CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7242 |
0.7248 |
0.0006 |
0.1% |
0.7280 |
| High |
0.7252 |
0.7250 |
-0.0002 |
0.0% |
0.7287 |
| Low |
0.7239 |
0.7227 |
-0.0013 |
-0.2% |
0.7239 |
| Close |
0.7247 |
0.7238 |
-0.0009 |
-0.1% |
0.7254 |
| Range |
0.0013 |
0.0024 |
0.0011 |
88.0% |
0.0049 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
-1.4% |
0.0000 |
| Volume |
51,722 |
70,099 |
18,377 |
35.5% |
375,120 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7309 |
0.7297 |
0.7251 |
|
| R3 |
0.7285 |
0.7273 |
0.7244 |
|
| R2 |
0.7262 |
0.7262 |
0.7242 |
|
| R1 |
0.7250 |
0.7250 |
0.7240 |
0.7244 |
| PP |
0.7238 |
0.7238 |
0.7238 |
0.7235 |
| S1 |
0.7226 |
0.7226 |
0.7236 |
0.7221 |
| S2 |
0.7215 |
0.7215 |
0.7234 |
|
| S3 |
0.7191 |
0.7203 |
0.7232 |
|
| S4 |
0.7168 |
0.7179 |
0.7225 |
|
|
| 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 |
0.7227 |
0.0061 |
0.8% |
0.0021 |
0.3% |
19% |
False |
True |
58,849 |
| 10 |
0.7310 |
0.7227 |
0.0084 |
1.2% |
0.0026 |
0.4% |
14% |
False |
True |
78,898 |
| 20 |
0.7445 |
0.7227 |
0.0219 |
3.0% |
0.0028 |
0.4% |
5% |
False |
True |
81,338 |
| 40 |
0.7467 |
0.7227 |
0.0240 |
3.3% |
0.0031 |
0.4% |
5% |
False |
True |
72,724 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0031 |
0.4% |
16% |
False |
False |
48,996 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
16% |
False |
False |
36,843 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
16% |
False |
False |
29,544 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0028 |
0.4% |
16% |
False |
False |
24,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7350 |
|
2.618 |
0.7312 |
|
1.618 |
0.7288 |
|
1.000 |
0.7274 |
|
0.618 |
0.7265 |
|
HIGH |
0.7250 |
|
0.618 |
0.7241 |
|
0.500 |
0.7238 |
|
0.382 |
0.7235 |
|
LOW |
0.7227 |
|
0.618 |
0.7212 |
|
1.000 |
0.7203 |
|
1.618 |
0.7188 |
|
2.618 |
0.7165 |
|
4.250 |
0.7127 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7238 |
0.7243 |
| PP |
0.7238 |
0.7241 |
| S1 |
0.7238 |
0.7240 |
|