CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7248 |
0.7241 |
-0.0007 |
-0.1% |
0.7280 |
| High |
0.7250 |
0.7252 |
0.0002 |
0.0% |
0.7287 |
| Low |
0.7227 |
0.7223 |
-0.0004 |
-0.1% |
0.7239 |
| Close |
0.7238 |
0.7230 |
-0.0009 |
-0.1% |
0.7254 |
| Range |
0.0024 |
0.0030 |
0.0006 |
25.5% |
0.0049 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
0.2% |
0.0000 |
| Volume |
70,099 |
75,945 |
5,846 |
8.3% |
375,120 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7323 |
0.7306 |
0.7246 |
|
| R3 |
0.7294 |
0.7276 |
0.7238 |
|
| R2 |
0.7264 |
0.7264 |
0.7235 |
|
| R1 |
0.7247 |
0.7247 |
0.7232 |
0.7241 |
| PP |
0.7235 |
0.7235 |
0.7235 |
0.7232 |
| S1 |
0.7217 |
0.7217 |
0.7227 |
0.7211 |
| S2 |
0.7205 |
0.7205 |
0.7224 |
|
| S3 |
0.7176 |
0.7188 |
0.7221 |
|
| S4 |
0.7146 |
0.7158 |
0.7213 |
|
|
| 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 |
0.7267 |
0.7223 |
0.0044 |
0.6% |
0.0022 |
0.3% |
16% |
False |
True |
60,478 |
| 10 |
0.7298 |
0.7223 |
0.0076 |
1.0% |
0.0025 |
0.3% |
9% |
False |
True |
73,917 |
| 20 |
0.7442 |
0.7223 |
0.0219 |
3.0% |
0.0029 |
0.4% |
3% |
False |
True |
80,308 |
| 40 |
0.7467 |
0.7223 |
0.0244 |
3.4% |
0.0031 |
0.4% |
3% |
False |
True |
74,564 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0031 |
0.4% |
13% |
False |
False |
50,253 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
13% |
False |
False |
37,786 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
13% |
False |
False |
30,302 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0028 |
0.4% |
13% |
False |
False |
25,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7377 |
|
2.618 |
0.7329 |
|
1.618 |
0.7300 |
|
1.000 |
0.7282 |
|
0.618 |
0.7270 |
|
HIGH |
0.7252 |
|
0.618 |
0.7241 |
|
0.500 |
0.7237 |
|
0.382 |
0.7234 |
|
LOW |
0.7223 |
|
0.618 |
0.7204 |
|
1.000 |
0.7193 |
|
1.618 |
0.7175 |
|
2.618 |
0.7145 |
|
4.250 |
0.7097 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7237 |
0.7237 |
| PP |
0.7235 |
0.7235 |
| S1 |
0.7232 |
0.7232 |
|