CME Canadian Dollar Future December 2024
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
0.7209 |
0.7211 |
0.0003 |
0.0% |
0.7257 |
| High |
0.7215 |
0.7218 |
0.0003 |
0.0% |
0.7259 |
| Low |
0.7201 |
0.7188 |
-0.0014 |
-0.2% |
0.7207 |
| Close |
0.7208 |
0.7194 |
-0.0015 |
-0.2% |
0.7214 |
| Range |
0.0014 |
0.0030 |
0.0017 |
122.2% |
0.0052 |
| ATR |
0.0028 |
0.0028 |
0.0000 |
0.5% |
0.0000 |
| Volume |
63,407 |
69,665 |
6,258 |
9.9% |
315,057 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7290 |
0.7272 |
0.7210 |
|
| R3 |
0.7260 |
0.7242 |
0.7202 |
|
| R2 |
0.7230 |
0.7230 |
0.7199 |
|
| R1 |
0.7212 |
0.7212 |
0.7196 |
0.7206 |
| PP |
0.7200 |
0.7200 |
0.7200 |
0.7197 |
| S1 |
0.7182 |
0.7182 |
0.7191 |
0.7176 |
| S2 |
0.7170 |
0.7170 |
0.7188 |
|
| S3 |
0.7140 |
0.7152 |
0.7185 |
|
| S4 |
0.7110 |
0.7122 |
0.7177 |
|
|
| 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 |
0.7188 |
0.0065 |
0.9% |
0.0026 |
0.4% |
9% |
False |
True |
68,449 |
| 10 |
0.7287 |
0.7188 |
0.0100 |
1.4% |
0.0023 |
0.3% |
6% |
False |
True |
65,297 |
| 20 |
0.7437 |
0.7188 |
0.0250 |
3.5% |
0.0028 |
0.4% |
2% |
False |
True |
77,017 |
| 40 |
0.7467 |
0.7188 |
0.0279 |
3.9% |
0.0031 |
0.4% |
2% |
False |
True |
78,850 |
| 60 |
0.7467 |
0.7188 |
0.0279 |
3.9% |
0.0030 |
0.4% |
2% |
False |
True |
53,467 |
| 80 |
0.7467 |
0.7188 |
0.0279 |
3.9% |
0.0029 |
0.4% |
2% |
False |
True |
40,223 |
| 100 |
0.7467 |
0.7188 |
0.0279 |
3.9% |
0.0029 |
0.4% |
2% |
False |
True |
32,261 |
| 120 |
0.7467 |
0.7188 |
0.0279 |
3.9% |
0.0028 |
0.4% |
2% |
False |
True |
26,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7345 |
|
2.618 |
0.7296 |
|
1.618 |
0.7266 |
|
1.000 |
0.7248 |
|
0.618 |
0.7236 |
|
HIGH |
0.7218 |
|
0.618 |
0.7206 |
|
0.500 |
0.7203 |
|
0.382 |
0.7199 |
|
LOW |
0.7188 |
|
0.618 |
0.7169 |
|
1.000 |
0.7158 |
|
1.618 |
0.7139 |
|
2.618 |
0.7109 |
|
4.250 |
0.7060 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
0.7203 |
0.7213 |
| PP |
0.7200 |
0.7207 |
| S1 |
0.7197 |
0.7200 |
|