CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 31-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
0.7198 |
0.7204 |
0.0006 |
0.1% |
0.7257 |
High |
0.7208 |
0.7210 |
0.0002 |
0.0% |
0.7259 |
Low |
0.7184 |
0.7181 |
-0.0003 |
0.0% |
0.7207 |
Close |
0.7206 |
0.7200 |
-0.0006 |
-0.1% |
0.7214 |
Range |
0.0024 |
0.0029 |
0.0005 |
21.3% |
0.0052 |
ATR |
0.0028 |
0.0028 |
0.0000 |
0.2% |
0.0000 |
Volume |
90,934 |
89,901 |
-1,033 |
-1.1% |
315,057 |
|
Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7282 |
0.7270 |
0.7216 |
|
R3 |
0.7254 |
0.7241 |
0.7208 |
|
R2 |
0.7225 |
0.7225 |
0.7205 |
|
R1 |
0.7213 |
0.7213 |
0.7203 |
0.7205 |
PP |
0.7197 |
0.7197 |
0.7197 |
0.7193 |
S1 |
0.7184 |
0.7184 |
0.7197 |
0.7176 |
S2 |
0.7168 |
0.7168 |
0.7195 |
|
S3 |
0.7140 |
0.7156 |
0.7192 |
|
S4 |
0.7111 |
0.7127 |
0.7184 |
|
|
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 |
0.7239 |
0.7181 |
0.0058 |
0.8% |
0.0025 |
0.4% |
33% |
False |
True |
75,578 |
10 |
0.7267 |
0.7181 |
0.0086 |
1.2% |
0.0023 |
0.3% |
22% |
False |
True |
68,028 |
20 |
0.7396 |
0.7181 |
0.0215 |
3.0% |
0.0028 |
0.4% |
9% |
False |
True |
78,574 |
40 |
0.7467 |
0.7181 |
0.0286 |
4.0% |
0.0031 |
0.4% |
7% |
False |
True |
82,974 |
60 |
0.7467 |
0.7181 |
0.0286 |
4.0% |
0.0029 |
0.4% |
7% |
False |
True |
56,476 |
80 |
0.7467 |
0.7181 |
0.0286 |
4.0% |
0.0029 |
0.4% |
7% |
False |
True |
42,488 |
100 |
0.7467 |
0.7181 |
0.0286 |
4.0% |
0.0029 |
0.4% |
7% |
False |
True |
34,076 |
120 |
0.7467 |
0.7181 |
0.0286 |
4.0% |
0.0028 |
0.4% |
7% |
False |
True |
28,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7331 |
2.618 |
0.7284 |
1.618 |
0.7256 |
1.000 |
0.7238 |
0.618 |
0.7227 |
HIGH |
0.7210 |
0.618 |
0.7199 |
0.500 |
0.7195 |
0.382 |
0.7192 |
LOW |
0.7181 |
0.618 |
0.7163 |
1.000 |
0.7153 |
1.618 |
0.7135 |
2.618 |
0.7106 |
4.250 |
0.7060 |
|
|
Fisher Pivots for day following 31-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7198 |
0.7200 |
PP |
0.7197 |
0.7200 |
S1 |
0.7195 |
0.7199 |
|