CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7257 |
0.7242 |
-0.0015 |
-0.2% |
0.7280 |
| High |
0.7259 |
0.7252 |
-0.0008 |
-0.1% |
0.7287 |
| Low |
0.7233 |
0.7239 |
0.0007 |
0.1% |
0.7239 |
| Close |
0.7237 |
0.7247 |
0.0010 |
0.1% |
0.7254 |
| Range |
0.0027 |
0.0013 |
-0.0014 |
-52.8% |
0.0049 |
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
54,160 |
51,722 |
-2,438 |
-4.5% |
375,120 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7283 |
0.7278 |
0.7254 |
|
| R3 |
0.7271 |
0.7265 |
0.7250 |
|
| R2 |
0.7258 |
0.7258 |
0.7249 |
|
| R1 |
0.7253 |
0.7253 |
0.7248 |
0.7256 |
| PP |
0.7246 |
0.7246 |
0.7246 |
0.7247 |
| S1 |
0.7240 |
0.7240 |
0.7246 |
0.7243 |
| S2 |
0.7233 |
0.7233 |
0.7245 |
|
| S3 |
0.7221 |
0.7228 |
0.7244 |
|
| S4 |
0.7208 |
0.7215 |
0.7240 |
|
|
| 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 |
0.7233 |
0.0055 |
0.8% |
0.0021 |
0.3% |
27% |
False |
False |
62,145 |
| 10 |
0.7343 |
0.7233 |
0.0110 |
1.5% |
0.0027 |
0.4% |
13% |
False |
False |
80,207 |
| 20 |
0.7467 |
0.7233 |
0.0234 |
3.2% |
0.0029 |
0.4% |
6% |
False |
False |
82,939 |
| 40 |
0.7467 |
0.7233 |
0.0234 |
3.2% |
0.0031 |
0.4% |
6% |
False |
False |
71,162 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0031 |
0.4% |
19% |
False |
False |
47,829 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0030 |
0.4% |
19% |
False |
False |
35,971 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
19% |
False |
False |
28,843 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0028 |
0.4% |
19% |
False |
False |
24,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7305 |
|
2.618 |
0.7284 |
|
1.618 |
0.7272 |
|
1.000 |
0.7264 |
|
0.618 |
0.7259 |
|
HIGH |
0.7252 |
|
0.618 |
0.7247 |
|
0.500 |
0.7245 |
|
0.382 |
0.7244 |
|
LOW |
0.7239 |
|
0.618 |
0.7231 |
|
1.000 |
0.7227 |
|
1.618 |
0.7219 |
|
2.618 |
0.7206 |
|
4.250 |
0.7186 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7246 |
0.7250 |
| PP |
0.7246 |
0.7249 |
| S1 |
0.7245 |
0.7248 |
|