CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 30-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7211 |
0.7198 |
-0.0013 |
-0.2% |
0.7257 |
High |
0.7218 |
0.7208 |
-0.0010 |
-0.1% |
0.7259 |
Low |
0.7188 |
0.7184 |
-0.0004 |
0.0% |
0.7207 |
Close |
0.7194 |
0.7206 |
0.0012 |
0.2% |
0.7214 |
Range |
0.0030 |
0.0024 |
-0.0007 |
-21.7% |
0.0052 |
ATR |
0.0028 |
0.0028 |
0.0000 |
-1.2% |
0.0000 |
Volume |
70,517 |
90,934 |
20,417 |
29.0% |
315,057 |
|
Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7270 |
0.7261 |
0.7218 |
|
R3 |
0.7246 |
0.7238 |
0.7212 |
|
R2 |
0.7223 |
0.7223 |
0.7210 |
|
R1 |
0.7214 |
0.7214 |
0.7208 |
0.7218 |
PP |
0.7199 |
0.7199 |
0.7199 |
0.7201 |
S1 |
0.7191 |
0.7191 |
0.7203 |
0.7195 |
S2 |
0.7176 |
0.7176 |
0.7201 |
|
S3 |
0.7152 |
0.7167 |
0.7199 |
|
S4 |
0.7129 |
0.7144 |
0.7193 |
|
|
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 |
0.7184 |
0.0068 |
0.9% |
0.0026 |
0.4% |
32% |
False |
True |
72,786 |
10 |
0.7287 |
0.7184 |
0.0103 |
1.4% |
0.0023 |
0.3% |
21% |
False |
True |
65,818 |
20 |
0.7422 |
0.7184 |
0.0238 |
3.3% |
0.0028 |
0.4% |
9% |
False |
True |
78,691 |
40 |
0.7467 |
0.7184 |
0.0283 |
3.9% |
0.0030 |
0.4% |
8% |
False |
True |
80,874 |
60 |
0.7467 |
0.7184 |
0.0283 |
3.9% |
0.0029 |
0.4% |
8% |
False |
True |
54,985 |
80 |
0.7467 |
0.7184 |
0.0283 |
3.9% |
0.0029 |
0.4% |
8% |
False |
True |
41,368 |
100 |
0.7467 |
0.7184 |
0.0283 |
3.9% |
0.0028 |
0.4% |
8% |
False |
True |
33,178 |
120 |
0.7467 |
0.7184 |
0.0283 |
3.9% |
0.0028 |
0.4% |
8% |
False |
True |
27,658 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7307 |
2.618 |
0.7269 |
1.618 |
0.7246 |
1.000 |
0.7231 |
0.618 |
0.7222 |
HIGH |
0.7208 |
0.618 |
0.7199 |
0.500 |
0.7196 |
0.382 |
0.7193 |
LOW |
0.7184 |
0.618 |
0.7169 |
1.000 |
0.7161 |
1.618 |
0.7146 |
2.618 |
0.7122 |
4.250 |
0.7084 |
|
|
Fisher Pivots for day following 30-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7202 |
0.7204 |
PP |
0.7199 |
0.7202 |
S1 |
0.7196 |
0.7201 |
|