CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7284 |
0.7263 |
-0.0022 |
-0.3% |
0.7280 |
| High |
0.7287 |
0.7267 |
-0.0021 |
-0.3% |
0.7287 |
| Low |
0.7259 |
0.7251 |
-0.0008 |
-0.1% |
0.7239 |
| Close |
0.7260 |
0.7254 |
-0.0006 |
-0.1% |
0.7254 |
| Range |
0.0029 |
0.0016 |
-0.0013 |
-45.6% |
0.0049 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
67,800 |
50,465 |
-17,335 |
-25.6% |
375,120 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7304 |
0.7294 |
0.7263 |
|
| R3 |
0.7288 |
0.7279 |
0.7258 |
|
| R2 |
0.7273 |
0.7273 |
0.7257 |
|
| R1 |
0.7263 |
0.7263 |
0.7255 |
0.7260 |
| PP |
0.7257 |
0.7257 |
0.7257 |
0.7256 |
| S1 |
0.7248 |
0.7248 |
0.7253 |
0.7245 |
| S2 |
0.7242 |
0.7242 |
0.7251 |
|
| S3 |
0.7226 |
0.7232 |
0.7250 |
|
| S4 |
0.7211 |
0.7217 |
0.7245 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7405 |
0.7378 |
0.7281 |
|
| R3 |
0.7357 |
0.7330 |
0.7267 |
|
| R2 |
0.7308 |
0.7308 |
0.7263 |
|
| R1 |
0.7281 |
0.7281 |
0.7258 |
0.7271 |
| PP |
0.7260 |
0.7260 |
0.7260 |
0.7255 |
| S1 |
0.7233 |
0.7233 |
0.7250 |
0.7222 |
| S2 |
0.7211 |
0.7211 |
0.7245 |
|
| S3 |
0.7163 |
0.7184 |
0.7241 |
|
| S4 |
0.7114 |
0.7136 |
0.7227 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7287 |
0.7239 |
0.0049 |
0.7% |
0.0025 |
0.4% |
32% |
False |
False |
75,024 |
| 10 |
0.7381 |
0.7239 |
0.0143 |
2.0% |
0.0031 |
0.4% |
11% |
False |
False |
85,653 |
| 20 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0033 |
0.5% |
7% |
False |
False |
86,549 |
| 40 |
0.7467 |
0.7239 |
0.0228 |
3.1% |
0.0032 |
0.4% |
7% |
False |
False |
68,738 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0031 |
0.4% |
22% |
False |
False |
46,078 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0030 |
0.4% |
22% |
False |
False |
34,654 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0029 |
0.4% |
22% |
False |
False |
27,784 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.7% |
0.0028 |
0.4% |
22% |
False |
False |
23,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7332 |
|
2.618 |
0.7307 |
|
1.618 |
0.7292 |
|
1.000 |
0.7282 |
|
0.618 |
0.7276 |
|
HIGH |
0.7267 |
|
0.618 |
0.7261 |
|
0.500 |
0.7259 |
|
0.382 |
0.7257 |
|
LOW |
0.7251 |
|
0.618 |
0.7241 |
|
1.000 |
0.7236 |
|
1.618 |
0.7226 |
|
2.618 |
0.7210 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7259 |
0.7269 |
| PP |
0.7257 |
0.7264 |
| S1 |
0.7256 |
0.7259 |
|