CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 17-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7272 |
0.7284 |
0.0013 |
0.2% |
0.7381 |
High |
0.7286 |
0.7287 |
0.0001 |
0.0% |
0.7381 |
Low |
0.7263 |
0.7259 |
-0.0004 |
-0.1% |
0.7266 |
Close |
0.7281 |
0.7260 |
-0.0021 |
-0.3% |
0.7279 |
Range |
0.0024 |
0.0029 |
0.0005 |
21.3% |
0.0115 |
ATR |
0.0032 |
0.0032 |
0.0000 |
-0.8% |
0.0000 |
Volume |
86,582 |
67,800 |
-18,782 |
-21.7% |
481,416 |
|
Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7354 |
0.7335 |
0.7275 |
|
R3 |
0.7325 |
0.7307 |
0.7267 |
|
R2 |
0.7297 |
0.7297 |
0.7265 |
|
R1 |
0.7278 |
0.7278 |
0.7262 |
0.7273 |
PP |
0.7268 |
0.7268 |
0.7268 |
0.7266 |
S1 |
0.7250 |
0.7250 |
0.7257 |
0.7245 |
S2 |
0.7240 |
0.7240 |
0.7254 |
|
S3 |
0.7211 |
0.7221 |
0.7252 |
|
S4 |
0.7183 |
0.7193 |
0.7244 |
|
|
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 |
0.7298 |
0.7239 |
0.0060 |
0.8% |
0.0029 |
0.4% |
35% |
False |
False |
87,357 |
10 |
0.7396 |
0.7239 |
0.0158 |
2.2% |
0.0032 |
0.4% |
13% |
False |
False |
89,120 |
20 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0033 |
0.5% |
9% |
False |
False |
88,253 |
40 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0032 |
0.4% |
9% |
False |
False |
67,504 |
60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
24% |
False |
False |
45,245 |
80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
24% |
False |
False |
34,026 |
100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
24% |
False |
False |
27,280 |
120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
24% |
False |
False |
22,741 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7408 |
2.618 |
0.7362 |
1.618 |
0.7333 |
1.000 |
0.7316 |
0.618 |
0.7305 |
HIGH |
0.7287 |
0.618 |
0.7276 |
0.500 |
0.7273 |
0.382 |
0.7269 |
LOW |
0.7259 |
0.618 |
0.7241 |
1.000 |
0.7230 |
1.618 |
0.7212 |
2.618 |
0.7184 |
4.250 |
0.7137 |
|
|
Fisher Pivots for day following 17-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7273 |
0.7263 |
PP |
0.7268 |
0.7262 |
S1 |
0.7264 |
0.7261 |
|