CME Canadian Dollar Future December 2024
Trading Metrics calculated at close of trading on 01-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
0.7204 |
0.7189 |
-0.0015 |
-0.2% |
0.7209 |
High |
0.7210 |
0.7203 |
-0.0007 |
-0.1% |
0.7218 |
Low |
0.7181 |
0.7174 |
-0.0008 |
-0.1% |
0.7174 |
Close |
0.7200 |
0.7177 |
-0.0023 |
-0.3% |
0.7177 |
Range |
0.0029 |
0.0029 |
0.0001 |
1.8% |
0.0044 |
ATR |
0.0028 |
0.0028 |
0.0000 |
0.3% |
0.0000 |
Volume |
89,901 |
74,053 |
-15,848 |
-17.6% |
388,812 |
|
Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7271 |
0.7253 |
0.7193 |
|
R3 |
0.7242 |
0.7224 |
0.7185 |
|
R2 |
0.7213 |
0.7213 |
0.7182 |
|
R1 |
0.7195 |
0.7195 |
0.7180 |
0.7190 |
PP |
0.7184 |
0.7184 |
0.7184 |
0.7182 |
S1 |
0.7166 |
0.7166 |
0.7174 |
0.7161 |
S2 |
0.7155 |
0.7155 |
0.7172 |
|
S3 |
0.7126 |
0.7137 |
0.7169 |
|
S4 |
0.7097 |
0.7108 |
0.7161 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7321 |
0.7293 |
0.7201 |
|
R3 |
0.7277 |
0.7249 |
0.7189 |
|
R2 |
0.7233 |
0.7233 |
0.7185 |
|
R1 |
0.7205 |
0.7205 |
0.7181 |
0.7197 |
PP |
0.7189 |
0.7189 |
0.7189 |
0.7185 |
S1 |
0.7161 |
0.7161 |
0.7173 |
0.7153 |
S2 |
0.7145 |
0.7145 |
0.7169 |
|
S3 |
0.7101 |
0.7117 |
0.7165 |
|
S4 |
0.7057 |
0.7073 |
0.7153 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7218 |
0.7174 |
0.0044 |
0.6% |
0.0025 |
0.3% |
8% |
False |
True |
77,762 |
10 |
0.7259 |
0.7174 |
0.0086 |
1.2% |
0.0025 |
0.3% |
4% |
False |
True |
70,386 |
20 |
0.7381 |
0.7174 |
0.0208 |
2.9% |
0.0028 |
0.4% |
2% |
False |
True |
78,020 |
40 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0030 |
0.4% |
1% |
False |
True |
83,973 |
60 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0029 |
0.4% |
1% |
False |
True |
57,698 |
80 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0029 |
0.4% |
1% |
False |
True |
43,411 |
100 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0029 |
0.4% |
1% |
False |
True |
34,815 |
120 |
0.7467 |
0.7174 |
0.0293 |
4.1% |
0.0028 |
0.4% |
1% |
False |
True |
29,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7326 |
2.618 |
0.7278 |
1.618 |
0.7249 |
1.000 |
0.7232 |
0.618 |
0.7220 |
HIGH |
0.7203 |
0.618 |
0.7191 |
0.500 |
0.7188 |
0.382 |
0.7185 |
LOW |
0.7174 |
0.618 |
0.7156 |
1.000 |
0.7145 |
1.618 |
0.7127 |
2.618 |
0.7098 |
4.250 |
0.7050 |
|
|
Fisher Pivots for day following 01-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
0.7188 |
0.7192 |
PP |
0.7184 |
0.7187 |
S1 |
0.7181 |
0.7182 |
|