CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 28-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7230 |
0.7209 |
-0.0022 |
-0.3% |
0.7257 |
High |
0.7239 |
0.7215 |
-0.0024 |
-0.3% |
0.7259 |
Low |
0.7207 |
0.7201 |
-0.0006 |
-0.1% |
0.7207 |
Close |
0.7214 |
0.7208 |
-0.0006 |
-0.1% |
0.7214 |
Range |
0.0032 |
0.0014 |
-0.0018 |
-57.1% |
0.0052 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
63,131 |
63,407 |
276 |
0.4% |
315,057 |
|
Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7248 |
0.7242 |
0.7215 |
|
R3 |
0.7235 |
0.7228 |
0.7212 |
|
R2 |
0.7221 |
0.7221 |
0.7210 |
|
R1 |
0.7215 |
0.7215 |
0.7209 |
0.7211 |
PP |
0.7208 |
0.7208 |
0.7208 |
0.7206 |
S1 |
0.7201 |
0.7201 |
0.7207 |
0.7198 |
S2 |
0.7194 |
0.7194 |
0.7206 |
|
S3 |
0.7181 |
0.7188 |
0.7204 |
|
S4 |
0.7167 |
0.7174 |
0.7201 |
|
|
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 |
0.7252 |
0.7201 |
0.0051 |
0.7% |
0.0022 |
0.3% |
14% |
False |
True |
64,860 |
10 |
0.7287 |
0.7201 |
0.0086 |
1.2% |
0.0024 |
0.3% |
8% |
False |
True |
69,928 |
20 |
0.7437 |
0.7201 |
0.0236 |
3.3% |
0.0028 |
0.4% |
3% |
False |
True |
78,372 |
40 |
0.7467 |
0.7201 |
0.0266 |
3.7% |
0.0031 |
0.4% |
3% |
False |
True |
77,314 |
60 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0030 |
0.4% |
5% |
False |
False |
52,324 |
80 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
5% |
False |
False |
39,354 |
100 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0029 |
0.4% |
5% |
False |
False |
31,565 |
120 |
0.7467 |
0.7195 |
0.0272 |
3.8% |
0.0028 |
0.4% |
5% |
False |
False |
26,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7272 |
2.618 |
0.7250 |
1.618 |
0.7236 |
1.000 |
0.7228 |
0.618 |
0.7223 |
HIGH |
0.7215 |
0.618 |
0.7209 |
0.500 |
0.7208 |
0.382 |
0.7206 |
LOW |
0.7201 |
0.618 |
0.7193 |
1.000 |
0.7188 |
1.618 |
0.7179 |
2.618 |
0.7166 |
4.250 |
0.7144 |
|
|
Fisher Pivots for day following 28-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7208 |
0.7227 |
PP |
0.7208 |
0.7220 |
S1 |
0.7208 |
0.7214 |
|