CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7241 |
0.7230 |
-0.0011 |
-0.1% |
0.7257 |
| High |
0.7252 |
0.7239 |
-0.0014 |
-0.2% |
0.7259 |
| Low |
0.7223 |
0.7207 |
-0.0016 |
-0.2% |
0.7207 |
| Close |
0.7230 |
0.7214 |
-0.0016 |
-0.2% |
0.7214 |
| Range |
0.0030 |
0.0032 |
0.0002 |
6.8% |
0.0052 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
0.6% |
0.0000 |
| Volume |
75,945 |
63,131 |
-12,814 |
-16.9% |
315,057 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7314 |
0.7295 |
0.7231 |
|
| R3 |
0.7283 |
0.7264 |
0.7222 |
|
| R2 |
0.7251 |
0.7251 |
0.7219 |
|
| R1 |
0.7232 |
0.7232 |
0.7216 |
0.7226 |
| PP |
0.7220 |
0.7220 |
0.7220 |
0.7217 |
| S1 |
0.7201 |
0.7201 |
0.7211 |
0.7195 |
| S2 |
0.7188 |
0.7188 |
0.7208 |
|
| S3 |
0.7157 |
0.7169 |
0.7205 |
|
| S4 |
0.7125 |
0.7138 |
0.7196 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7383 |
0.7350 |
0.7242 |
|
| R3 |
0.7331 |
0.7298 |
0.7228 |
|
| R2 |
0.7279 |
0.7279 |
0.7223 |
|
| R1 |
0.7246 |
0.7246 |
0.7218 |
0.7236 |
| PP |
0.7227 |
0.7227 |
0.7227 |
0.7222 |
| S1 |
0.7194 |
0.7194 |
0.7209 |
0.7184 |
| S2 |
0.7175 |
0.7175 |
0.7204 |
|
| S3 |
0.7123 |
0.7142 |
0.7199 |
|
| S4 |
0.7071 |
0.7090 |
0.7185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7259 |
0.7207 |
0.0052 |
0.7% |
0.0025 |
0.3% |
13% |
False |
True |
63,011 |
| 10 |
0.7287 |
0.7207 |
0.0080 |
1.1% |
0.0025 |
0.3% |
8% |
False |
True |
69,017 |
| 20 |
0.7437 |
0.7207 |
0.0230 |
3.2% |
0.0029 |
0.4% |
3% |
False |
True |
79,429 |
| 40 |
0.7467 |
0.7207 |
0.0260 |
3.6% |
0.0031 |
0.4% |
3% |
False |
True |
76,007 |
| 60 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0031 |
0.4% |
7% |
False |
False |
51,285 |
| 80 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
7% |
False |
False |
38,567 |
| 100 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
7% |
False |
False |
30,932 |
| 120 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0028 |
0.4% |
7% |
False |
False |
25,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7372 |
|
2.618 |
0.7321 |
|
1.618 |
0.7289 |
|
1.000 |
0.7270 |
|
0.618 |
0.7258 |
|
HIGH |
0.7239 |
|
0.618 |
0.7226 |
|
0.500 |
0.7223 |
|
0.382 |
0.7219 |
|
LOW |
0.7207 |
|
0.618 |
0.7188 |
|
1.000 |
0.7176 |
|
1.618 |
0.7156 |
|
2.618 |
0.7125 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7223 |
0.7230 |
| PP |
0.7220 |
0.7224 |
| S1 |
0.7217 |
0.7219 |
|