CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7262 |
0.7272 |
0.0010 |
0.1% |
0.7381 |
| High |
0.7275 |
0.7286 |
0.0012 |
0.2% |
0.7381 |
| Low |
0.7239 |
0.7263 |
0.0024 |
0.3% |
0.7266 |
| Close |
0.7263 |
0.7281 |
0.0018 |
0.2% |
0.7279 |
| Range |
0.0036 |
0.0024 |
-0.0013 |
-34.7% |
0.0115 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
115,973 |
86,582 |
-29,391 |
-25.3% |
481,416 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7347 |
0.7337 |
0.7293 |
|
| R3 |
0.7323 |
0.7314 |
0.7287 |
|
| R2 |
0.7300 |
0.7300 |
0.7285 |
|
| R1 |
0.7290 |
0.7290 |
0.7283 |
0.7295 |
| PP |
0.7276 |
0.7276 |
0.7276 |
0.7279 |
| S1 |
0.7267 |
0.7267 |
0.7278 |
0.7272 |
| S2 |
0.7253 |
0.7253 |
0.7276 |
|
| S3 |
0.7229 |
0.7243 |
0.7274 |
|
| S4 |
0.7206 |
0.7220 |
0.7268 |
|
|
| 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 |
0.7310 |
0.7239 |
0.0072 |
1.0% |
0.0030 |
0.4% |
59% |
False |
False |
98,948 |
| 10 |
0.7422 |
0.7239 |
0.0184 |
2.5% |
0.0033 |
0.5% |
23% |
False |
False |
91,564 |
| 20 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0035 |
0.5% |
18% |
False |
False |
91,216 |
| 40 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0032 |
0.4% |
18% |
False |
False |
65,858 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
32% |
False |
False |
44,124 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
32% |
False |
False |
33,218 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
32% |
False |
False |
26,602 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
32% |
False |
False |
22,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7386 |
|
2.618 |
0.7348 |
|
1.618 |
0.7324 |
|
1.000 |
0.7310 |
|
0.618 |
0.7301 |
|
HIGH |
0.7286 |
|
0.618 |
0.7277 |
|
0.500 |
0.7274 |
|
0.382 |
0.7271 |
|
LOW |
0.7263 |
|
0.618 |
0.7248 |
|
1.000 |
0.7239 |
|
1.618 |
0.7224 |
|
2.618 |
0.7201 |
|
4.250 |
0.7163 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7278 |
0.7274 |
| PP |
0.7276 |
0.7268 |
| S1 |
0.7274 |
0.7262 |
|