CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7280 |
0.7262 |
-0.0018 |
-0.2% |
0.7381 |
| High |
0.7280 |
0.7275 |
-0.0005 |
-0.1% |
0.7381 |
| Low |
0.7256 |
0.7239 |
-0.0018 |
-0.2% |
0.7266 |
| Close |
0.7258 |
0.7263 |
0.0006 |
0.1% |
0.7279 |
| Range |
0.0024 |
0.0036 |
0.0013 |
53.2% |
0.0115 |
| ATR |
0.0033 |
0.0033 |
0.0000 |
0.7% |
0.0000 |
| Volume |
54,300 |
115,973 |
61,673 |
113.6% |
481,416 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7367 |
0.7351 |
0.7283 |
|
| R3 |
0.7331 |
0.7315 |
0.7273 |
|
| R2 |
0.7295 |
0.7295 |
0.7270 |
|
| R1 |
0.7279 |
0.7279 |
0.7266 |
0.7287 |
| PP |
0.7259 |
0.7259 |
0.7259 |
0.7263 |
| S1 |
0.7243 |
0.7243 |
0.7260 |
0.7251 |
| S2 |
0.7223 |
0.7223 |
0.7256 |
|
| S3 |
0.7187 |
0.7207 |
0.7253 |
|
| S4 |
0.7151 |
0.7171 |
0.7243 |
|
|
| 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 |
0.7343 |
0.7239 |
0.0104 |
1.4% |
0.0034 |
0.5% |
24% |
False |
True |
98,270 |
| 10 |
0.7437 |
0.7239 |
0.0199 |
2.7% |
0.0033 |
0.4% |
12% |
False |
True |
88,736 |
| 20 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0036 |
0.5% |
11% |
False |
True |
92,059 |
| 40 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0032 |
0.4% |
11% |
False |
True |
63,712 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
25% |
False |
False |
42,685 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
25% |
False |
False |
32,138 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
25% |
False |
False |
25,736 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
25% |
False |
False |
21,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7428 |
|
2.618 |
0.7369 |
|
1.618 |
0.7333 |
|
1.000 |
0.7311 |
|
0.618 |
0.7297 |
|
HIGH |
0.7275 |
|
0.618 |
0.7261 |
|
0.500 |
0.7257 |
|
0.382 |
0.7252 |
|
LOW |
0.7239 |
|
0.618 |
0.7216 |
|
1.000 |
0.7203 |
|
1.618 |
0.7180 |
|
2.618 |
0.7144 |
|
4.250 |
0.7086 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7261 |
0.7268 |
| PP |
0.7259 |
0.7267 |
| S1 |
0.7257 |
0.7265 |
|