,863 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
31% |
False |
False |
30,013 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
31% |
False |
False |
24,035 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
31% |
False |
False |
20,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7434 |
|
2.618 |
0.7382 |
|
1.618 |
0.7350 |
|
1.000 |
0.7330 |
|
0.618 |
0.7318 |
|
HIGH |
0.7298 |
|
0.618 |
0.7286 |
|
0.500 |
0.7282 |
|
0.382 |
0.7278 |
|
LOW |
0.7266 |
|
0.618 |
0.7246 |
|
1.000 |
0.7234 |
|
1.618 |
0.7214 |
|
2.618 |
0.7182 |
|
4.250 |
0.7130 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7282 |
0.7304 |
| PP |
0.7281 |
0.7296 |
| S1 |
0.7280 |
0.7287 |
|